Pages that link to "Item:Q1432743"
From MaRDI portal
The following pages link to A new class of semi-parametric estimators of the second order parameter. (Q1432743):
Displayed 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Bias reduced tail estimation for censored Pareto type distributions (Q899640) (← links)
- Procedure of test to compare the tail indices (Q904096) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← 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 note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- On robust tail index estimation (Q1927123) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
- A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
- Priority statement and some properties of t-lgHill estimator (Q2198605) (← links)
- Local-maximum-based tail index estimator (Q2257586) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- Extreme-value-theoretic estimation of local intrinsic dimensionality (Q2287722) (← links)
- On discrimination between classes of distribution tails (Q2314148) (← links)
- A review of goodness of fit tests for Pareto distributions (Q2315827) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
- On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)