Pages that link to "Item:Q914280"
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The following pages link to A moment estimator for the index of an extreme-value distribution (Q914280):
Displaying 36 items.
- Extreme value index estimator using maximum likelihood and moment estimation (Q5739178) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Size distributions reconsidered (Q5860954) (← links)
- Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← 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)
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393) (← links)
- A bootstrap-based method to achieve optimality in estimating the extreme-value index (Q5943416) (← links)
- Residual estimators (Q5950618) (← links)
- Weiss-Hill estimator (Q5952303) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- On dealing with the unknown population minimum in parametric inference (Q6065675) (← links)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
- Tail index partition-based rules extraction with application to tornado damage insurance (Q6174077) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
- Extreme value inference for heterogeneous power law data (Q6177326) (← links)
- On uniform inference in nonlinear models with endogeneity (Q6199650) (← links)
- On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Ultimate 100-m world records through extreme-value theory (Q6573436) (← links)
- Hypothesis testing for varying coefficient models in tail index regression (Q6581354) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
- A tail index estimation for long memory processes (Q6622514) (← links)
- Space-time trends and dependence of precipitation extremes in north-western Germany (Q6626142) (← links)
- Spatial hierarchical modeling of threshold exceedances using rate mixtures (Q6626383) (← links)
- Modeling nonstationary extremes of storm severity: comparing parametric and semiparametric inference (Q6626387) (← links)
- Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)
- Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)
- Tail risk driven by investment losses and exogenous shocks (Q6668695) (← links)
- Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval (Q6670087) (← links)
