Pages that link to "Item:Q5933445"
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The following pages link to Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445):
Displaying 22 items.
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← 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)
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971202) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971203) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971204) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971205) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971206) (← links)
- Capturing information in extreme events (Q6047402) (← 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)
- A modeler's guide to extreme value software (Q6144812) (← links)
- On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
- A fine-tuned estimator of a general convergence rate (Q6573724) (← 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)
- Semiparametric Tail Index Regression (Q6620834) (← links)
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes (Q6620881) (← links)
- Too Connected to Fail? Inferring Network Ties From Price Co-Movements (Q6634841) (← links)
- Maximum likelihood estimation of elliptical tail (Q6656678) (← links)
