Andréhette Verster

Available identifiers

Publication	Date of Publication	Type
Estimation of tail parameters with missing largest observations	2024-01-05	Paper
Bias reduced peaks over threshold tail estimation	2022-09-22	Paper
Using shrinkage estimators to reduce bias and MSE in estimation of heavy tails	2019-12-12	Paper
The generalized \(t\)-distribution, a generalization to the positive tail of the \(t\) distribution	2018-10-10	Paper
Investigating approximations and parameter estimation of the multivariate generalized Burr-gamma	2018-10-10	Paper
A method for choosing an optimum threshold if the underlying distribution is generalised Burr-gamma	2018-10-10	Paper
Winter peak electricity load forecasting in South Africa using extreme value theory	2018-10-10	Paper
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications	2018-02-15	Paper
Reducing MSE in estimation of heavy tails: a Bayesian approach	2016-06-17	Paper
Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions	2014-06-05	Paper

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