The following pages link to (Q4342744):
Displaying 50 items.
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
- Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
- Looking for max-semistability: a new test for the extreme value condition (Q546075) (← 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)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- Heavy tailed durations of regional rainfall. (Q834022) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528) (← links)
- On the tail index of a heavy tailed distribution (Q904090) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- A test procedure for detecting super-heavy tails (Q958775) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Statistics of extremes under random censoring (Q1002583) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- A two-step estimator of the extreme value index (Q1003330) (← links)
- From extended regular variation to regular variation with application in extreme value statis\-tics (Q1018349) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- Edgeworth expansion of densities of order statistics with fixed rank (Q1566037) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- Optimal asymptotic estimation of small exceedance probabilities (Q1600743) (← links)
- The Edgeworth expansion for distributions of extreme values (Q1609656) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Discussion on ``Human life is unlimited but short'' by Holger Rootzén and Dmitrii Zholud (Q1792622) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
