Pages that link to "Item:Q1424663"

The following pages link to ``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter (Q1424663):

Displaying 30 items.

• New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← 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)
• Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
• Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
• Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
• Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
• Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
• Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
• A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
• Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← 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)
• ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← 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)
• A practical method for analysing heavy tailed data (Q5192949) (← links)
• The MOP EVI-Estimator Revisited (Q5261872) (← links)
• A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
• A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)
• (Q5866616) (← links)
• Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← 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)
• 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)
• A parametric model for distributions with flexible behavior in both tails (Q6626379) (← links)