Pages that link to "Item:Q2452882"
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The following pages link to Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882):
Displaying 4 items.
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
- Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)