The following pages link to Bias reduction for high quantiles (Q974486):
Displaying 9 items.
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
