Pages that link to "Item:Q1922377"
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The following pages link to On testing the extreme value index via the POT-method (Q1922377):
Displaying 13 items.
- Testing the tail index in autoregressive models (Q841013) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Double-thresholded estimator of extreme value index (Q1408934) (← links)
- On the super-additivity and estimation biases of quantile contributions (Q1618424) (← links)
- Local asymptotic normality of truncated empirical processes (Q1807099) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
- On the loss of information due to nonrandom truncation (Q1969721) (← links)
- Selection procedures for sparse data (Q2369498) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- Local asymptotic normality of intermediate and central order statistics (Q4214013) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
