Pages that link to "Item:Q1168640"

The following pages link to Laws of large numbers for sums of extreme values (Q1168640):

Displayed 42 items.

• Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) ‎ (← links)
• Averages of Hill estimators (Q882925) ‎ (← links)
• Statistics of extremes by oracle estimation (Q939657) ‎ (← links)
• Reiss and Thomas' automatic selection of the number of extremes (Q957044) ‎ (← links)
• Strong convergence bound of the Pareto index estimator under right censoring (Q978418) ‎ (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) ‎ (← links)
• Bootstrap and empirical likelihood methods in extremes (Q1003320) ‎ (← links)
• A note on the asymptotic normality of sums of extreme values (Q1122252) ‎ (← links)
• Second-order regular variation, convolution and the central limit theorem (Q1275940) ‎ (← links)
• Tail index estimation for dependent data (Q1296719) ‎ (← links)
• Estimating the index of a stable distribution (Q1304084) ‎ (← links)
• The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496) ‎ (← links)
• Censoring estimators of a positive tail index (Q1423070) ‎ (← links)
• A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) ‎ (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) ‎ (← links)
• Estimation of heavy-tailed probability density function with applications to Web data (Q1775986) ‎ (← links)
• How to make a Hill plot. (Q1848777) ‎ (← links)
• \(K\)-record values and the extreme-value index (Q1890867) ‎ (← links)
• On stability of intermediate order statistics (Q1890875) ‎ (← links)
• Asymptotically efficient estimation of the index of regular variation (Q1922379) ‎ (← links)
• A class of Pickands-type estimators for the extreme value index (Q1969141) ‎ (← links)
• On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) ‎ (← links)
• A Monte Carlo method for estimating the correlation exponent (Q2499994) ‎ (← links)
• A functional law of the iterated logarithm for kernel-type estimators of the tail index (Q2581648) ‎ (← links)
• Pareto Index Estimation Under Moderate Right Censoring (Q2759549) ‎ (← links)
• Estimation of distribution tails —a semiparametric approach (Q3141122) ‎ (← links)
• Fighting the arch–enemy with mathematics‘ (Q3198768) ‎ (← links)
• Statistical estimate of the proportional hazard premium of loss (Q3505339) ‎ (← links)
• Central limit theorems for sums of extreme values (Q3703020) ‎ (← links)
• A tail estimator for the index of the stable paretian distribution^∗ (Q3842928) ‎ (← links)
• The limiting distribution of extremal exchange rate returns (Q3984289) ‎ (← links)
• Large deviation theorem for Hill's estimator (Q4025314) ‎ (← links)
• Prediction of record values (Q4216590) ‎ (← links)
• An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) ‎ (← links)
• Bootstrap confidence intervals for the pareto index (Q4493687) ‎ (← links)
• On the foundations of multivariate heavy-tail analysis (Q4822461) ‎ (← links)
• On the asymptotic normality of Hill's estimator (Q4872295) ‎ (← links)
• Parameter Estimation of Stable Distributions (Q5201486) ‎ (← links)
• QQ Plots, Random Sets and Data from a Heavy Tailed Distribution (Q5454672) ‎ (← links)
• Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) ‎ (← links)
• Estimating the mean of a heavy tailed distribution (Q5937048) ‎ (← links)
• Residual estimators (Q5950618) ‎ (← links)