The following pages link to (Q3670359):
Displayed 50 items.
- Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (Q756327) (← links)
- The flood probability distribution tail: How heavy is it? (Q841867) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- A parametric solution for simple stress-strength model of failure with an application (Q1104011) (← links)
- Long run proportional hazards models of random censorship (Q1200013) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- Estimating dimension from small samples (Q1335315) (← links)
- On tail parameter estimation in certain point process models (Q1361753) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics (Q1367249) (← links)
- Inference for heavy tailed distributions (Q1378778) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Moment estimator for random vectors with heavy tails (Q1808842) (← links)
- Tails of Lorenz curves (Q1867734) (← links)
- Estimation problems for distributions with heavy tails (Q1883277) (← links)
- Extreme quantiles estimation for actuarial applications (Q1887025) (← links)
- Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864) (← links)
- \(K\)-record values and the extreme-value index (Q1890867) (← links)
- Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873) (← links)
- The sample mid-range and symmetrized extremal laws (Q1892962) (← links)
- Tail estimation of the stable index \(\alpha\) (Q1921190) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- On estimation of the spectral measure of certain nonnormal operator stable laws (Q1962234) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Asymptotic distribution of a Pickands-type estimator of the extreme-value index (Q2484561) (← links)
- A Monte Carlo method for estimating the correlation exponent (Q2499994) (← links)