Pages that link to "Item:Q4181106"

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

Displayed 50 items.

• 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)
• 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)
• Estimating the parameters of rare events (Q756321) ‎ (← 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)
• Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) ‎ (← 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)
• Tail uncertainty analysis in complex systems (Q1127345) ‎ (← links)
• Modeling large claims in non-life insurance (Q1199961) ‎ (← links)
• Asymptotic test for independence of extreme values (Q1324778) ‎ (← links)
• Piecewise exponential survival curves with smooth transitions (Q1325046) ‎ (← links)
• Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions (Q1332869) ‎ (← links)
• A new extreme quantile estimator for heavy-tailed distributions (Q1433394) ‎ (← links)
• Simulation input data modeling (Q1805479) ‎ (← links)
• A simple stochastic gene substitution model (Q1837637) ‎ (← links)
• Tails of Lorenz curves (Q1867734) ‎ (← links)
• Extreme quantiles estimation for actuarial applications (Q1887025) ‎ (← links)
• The mean residual life function at great age: Applications to tail estimation (Q1890865) ‎ (← links)
• Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) ‎ (← links)
• Conditions based on conditional moments for max-stable limit laws (Q2271711) ‎ (← links)
• On the estimation of high quantiles (Q2365863) ‎ (← links)
• Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes (Q2384670) ‎ (← links)
• Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) ‎ (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) ‎ (← links)
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction (Q2491855) ‎ (← links)
• On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) ‎ (← links)
• Effort associated with a class of random optimization methods (Q2640454) ‎ (← links)
• Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes (Q2746329) ‎ (← links)
• Estimation of distribution tails —a semiparametric approach (Q3141122) ‎ (← links)
• Concomitants and linear estimators in an i-dimensional extremal model (Q3357369) ‎ (← links)
• A Modified Quantile Estimator Using Extreme-Value Theory with Applications (Q3429948) ‎ (← links)
• Additive Outlier Detection Via Extreme-Value Theory (Q3440763) ‎ (← links)
• Likelihood ratio test for testing equality of location parameters of two exponential distributions from doubly censored samples (Q3473041) ‎ (← links)