Pages that link to "Item:Q1353412"

The following pages link to Excess functions and estimation of the extreme-value index (Q1353412):

Displaying 41 items.

• Model misspecification in peaks over threshold analysis (Q79202) (← links)
• A simple generalisation of the Hill estimator (Q130015) (← links)
• Threshold selection for extremes under a semiparametric model (Q257615) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Mixed moment estimator and location invariant alternatives (Q626286) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Regression estimator for the tail index (Q777861) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• Location invariant Weiss-Hill estimator (Q906649) (← links)
• Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
• Regression with response distributions of Pareto-type (Q951893) (← links)
• Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• A new estimation method for Weibull-type tails based on the mean excess function (Q1011530) (← links)
• Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
• Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
• Kernel-type estimators for the extreme value index (Q1430919) (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← 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)
• On agricultural commodities' extreme price risk (Q2231311) (← links)
• Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
• The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
• On tail index estimation based on multivariate data (Q2811273) (← links)
• Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context (Q2892601) (← links)
• Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
• Estimating a Stability Parameter: Asymptotics and Simulations (Q4379703) (← links)
• A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
• Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
• Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
• On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• Extreme value index estimator using maximum likelihood and moment estimation (Q5739178) (← links)
• ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
• A class of location invariant estimators for heavy tailed distributions (Q5875268) (← 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 modeler's guide to extreme value software (Q6144812) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)