Pages that link to "Item:Q5954055"
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The following pages link to Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology (Q5954055):
Displayed 44 items.
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- An interview with Ivette Gomes (Q897838) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- Censoring estimators of a positive tail index (Q1423070) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667) (← links)
- On robust tail index estimation (Q1927123) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
- Priority statement and some properties of t-lgHill estimator (Q2198605) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Condition for convergence of maxima of random triangular arrays (Q2488438) (← links)
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
- How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
- Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
- A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
- A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Reduced bias estimation of the shape parameter of the log-logistic distribution (Q6073160) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)