Pages that link to "Item:Q2350660"
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The following pages link to An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index (Q2350660):
Displayed 11 items.
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Robust conditional Weibull-type estimation (Q2351695) (← 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)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)