The following pages link to (Q3540680):
Displayed 13 items.
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model (Q485704) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- From extended regular variation to regular variation with application in extreme value statis\-tics (Q1018349) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)