Pages that link to "Item:Q3706329"
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The following pages link to Maximum likelihood estimation in a class of nonregular cases (Q3706329):
Displaying 50 items.
- Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
- Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
- Robust and efficient estimation for the generalized Pareto distribution (Q2488456) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- The contribution of the maximum to the sum of excesses for testing max-domains of attraction (Q2491855) (← links)
- Weighted least squares estimation of the extreme value index (Q2493855) (← links)
- Partially smooth tail-index estimation for small samples (Q2513368) (← links)
- A new generalization of Nadarajah-Haghighi distribution with application to cancer and COVID-19 deaths data (Q2685885) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- A New Weibull-Pareto Distribution (Q2796907) (← links)
- Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (Q2811451) (← links)
- Inferential analysis for the reliability parameter based on the three-parameter Lindley distribution (Q2816668) (← links)
- A new hybrid estimation method for the generalized pareto distribution (Q2816876) (← links)
- Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure (Q2817133) (← links)
- A Consistent Method of Estimation For The Three-Parameter Gamma Distribution (Q2931581) (← links)
- Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit (Q3017861) (← links)
- DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (Q3084600) (← links)
- Minimum Sample Size Determination for Generalized Extreme Value Distribution (Q3085296) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- (Q3201288) (← links)
- Smooth tail-index estimation (Q3401368) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- An Extension of the Epsilon-Skew-Normal Distribution (Q3562461) (← links)
- Two Non-Regular Extensions of Large Deviation Bound (Q3585246) (← links)
- Estimation in Nonparametric Regression with Non-Regular Errors (Q3585264) (← links)
- Robust 2<sup><i>k</i></sup>factorial design with Weibull error distributions (Q3592056) (← links)
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION (Q3592374) (← links)
- Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk (Q3632876) (← links)
- Maximum likelihood estimation in hazard rate models with a change-point (Q3745118) (← links)
- On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions (Q3787287) (← links)
- Statistics of extremes in climatology (Q3821449) (← links)
- Estimation of the convergence rate for the distribution of the maximum likelihood process in the nonregular case (Q3983589) (← links)
- Estimation for a four parameter generalized extreme value distribution (Q4202728) (← links)
- (Q4214056) (← links)
- On the efficiencies of some common quick estimators (Q4269921) (← links)
- Estimations of a threshold parameter in cox regression (Q4269965) (← links)
- Nonregular regression (Q4299491) (← links)
- Estimation in the three-parameter gamma distribution based on the empirical moment generation function (Q4361986) (← links)
- LARGE-SAMPLE INFERENCE FOR THE GENERAL HALF-NORMAL DISTRIBUTION (Q4449043) (← links)
- NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION (Q4449046) (← links)
- NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS (Q4540640) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Dynamic generalized extreme value modeling via particle filters (Q4638827) (← links)
- Trend in high tropospheric ozone levels. Application to paris monitoring sites (Q4652924) (← links)
- Regular mles for nonregular distributions (Q4701048) (← links)
- Model selection: some generalized distributions (Q4721382) (← links)
- A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution (Q4906435) (← links)
