Pages that link to "Item:Q3814549"

The following pages link to Almost sure convergence of the Hill estimator (Q3814549):

Displaying 48 items.

• Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
• Consistent estimation of the tail index for dependent data (Q613172) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
• Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
• Almost sure convergence of a tail index estimator in the presence of censoring. (Q700313) (← links)
• A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528) (← links)
• Tail inference: where does the tail begin? (Q907362) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
• Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
• Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← 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 note on the asymptotic normality of sums of extreme values (Q1122252) (← links)
• A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator (Q1126122) (← links)
• A functional law of the iterated logarithm for tail quantile processes (Q1200015) (← links)
• Limit theorems for tail processes with application to intermediate quantile estimation (Q1200019) (← links)
• A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
• Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
• Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
• Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864) (← links)
• \(K\)-record values and the extreme-value index (Q1890867) (← links)
• A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
• Limit laws for the norms of extremal samples (Q2242885) (← links)
• Estimation of the tail index for lattice-valued sequences (Q2443884) (← links)
• On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
• Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
• A Monte Carlo method for estimating the correlation exponent (Q2499994) (← links)
• A functional law of the iterated logarithm for kernel-type estimators of the tail index (Q2581648) (← links)
• A tail empirical process approach to some nonstandard laws of the iterated logarithm (Q2640223) (← links)
• Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
• On tail index estimation based on multivariate data (Q2811273) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
• A functional law of the iterated logarithm for the dekkers-einmahl-de haan tail index estimator (Q3837407) (← links)
• On Some alternative estimates of the adjustment coefficient in risk theory (Q3990299) (← links)
• Prediction of record values (Q4216590) (← links)
• An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) (← links)
• Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
• Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
• ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL (Q5297233) (← links)
• Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
• A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
• On the almost sure topological limits of collections of local empirical processes at many different scales (Q5965367) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)