Pages that link to "Item:Q130015"

The following pages link to A simple generalisation of the Hill estimator (Q130015):

Displaying 34 items.

• evt0 (Q32906) (← links)
• Competitive estimation of the extreme value index (Q310653) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• Weak properties and robustness of t-Hill estimators (Q347146) (← links)
• Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
• A class of new tail index estimators (Q520570) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• Semi-parametric regression estimation of the tail index (Q1697475) (← links)
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
• Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
• A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
• Limit laws for the norms of extremal samples (Q2242885) (← links)
• An optimal threshod selection approach for the value at risk of the extreme events (Q2680664) (← links)
• The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
• A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
• New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
• A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
• Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
• On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
• Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
• Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
• IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080) (← links)
• Editorial to special issue V WCDANM 2018 (Q5861415) (← links)
• Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
• Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
• A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
• Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Improvements in the estimation of the Weibull tail coefficient: a comparative study (Q6562593) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
• Reliable alternative ways to manage the risk of extreme events (Q6615787) (← links)
• A tail index estimation for long memory processes (Q6622514) (← links)