The following pages link to Robust estimation of extremes (Q4223821):
Displayed 14 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Algorithms for bounded-influence estimation (Q1019882) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Using the \(gh\) distribution to model extreme wind speeds. (Q1429870) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
- Robust weighted likelihood estimators with an application to bivariate extreme value problems (Q3148209) (← links)
- A Comparison of confidence intervals for generalized extreme-value distributions (Q4253243) (← links)
- Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution (Q4346977) (← links)
- Higher-Order Infinitesimal Robustness (Q4904731) (← links)
- Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
- Fitting log-\(F\) models robustly, with an application to the analysis of extreme values. (Q5940795) (← links)
- Outlier detection based on extreme value theory and applications (Q6049802) (← links)