Pages that link to "Item:Q1922380"

The following pages link to Refined Pickands estimators of the extreme value index (Q1922380):

Displaying 30 items.

• Supersymmetric model of \(\rho \)-meson propagator in quark-gluon plasma (Q445306) (← links)
• Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
• On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
• Generalized Pickands estimators for the extreme value index (Q707049) (← links)
• Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
• On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
• A general class of estimators of the extreme value index (Q1378783) (← links)
• Double-thresholded estimator of extreme value index (Q1408934) (← links)
• Bias-corrected estimators for monotone and concave frontier functions. (Q1417810) (← links)
• Kernel-type estimators for the extreme value index (Q1430919) (← links)
• On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
• Kernel estimation of extreme regression risk measures (Q1697481) (← links)
• Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
• Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
• A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
• Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
• Order statistics and region-based evolutionary computation (Q2249813) (← links)
• Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646) (← links)
• On kernel smoothing for extremal quantile regression (Q2435253) (← links)
• Weighted least squares estimation of the extreme value index (Q2493855) (← links)
• A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
• Smooth tail-index estimation (Q3401368) (← links)
• Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
• Comparison of estimation methods in extreme value theory (Q4337155) (← links)
• Refined pickands estimators wtth bias correction (Q4337160) (← links)
• Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• On uniform inference in nonlinear models with endogeneity (Q6199650) (← links)