Pages that link to "Item:Q974511"

The following pages link to Kernel estimators for the second order parameter in extreme value statistics (Q974511):

Displaying 29 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• A supermartingale argument for characterizing the functional Hill process weak law for small parameters (Q1678533) (← links)
• Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
• Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
• Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
• On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
• Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
• On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489) (← links)
• Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
• A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood (Q2794796) (← links)
• Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
• Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
• Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
• A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
• A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
• Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
• Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)