Pages that link to "Item:Q449958"

The following pages link to Confidence regions for high quantiles of a heavy tailed distribution (Q449958):

Displaying 16 items.

• Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
• Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
• Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
• Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
• Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
• On the tail index of a heavy tailed distribution (Q904090) (← links)
• Location invariant Weiss-Hill estimator (Q906649) (← links)
• Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
• Tilting Methods for Assessing the Influence of Components in a Classifier (Q2920282) (← links)
• Simultaneous confidence bands for time-series prediction function (Q3068117) (← links)
• Reduce computation in profile empirical likelihood method (Q3087599) (← links)
• Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← links)