The following pages link to (Q2921611):
Displayed 13 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Competitive estimation of the extreme value index (Q310653) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Point process-based Monte Carlo estimation (Q517403) (← links)
- An interview with Ivette Gomes (Q897838) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- Penultimate approximations in statistics of extremes and reliability of large coherent systems (Q2340308) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
- A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)