Pages that link to "Item:Q957324"
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The following pages link to Estimation of a tail index based on minimum density power divergence (Q957324):
Displaying 13 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
- Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- The Minimum Density Power Divergence Estimation for the Lognormal Density (Q5172821) (← links)
- Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
- Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)
