Pages that link to "Item:Q291405"
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The following pages link to Tail product-limit process for truncated data with application to extreme value index estimation (Q291405):
Displaying 10 items.
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- A Lynden-Bell integral estimator for extremes of randomly truncated data (Q899645) (← links)
- Handling missing extremes in tail estimation (Q2135578) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
- Estimating the Mean of Heavy-tailed Distribution under Random Truncation (Q5071348) (← links)
- EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? (Q5111481) (← links)
- Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data (Q6167551) (← links)
- Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data (Q6573852) (← links)
- A bias-reduced estimation for reinsurance risk premiums of heavy-tailed loss distributions under random truncation (Q6634305) (← links)
