Pages that link to "Item:Q1219651"

The following pages link to Statistical inference using extreme order statistics (Q1219651):

Displaying 50 items.

• Model misspecification in peaks over threshold analysis (Q79202) (← links)
• Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
• Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio (Q122661) (← links)
• An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
• Generalized fiducial confidence intervals for extremes (Q132672) (← links)
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
• Threshold selection for extremes under a semiparametric model (Q257615) (← links)
• Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters (Q267894) (← links)
• A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
• Time-varying extreme pattern with dynamic models (Q285844) (← links)
• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Testing the assumptions behind importance sampling (Q302094) (← links)
• Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
• Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
• Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
• Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
• A moment estimator for the conditional extreme-value index (Q367216) (← links)
• On an improvement of Hill and some other estimators (Q383679) (← links)
• On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
• Estimating a bivariate tail: a copula based approach (Q391665) (← links)
• Several modifications of DPR estimator of the tail index (Q392751) (← links)
• Asymptotic properties of generalized DPR statistic (Q392996) (← links)
• Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
• A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
• Universal behaviour of extreme value statistics for selected observables of dynamical systems (Q425192) (← links)
• Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
• Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
• The multivariate piecing-together approach revisited (Q443790) (← links)
• Fiducial inference under nonparametric situations (Q449358) (← links)
• Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
• The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
• Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
• Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• A class of new tail index estimators (Q520570) (← 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)
• Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
• The beta generalized Pareto distribution with application to lifetime data (Q554591) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
• POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
• Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
• A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) (← links)
• Mixed moment estimator and location invariant alternatives (Q626286) (← links)
• Frontier estimation and extreme value theory (Q627286) (← links)
• Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
• Computing the moments of order statistics from nonidentically distributed phase-type random variables (Q631888) (← links)
• A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
• Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)