scientific article; zbMATH DE number 3471414

Cited in

(49)

Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
Subsampling techniques and the jackknife methodology in the estimation of the extremal index
Some comments on maximum likelihood and partial least squares methods
The ARMA method of approximating probability density functions
On improving convergence rates for nonnegative kernel failure-rate function estimators
A computational evaluation of optimal solution value estimation procedures
Robust techniques for testing heterogeneity of variance effects in factorial designs
An extension of the Levin-Sidi class of nonlinear transformations for accelerating convergence of infinite integrals and series
Nonparametric kernel regression estimation near endpoints.
Robust finite-intersection tests for homogeneity of ordered variances
The jackknife estimate of variance of a Kaplan-Meier integral
Sharpening estimators using resampling
An estimator of heavy tail index through the generalized jackknife methodology
Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices
Joint sufficient dimension reduction for estimating continuous treatment effect functions
Modeling extreme events: sample fraction adaptive choice in parameter estimation
Multivariate data, the arithmetic mean and exchangeability of transformations
Averaging of an increasing number of moment condition estimators
A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
Simulation-Based Optimality Tests for Stochastic Programs
On the asymptotic behaviour of the jackknife for stochastic processes
Small-Sample Estimation of Species Richness Applied to Forest Communities
Generalized jackknifing and higher order kernels
Stable and bias-corrected estimation for nonparametric regression models
Reduced‐bias tail index estimation and the jackknife methodology
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods
Assessing the performance of an allocation rule
All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model
Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters
The jackknife and the variance part of the credibility premium
A test for second order stochastic dominance
scientific article; zbMATH DE number 540430 (Why is no real title available?)
A stepwise Bayesian estimator for the total number of distinct species in finite populations: Sampling by elements
Subsampling, symmetrization, and robust interpolation
Estimation of the pareto shape parameter
Consistent partial least squares for nonlinear structural equation models
Asymptotically unbiased estimation of the coefficient of tail dependence
Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling
Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES
A Note on Jackknife Estimators and Empirical Results for the First and Second Order Autoregressive Process
An Estimator of Number of Species from Quadrat Sampling
Bootstrap and other resampling methodologies in statistics of extremes
Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
Smoothness of time series: a new approach to estimation
The role of resampling methods and generalized means in extreme value theory
Implementing the jackknife

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