Pages that link to "Item:Q1807081"
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The following pages link to Optimal rates of convergence for estimates of the extreme value index (Q1807081):
Displayed 10 items.
- Optimal rates of convergence in the Weibull model based on kernel-type estimators (Q419172) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)