Pages that link to "Item:Q4181106"

The following pages link to Estimation of Parameters and Larger Quantiles Based on the k Largest Observations (Q4181106):

Displaying 50 items.

• Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
• Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
• Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
• Kernel regression with Weibull-type tails (Q314591) (← links)
• Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
• Robust test for detecting a signal in a high dimensional sparse normal vector (Q434546) (← links)
• Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
• Climate policy under fat-tailed risk: an application of FUND (Q475306) (← links)
• Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis (Q483520) (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
• Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
• Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
• Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• The generalized FGM distribution and its application to stereology of extremes. (Q622872) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
• Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
• Dependence structure of risk factors and diversification effects (Q659262) (← links)
• Almost sure convergence of a tail index estimator in the presence of censoring. (Q700313) (← links)
• Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
• Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
• Estimating the parameters of rare events (Q756321) (← links)
• Regression estimator for the tail index (Q777861) (← links)
• Asymptotic linear prediction of extreme order statistics (Q802246) (← links)
• Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model (Q804127) (← links)
• Smooth nonparametric estimation of the quantile function (Q811052) (← links)
• Conditional marginal expected shortfall (Q826003) (← links)
• Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
• Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• High level quantile approximations of sums of risks (Q906345) (← links)
• A comparison of estimators of functionals of the distribution of a maximum (Q916262) (← links)
• Vector generalized linear and additive extreme value models (Q928489) (← links)
• Statistics of extremes by oracle estimation (Q939657) (← links)
• Regression with response distributions of Pareto-type (Q951893) (← links)
• Bias reduction for high quantiles (Q974486) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
• Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
• Rates of uniform convergence of extreme order statistics (Q1083796) (← links)
• Estimation of the extreme value and the extreme points (Q1090027) (← links)
• On the asymptotic joint distribution of an unbounded number of sample extremes (Q1092548) (← links)
• Estimating extreme probabilities using tail simulated data (Q1125704) (← links)