The following pages link to (Q4365234):
Displaying 50 items.
- A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
- Optimal rates of convergence in the Weibull model based on kernel-type estimators (Q419172) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Certain bivariate distributions and random processes connected with maxima and minima (Q726127) (← links)
- The flood probability distribution tail: How heavy is it? (Q841867) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Pitfalls in using Weibull tailed distributions (Q963894) (← links)
- On the asymptotic distribution of certain bivariate reinsurance treaties (Q995497) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← 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 new estimation method for Weibull-type tails based on the mean excess function (Q1011530) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- Burr regression and portfolio segmentation (Q1282142) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- Bayesian approach to parameter estimation of the generalized Pareto distribution (Q1423871) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Test of tails based on extreme regression quantiles (Q1579537) (← links)
- Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- Minimizing the area of a Pareto confidence region (Q1926837) (← links)
- Cramér-Lundberg approximation for nonlinearly perturbed risk processes (Q1974044) (← links)
- On the usefulness of the logarithmic skew normal distribution for describing claims size data (Q2004090) (← links)
- Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications (Q2158510) (← links)
- Restricted minimum volume confidence region for Pareto distribution (Q2208410) (← links)
- Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
- A Beran-inspired estimator for the Weibull-type tail coefficient (Q2322031) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- Parameter estimation of the Pareto distribution using a pivotal quantity (Q2398413) (← links)
- Modelling of extreme wave heights and periods through copulas (Q2463688) (← links)
- Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
- Testing for small bias of tail index estimators (Q2571229) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- Folded and log-folded-<i>t</i>distributions as models for insurance loss data (Q2866278) (← links)
- Properties and management applications of a modified stochastic discounting model (Q3008585) (← links)
- Discounted minimum of a random number of random variables in replacement of computer systems (Q3060870) (← links)
- Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management (Q3078179) (← links)
