Pages that link to "Item:Q977160"

The following pages link to Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160):

Displayed 11 items.

• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) ‎ (← links)
• Pitfalls in using Weibull tailed distributions (Q963894) ‎ (← 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)
• Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) ‎ (← links)
• Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) ‎ (← links)
• Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) ‎ (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) ‎ (← links)
• On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) ‎ (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) ‎ (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) ‎ (← links)