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 50 items.
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
- On the tail index of a heavy tailed distribution (Q904090) (← links)
- Procedure of test to compare the tail indices (Q904096) (← links)
- Bias reduction for endpoint estimation (Q906625) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- On the estimation of the extreme-value index and large quantile estimation (Q913399) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Empirical likelihood method for intermediate quantiles (Q973189) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Edgeworth expansion for an estimator of the adjustment coefficient (Q974801) (← links)
- Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
- Statistics of extremes under random censoring (Q1002583) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- A two-step estimator of the extreme value index (Q1003330) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Jackknife method for intermediate quantiles (Q1015887) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator (Q1126122) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- Asymptotic expansions for the distribution functions of Pickands-type estimators (Q1267311) (← links)
- Estimating extreme-value index from records (Q1273111) (← links)
- Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
- Optimal choice of sample fraction in extreme-value estimation (Q1321980) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Estimating parameters of an extreme value distribution by the method of moments (Q1333101) (← links)
- On the domain of attraction of \(\exp (-\exp (-x))\) (Q1359704) (← links)
- Approximation to the expectation of a function of order statistics and its applications (Q1363014) (← links)
- Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics (Q1367249) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- Local asymptotic normality in extreme value index estimation (Q1384406) (← links)
- Tail estimation based on numbers of near \(m\)-extremes (Q1405353) (← links)
- Double-thresholded estimator of extreme value index (Q1408934) (← links)
