Pages that link to "Item:Q913399"
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The following pages link to On the estimation of the extreme-value index and large quantile estimation (Q913399):
Displayed 43 items.
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- Asymptotic expansions for the distribution functions of Pickands-type estimators (Q1267311) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions (Q1332869) (← links)
- Estimating parameters of an extreme value distribution by the method of moments (Q1333101) (← links)
- Approximation to the expectation of a function of order statistics and its applications (Q1363014) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- A new extreme quantile estimator for heavy-tailed distributions (Q1433394) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Parametric control charts (Q1878842) (← links)
- The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
- \(K\)-record values and the extreme-value index (Q1890867) (← links)
- Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
- On testing the extreme value index via the POT-method (Q1922377) (← links)
- A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
- On the estimation of high quantiles (Q2365863) (← links)
- Extremal quantile regression (Q2388357) (← links)
- On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
- Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
- Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions (Q2491563) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Fighting the arch–enemy with mathematics‘ (Q3198768) (← links)
- Efficiency of convex combinations of pickands estimator of the extreme value index (Q3432401) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
- Comparison of estimation methods in extreme value theory (Q4337155) (← links)
- Statistical choice of extreme value domains of attraction — a comparative analysis (Q4337157) (← links)
- Refined pickands estimators wtth bias correction (Q4337160) (← links)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution (Q5718128) (← links)