Pages that link to "Item:Q6064607"

The following pages link to Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607):

Displaying 29 items.

• Competitive estimation of the extreme value index (Q310653) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
• Semi-parametric regression estimation of the tail index (Q1697475) (← links)
• An enhanced method for tail index estimation under missingness (Q1984154) (← links)
• Threshold selection and trimming in extremes (Q2027092) (← links)
• The memoryless property and moments of the Gumbel distribution (Q2096403) (← links)
• On tests to distinguish distribution tails invariant with respect to the scale parameter (Q2155330) (← links)
• Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
• On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
• A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
• Improved estimation of the extreme value index using related variables (Q2283048) (← links)
• Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
• Tail dependence and smoothness of time series (Q2666039) (← links)
• Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
• On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
• Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
• Modelling extremal data (Q5106831) (← links)
• On Tests for Distinguishing Distribution Tails (Q5163520) (← links)
• Comparison of the robust parameters estimation methods for the two-parameters Lomax distribution (Q5193368) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← 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)