Pages that link to "Item:Q1582511"
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The following pages link to Tail index estimation and an exponential regression model (Q1582511):
Displaying 50 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← 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)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Higher order estimation at Lebesgue points (Q1029644) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667) (← 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)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- An enhanced method for tail index estimation under missingness (Q1984154) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval (Q2161485) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Ridge regression estimators for the extreme value index (Q2311597) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
