Pages that link to "Item:Q4651105"
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The following pages link to Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105):
Displaying 16 items.
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Change point test for tail index for dependent data (Q649099) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Bias reduction for endpoint estimation (Q906625) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
- A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
- A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
