Pages that link to "Item:Q1294765"

The following pages link to Exceedances over high thresholds: a guide to threshold selection (Q1294765):

Displayed 28 items.

• 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)
• The dynamic power law model (Q482073) ‎ (← links)
• A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) ‎ (← links)
• Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) ‎ (← links)
• Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) ‎ (← links)
• Modelling the financial risk associated with U.S. Movie box office earnings (Q834289) ‎ (← links)
• An application of extreme value theory for measuring financial risk (Q853582) ‎ (← links)
• A flexible extreme value mixture model (Q901607) ‎ (← links)
• Improving extreme quantile estimation via a folding procedure (Q963870) ‎ (← links)
• On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) ‎ (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) ‎ (← links)
• Bayesian threshold selection for extremal models using measures of surprise (Q1623822) ‎ (← links)
• Parameter estimation of the generalized Pareto distribution. II (Q2270259) ‎ (← links)
• Multiple thresholds in extremal parameter estimation (Q2311600) ‎ (← links)
• Accounting for the threshold uncertainity in extreme value estimation (Q2463692) ‎ (← links)
• Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) ‎ (← links)
• Robust and efficient estimation for the generalized Pareto distribution (Q2488456) ‎ (← links)
• A one- and two-dimensional generalized Pareto model for a river flow (Q2504409) ‎ (← links)
• Optimally robust estimators in generalized Pareto models (Q2863069) ‎ (← links)
• Estimation of tail-related value-at-risk measures: range-based extreme value approach (Q2879028) ‎ (← links)
• Robust weighted likelihood estimators with an application to bivariate extreme value problems (Q3148209) ‎ (← links)
• Correcting Certain Estimation Methods for the Generalized Pareto Distribution (Q4596171) ‎ (← links)
• (Q5069589) ‎ (← links)
• Optimal threshold determination based on the mean excess plot (Q5078078) ‎ (← links)
• Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) ‎ (← links)
• A robust prediction error criterion for pareto modelling of upper tails (Q5295957) ‎ (← links)
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) ‎ (← links)