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.
- Detecting finiteness in the right endpoint of light-tailed distributions (Q2267625) (← links)
- Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
- Asymptotic expansions for the location invariant moment-type estimator (Q2270461) (← links)
- Conditions based on conditional moments for max-stable limit laws (Q2271711) (← links)
- On the information in extreme measurements for parameter estimation (Q2291093) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Ridge regression estimators for the extreme value index (Q2311597) (← links)
- The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
- Extreme value theory in medical sciences: modeling total high cholesterol levels (Q2320782) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework (Q2345127) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- On the estimation of high quantiles (Q2365863) (← links)
- On the estimation of the Weibull tail coefficient (Q2366576) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- On testing extreme value conditions (Q2463699) (← links)
- Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
- Accuracy of transformed kernel density estimates for a heavy-tailed distribution (Q2487487) (← links)
- On the relative approximation error of the generalized Pareto approximation for a high quantile (Q2488436) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
- Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions (Q2491563) (← links)
- Asymptotic normality of extreme value estimators on \(C[0,1]\) (Q2493560) (← links)
- Weighted least squares estimation of the extreme value index (Q2493855) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- A class of distribution functions with less bias in extreme value estimation (Q2507705) (← links)
- A \(\Gamma\)-moment approach to monotonic boundary estimation (Q2512526) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Mixtures of tails in clustered automobile collision claims (Q2563878) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- A new random field on lattices (Q2670777) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- Weak convergence to the student and Laplace distributions (Q2804418) (← links)
- A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- On monitoring financial stress index with extreme value theory (Q2873014) (← links)
- On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
- Workload Portfolio Optimization for Virtualized Computer Systems Based on Semiparametric Quantile Function Estimation (Q3101560) (← links)
