Pages that link to "Item:Q3631443"
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The following pages link to Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443):
Displaying 11 items.
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← 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)
- Wavelet variances for heavy-tailed time series (Q6615745) (← links)
- Semiparametric Tail Index Regression (Q6620834) (← links)
- A tail index estimation for long memory processes (Q6622514) (← links)
- On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)
