Pages that link to "Item:Q3592389"
From MaRDI portal
The following pages link to Reduced‐bias tail index estimation and the jackknife methodology (Q3592389):
Displaying 12 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)