Pages that link to "Item:Q2434141"
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The following pages link to The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141):
Displayed 30 items.
- Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
- Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
- Limit laws for the norms of extremal samples (Q2242885) (← links)
- The Hill estimators under power normalization (Q2290177) (← links)
- The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
- The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
- Mean, mode or median? The score mean (Q5079946) (← links)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
- Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
- IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080) (← links)
- Editorial to special issue V WCDANM 2018 (Q5861415) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
- Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Finite-sample performance of the <i>T</i>- and <i>W</i>-estimators for the Pareto tail index under data truncation and censoring (Q6074391) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)