Pages that link to "Item:Q5425738"
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The following pages link to A simple second-order reduced bias’ tail index estimator (Q5425738):
Displaying 25 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- An enhanced method for tail index estimation under missingness (Q1984154) (← links)
- Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
- Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
- PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760) (← links)
- Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
- A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
