Pages that link to "Item:Q882935"
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The following pages link to Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935):
Displaying 13 items.
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968) (← 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)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
