Pages that link to "Item:Q1321980"
From MaRDI portal
The following pages link to Optimal choice of sample fraction in extreme-value estimation (Q1321980):
Displayed 31 items.
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← 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)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Fighting the arch–enemy with mathematics‘ (Q3198768) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (Q3842928) (← links)
- Refined pickands estimators wtth bias correction (Q4337160) (← links)
- Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Extreme Value Theory and Archimedean Copulas (Q5430577) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)