Pages that link to "Item:Q4454284"
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The following pages link to On optimising the estimation of high quantiles of a probability distribution (Q4454284):
Displayed 35 items.
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
- Regularization of nonparametric frontier estimators (Q527943) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Iterative estimation of the extreme value index (Q812978) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
- Scoring predictions at extreme quantiles (Q2106823) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
- A general estimator for the right endpoint with an application to supercentenarian women's records (Q2363668) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
- A \(\Gamma\)-moment approach to monotonic boundary estimation (Q2512526) (← links)
- Smooth tail-index estimation (Q3401368) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- On dealing with the unknown population minimum in parametric inference (Q6065675) (← links)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)