Pages that link to "Item:Q1101159"

The following pages link to Estimating tails of probability distributions (Q1101159):

Displaying 50 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Threshold selection for extremes under a semiparametric model (Q257615) (← links)
• Testing the assumptions behind importance sampling (Q302094) (← links)
• Kernel regression with Weibull-type tails (Q314591) (← links)
• Estimating a bivariate tail: a copula based approach (Q391665) (← links)
• A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
• Statistics for tail processes of Markov chains (Q497485) (← links)
• Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
• Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133) (← links)
• Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
• A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) (← links)
• Mixed moment estimator and location invariant alternatives (Q626286) (← links)
• Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
• A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation (Q650771) (← links)
• On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
• Generalized Pickands estimators for the extreme value index (Q707049) (← links)
• Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
• Estimating the parameters of rare events (Q756321) (← links)
• Smooth nonparametric estimation of the quantile function (Q811052) (← links)
• Iterative estimation of the extreme value index (Q812978) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• Free extreme values (Q858990) (← links)
• Multivariate generalized Pareto distributions (Q882888) (← links)
• A Lynden-Bell integral estimator for extremes of randomly truncated data (Q899645) (← links)
• Bias reduction for endpoint estimation (Q906625) (← links)
• Regression with response distributions of Pareto-type (Q951893) (← links)
• A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880) (← links)
• Data driven estimates for mixtures (Q957036) (← links)
• Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
• Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
• Downscaling extremes: a comparison of extreme value distributions in point-source and gridded precipitation data (Q977651) (← links)
• Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
• Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
• Statistics of extremes under random censoring (Q1002583) (← links)
• Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• A two-step estimator of the extreme value index (Q1003330) (← links)
• Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
• A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
• A note on generalized Pareto distributions and the k upper extremes (Q1122251) (← links)
• Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
• On a basis for ''peaks over threshold'' modeling (Q1181131) (← links)
• Modeling large claims in non-life insurance (Q1199961) (← links)
• Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
• The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
• Semiparametric statistical inference in global random search (Q1321573) (← links)