Pages that link to "Item:Q1083792"

The following pages link to Adaptive estimates of parameters of regular variation (Q1083792):

Displaying 25 items.

• (Q5678303) (← links)
• Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← 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)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Multivariate Hill Estimators (Q6064653) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
• Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• Regional extreme value index estimation and a test of tail homogeneity (Q6139182) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Estimation of tail parameters with missing largest observations (Q6184928) (← links)
• Dependent conditional tail expectation for extreme levels (Q6204193) (← links)
• Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
• Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
• Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← 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)
• Reliable alternative ways to manage the risk of extreme events (Q6615787) (← links)
• A parametric model for distributions with flexible behavior in both tails (Q6626379) (← links)
• Near-optimal estimation of the unseen under regularly varying tail populations (Q6635740) (← links)
• Maximum likelihood estimation of elliptical tail (Q6656678) (← links)
• On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)