Pages that link to "Item:Q4669476"

The following pages link to Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution (Q4669476):

Displaying 15 items.

• Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
• Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
• Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
• On the tail index of a heavy tailed distribution (Q904090) (← links)
• Bias reduction for endpoint estimation (Q906625) (← links)
• Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
• Bias reduction for high quantiles (Q974486) (← links)
• A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← 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)
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← 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)
• Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
• A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (Q3429883) (← links)
• A practical method for analysing heavy tailed data (Q5192949) (← links)