Pages that link to "Item:Q3703020"
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The following pages link to Central limit theorems for sums of extreme values (Q3703020):
Displayed 40 items.
- On an improvement of Hill and some other estimators (Q383679) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- An outlier test for linear processes (Q685769) (← links)
- Almost sure convergence of a tail index estimator in the presence of censoring. (Q700313) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← 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 the asymptotic joint distribution of an unbounded number of sample extremes (Q1092548) (← links)
- Extremal point processes and intermediate quantile functions (Q1120893) (← links)
- A note on the asymptotic normality of sums of extreme values (Q1122252) (← links)
- Approximations of weighted empirical and quantile processes (Q1122863) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
- On stability of intermediate order statistics (Q1890875) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Model selection and sharp asymptotic minimaxity (Q1955840) (← links)
- A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
- Limit laws for the norms of extremal samples (Q2242885) (← links)
- Risk forecasting in the context of time series (Q2304433) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- Efficiency of convex combinations of pickands estimator of the extreme value index (Q3432401) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Large deviation theorem for Hill's estimator (Q4025314) (← links)
- Prediction of record values (Q4216590) (← links)
- An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- Parameter Estimation of Stable Distributions (Q5201486) (← links)
- A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
- Estimating the mean of a heavy tailed distribution (Q5937048) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)