The following pages link to (Q3670359):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (Q756327) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- The flood probability distribution tail: How heavy is it? (Q841867) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- A parametric solution for simple stress-strength model of failure with an application (Q1104011) (← links)
- Long run proportional hazards models of random censorship (Q1200013) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- Estimating dimension from small samples (Q1335315) (← links)
- On tail parameter estimation in certain point process models (Q1361753) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics (Q1367249) (← links)
