Pages that link to "Item:Q913399"
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The following pages link to On the estimation of the extreme-value index and large quantile estimation (Q913399):
Displaying 40 items.
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
- Extremal quantile treatment effects (Q1990599) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Sequential estimation of quantiles with applications to A/B testing and best-arm identification (Q2137037) (← links)
- Asymptotic expansions for the location invariant moment-type estimator (Q2270461) (← links)
- On the estimation of high quantiles (Q2365863) (← links)
- Extremal quantile regression (Q2388357) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
- Asymptotic distribution of a Pickands-type estimator of the extreme-value index (Q2484561) (← links)
- Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
- Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions (Q2491563) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
- Fighting the arch–enemy with mathematics‘ (Q3198768) (← links)
- Efficiency of convex combinations of pickands estimator of the extreme value index (Q3432401) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Estimation in Nonparametric Regression with Non-Regular Errors (Q3585264) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
- Comparison of estimation methods in extreme value theory (Q4337155) (← links)
- Statistical choice of extreme value domains of attraction — a comparative analysis (Q4337157) (← links)
- Refined pickands estimators wtth bias correction (Q4337160) (← links)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
- ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS (Q4554601) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- Heavy tail index estimation based on block order statistics (Q5036864) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution (Q5718128) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
- On uniform inference in nonlinear models with endogeneity (Q6199650) (← links)
- Quasi-Bayesian Inference for Production Frontiers (Q6620951) (← links)
