Pages that link to "Item:Q2480036"

The following pages link to Improved reduced-bias tail index and quantile estimators (Q2480036):

Displaying 18 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
• Bias reduction for high quantiles (Q974486) (← 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 enhanced method for tail index estimation under missingness (Q1984154) (← links)
• A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
• Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
• Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
• Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
• ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)