Pages that link to "Item:Q760731"
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The following pages link to Tail estimates motivated by extreme value theory (Q760731):
Displaying 22 items.
- (Q3831860) (← links)
- A unification of tail estimators (Q3978044) (← links)
- Prediction of record values (Q4216590) (← links)
- An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) (← links)
- Comparison of estimation methods in extreme value theory (Q4337155) (← links)
- Concomitant tail behaviour for extremes (Q4391414) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- Estimation of Tails and Related Quantities Using the Number of Near-Extremes (Q4678815) (← links)
- On the asymptotic normality of Hill's estimator (Q4872295) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? (Q5111481) (← links)
- Parameter Estimation of Stable Distributions (Q5201486) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression (Q5863567) (← links)
- A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
- Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)
- Residual estimators (Q5950618) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)
- Assessing models for estimation and methods for uncertainty quantification for spatial return levels (Q6626042) (← links)
