Pages that link to "Item:Q1432743"

The following pages link to A new class of semi-parametric estimators of the second order parameter. (Q1432743):

Displaying 26 items.

• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
• A goodness-of-fit statistic for Pareto-type behaviour (Q2571221) (← links)
• On estimation of the scale and location parameters of distribution tails (Q2671952) (← links)
• Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
• A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
• A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
• Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
• A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter (Q4644979) (← links)
• Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
• Location invariant heavy tail index estimation with block method (Q5089919) (← links)
• Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
• Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• The MOP EVI-Estimator Revisited (Q5261872) (← links)
• Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
• Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
• Time series procedures to improve extreme quantile estimation (Q6615784) (← links)
• Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval (Q6670087) (← links)