Pages that link to "Item:Q1430919"

The following pages link to Kernel-type estimators for the extreme value index (Q1430919):

Displaying 18 items.

• Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
• Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
• Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• A supermartingale argument for characterizing the functional Hill process weak law for small parameters (Q1678533) (← links)
• Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
• Partially smooth tail-index estimation for small samples (Q2513368) (← links)
• A functional law of the iterated logarithm for kernel-type estimators of the tail index (Q2581648) (← links)
• Smooth tail-index estimation (Q3401368) (← links)
• The estimation for Lévy processes in high frequency data (Q5860893) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Multivariate Hill Estimators (Q6064653) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data (Q6167551) (← links)
• A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)