Pages that link to "Item:Q1409828"
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The following pages link to The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction (Q1409828):
Displaying 9 items.
- A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426) (← links)
- On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)