The following pages link to (Q3434069):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Competitive estimation of the extreme value index (Q310653) (← links)
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions (Q488101) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- On robust tail index estimation (Q1927123) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Ridge regression estimators for the extreme value index (Q2311597) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
- (Q5011442) (← 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)
- 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)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- (Q5866616) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
