Pages that link to "Item:Q626276"
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The following pages link to A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276):
Displayed 16 items.
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- A flexible extreme value mixture model (Q901607) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- Parametric models for distributions when interest is in extremes with an application to daily temperature (Q2028588) (← links)
- A change-point approach for the identification of financial extreme regimes (Q2077439) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
- New composite models for the Danish fire insurance data (Q4576845) (← links)
- A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (Q5130144) (← links)
- Predictive Modeling of Threshold Life Tables (Q5139820) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
- Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
- Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process (Q6125018) (← links)