The following pages link to (Q5429809):
Displayed 23 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Competitive estimation of the extreme value index (Q310653) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
- The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
- Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
- A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter (Q4644979) (← links)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Reduced bias estimation of the shape parameter of the log-logistic distribution (Q6073160) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)