Pages that link to "Item:Q1879906"
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The following pages link to On maximum likelihood estimation of the extreme value index. (Q1879906):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
- Looking for max-semistability: a new test for the extreme value condition (Q546075) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
- Statistics of extremes under random censoring (Q1002583) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- A two-step estimator of the extreme value index (Q1003330) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- From extended regular variation to regular variation with application in extreme value statis\-tics (Q1018349) (← 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)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Discussion on ``Human life is unlimited but short'' by Holger Rootzén and Dmitrii Zholud (Q1792622) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Estimating an endpoint with high-order moments (Q1946883) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- On the maximum likelihood estimation of extreme value index based on \(k\)-record values (Q2193450) (← links)
- Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
- Order statistics and region-based evolutionary computation (Q2249813) (← links)
- The extent of the maximum likelihood estimator for the extreme value index (Q2267595) (← links)
- On discrimination between classes of distribution tails (Q2314148) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework (Q2345127) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- A general estimator for the right endpoint with an application to supercentenarian women's records (Q2363668) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)
- On testing extreme value conditions (Q2463699) (← links)
- Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
- Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095) (← links)
- Asymptotic normality of the extreme quantile estimator based on the POT method (Q2565528) (← links)
- On estimation of the scale and location parameters of distribution tails (Q2671952) (← links)
- OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES (Q2810364) (← links)
- Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context (Q2892601) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
