Pages that link to "Item:Q914280"
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The following pages link to A moment estimator for the index of an extreme-value distribution (Q914280):
Displaying 50 items.
- Bias-corrected estimators for monotone and concave frontier functions. (Q1417810) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- Optimal asymptotic estimation of small exceedance probabilities (Q1600743) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Asymptotic expansion for distribution function of moment estimator for the extreme-value index. (Q1609556) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
- Multivariate moment based extreme value index estimators (Q1695426) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud) (Q1792617) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- Minimax risk bounds in extreme value theory (Q1848862) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- On maximum likelihood estimation of the extreme value index. (Q1879906) (← links)
- The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
- \(K\)-record values and the extreme-value index (Q1890867) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Estimating an endpoint with high-order moments (Q1946883) (← links)
- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
- Almost sure convergence of extreme order statistics (Q1951991) (← links)
- A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
- Weighted least squares estimators for the Parzen tail index (Q2151159) (← links)
- Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- On the maximum likelihood estimation of extreme value index based on \(k\)-record values (Q2193450) (← links)
- Priority statement and some properties of t-lgHill estimator (Q2198605) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- On agricultural commodities' extreme price risk (Q2231311) (← links)
- Limit laws for the norms of extremal samples (Q2242885) (← links)
- Order statistics and region-based evolutionary computation (Q2249813) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- The extent of the maximum likelihood estimator for the extreme value index (Q2267595) (← links)
