Pages that link to "Item:Q3631443"
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The following pages link to Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← 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)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← 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)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- An interview with Ivette Gomes (Q897838) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← 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)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← 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)
- Bias correction in multivariate extremes (Q2343968) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Random weighting estimation of stable exponent (Q2450853) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
- Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
