The following pages link to The qq-estimator and heavy tails (Q3126860):
Displaying 50 items.
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- A new extreme quantile estimator for heavy-tailed distributions (Q1433394) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Stationarity of stable power-GARCH processes. (Q1858909) (← links)
- Self-similar communication models and very heavy tails. (Q1872493) (← links)
- Weak limits for exploratory plots in the analysis of extremes (Q1940761) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Theoretical mean-variance relationship of IP network traffic based on ON/OFF model (Q2267095) (← links)
- Power-law distributions in binned empirical data (Q2453658) (← links)
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
- A goodness-of-fit statistic for Pareto-type behaviour (Q2571221) (← links)
- Testing for small bias of tail index estimators (Q2571229) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- Electricity spot price modelling with a view towards extreme spike risk (Q2994839) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data (Q3462152) (← links)
- A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (Q3842928) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves (Q5023855) (← links)
- Diagnostic plots for identifying max domains of attraction under power normalization (Q5036339) (← links)
- QQ Plots, Random Sets and Data from a Heavy Tailed Distribution (Q5454672) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
- A simple method of estimation and testing based on \(Q\)-\(Q\) plots (Q6620769) (← links)
