Pages that link to "Item:Q650683"

The following pages link to Semi-parametric estimation for heavy tailed distributions (Q650683):

Displaying 38 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
• Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
• Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
• Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
• Weighted least squares estimators for the Parzen tail index (Q2151159) (← links)
• Limit laws for the norms of extremal samples (Q2242885) (← links)
• Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489) (← links)
• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood (Q2794796) (← links)
• Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
• Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
• Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
• Generalized Kernel Estimators for the Weibull-Tail Coefficient (Q3064102) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
• Asymptotic distributions for weighted power sums of extreme values (Q3382928) (← links)
• A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
• A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
• Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
• A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
• Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data (Q6167551) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
• Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)