Pages that link to "Item:Q449915"
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The following pages link to Asymptotically unbiased estimators for the extreme-value index (Q449915):
Displayed 24 items.
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- On robust tail index estimation (Q1927123) (← links)
- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Nonlinear dynamics and intermittency in a long-term copepod time series (Q2459429) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)