Pages that link to "Item:Q4366113"
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The following pages link to Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics (Q4366113):
Displaying 50 items.
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← 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)
- A two-step estimator of the extreme value index (Q1003330) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
- Burr regression and portfolio segmentation (Q1282142) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles. (Q1606460) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Self-similar communication models and very heavy tails. (Q1872493) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- A robust semi-parametric approach for measuring income inequality in Malaysia (Q2151748) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- The extent of the maximum likelihood estimator for the extreme value index (Q2267595) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Parameter estimation of the Pareto distribution using a pivotal quantity (Q2398413) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- Testing for small bias of tail index estimators (Q2571229) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- Bimodal t-ratios: the impact of thick tails on inference (Q3004026) (← links)
- A new test for tail index with application to Danish fire loss data (Q3390350) (← links)
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
- A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
- Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
