Pages that link to "Item:Q1603677"
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The following pages link to On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677):
Displaying 5 items.
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187) (← links)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- Threshold selection for regional peaks-over-threshold data (Q5138076) (← links)
