The following pages link to (Q4438065):
Displaying 24 items.
- 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)
- 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)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Pitfalls in using Weibull tailed distributions (Q963894) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval (Q2161485) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Quick Detection of Nodes with Large Degrees (Q4985346) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
- Size distributions reconsidered (Q5860954) (← links)
- Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
