Publication | Date of Publication | Type |
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Reduced bias estimation of the shape parameter of the log-logistic distribution | 2023-09-15 | Paper |
Corrected-Hill versus partially reduced-bias value-at-risk estimation | 2022-07-04 | Paper |
On the comparison of several classical estimators of the extreme value index | 2022-05-25 | Paper |
Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications | 2022-03-01 | Paper |
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application | 2022-02-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q5856834 | 2021-03-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5142054 | 2020-12-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3295357 | 2020-07-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3295394 | 2020-07-08 | Paper |
Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model | 2020-04-01 | Paper |
Reduced‐bias kernel estimators of a positive extreme value index | 2020-02-12 | Paper |
Revisiting the maximum likelihood estimation of a positive extreme value index | 2019-08-28 | Paper |
A Class of Semi-parametric Probability Weighted Moment Estimators | 2019-01-09 | Paper |
A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators | 2018-11-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q5272715 | 2017-07-04 | Paper |
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework | 2016-11-30 | Paper |
A location-invariant probability weighted moment estimation of the Extreme Value Index | 2016-05-06 | Paper |
A Log Probability Weighted Moment Estimator of Extreme Quantiles | 2016-01-11 | Paper |
A Semi-parametric Estimator of a Shape Second-Order Parameter | 2015-07-08 | Paper |
Refined Estimation of a Light Tail: An Application to Environmental Data | 2014-11-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q2921611 | 2014-10-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5415130 | 2014-05-10 | Paper |
Semi-parametric probability-weighted moments estimation revisited | 2014-04-14 | Paper |
An asymptotically unbiased moment estimator of a negative extreme value index | 2011-03-25 | Paper |
Semi-parametric second-order reduced-bias high quantile estimation | 2011-01-22 | Paper |
Semi-parametric tail inference through probability-weighted moments | 2010-11-19 | Paper |
Reduced-Bias Tail Index Estimators Under a Third-Order Framework | 2009-06-09 | Paper |
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator | 2009-03-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q5303070 | 2009-01-15 | Paper |
A new class of estimators of a ``scale second order parameter | 2007-12-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3434069 | 2007-04-23 | Paper |
Bias reduction of a tail index estimator through an external estimation of the second-order parameter | 2005-02-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4431558 | 2003-10-22 | Paper |
A class of asymptotically unbiased semi-parametric estimators of the tail index. | 2003-05-18 | Paper |
Improvements in the estimation of the Weibull tail coefficient -- a comparative study | 0001-01-03 | Paper |