Pages that link to "Item:Q4681066"

The following pages link to Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066):

Displaying 18 items.

• A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
• Kernel regression with Weibull-type tails (Q314591) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
• Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
• Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
• Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
• On tests to distinguish distribution tails invariant with respect to the scale parameter (Q2155330) (← links)
• Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) (← links)
• Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
• Estimation of extremes for Weibull-tail distributions in the presence of random censoring (Q2283054) (← links)
• A Beran-inspired estimator for the Weibull-type tail coefficient (Q2322031) (← links)
• Robust conditional Weibull-type estimation (Q2351695) (← links)
• Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
• Generalized Kernel Estimators for the Weibull-Tail Coefficient (Q3064102) (← links)
• Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
• Distributions derived from the continuous iteration of the hyperbolic sine function (Q6116869) (← links)