Pages that link to "Item:Q1003320"
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The following pages link to Bootstrap and empirical likelihood methods in extremes (Q1003320):
Displaying 9 items.
- Regression estimator for the tail index (Q777861) (← links)
- Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Estimating conditional means with heavy tails (Q2406771) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- Stationary and nonstationary generalized extreme value modelling of extreme precipitation over a mountainous area under climate change (Q6069110) (← links)
