Pages that link to "Item:Q1083792"

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

Displaying 50 items.

• Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
• Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
• Threshold selection and trimming in extremes (Q2027092) (← links)
• Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
• Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
• Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
• On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
• A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
• Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
• Simultaneous confidence bands for extremal quantile regression with splines (Q2303027) (← links)
• The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
• Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior (Q2317305) (← links)
• Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• On the estimation of the Weibull tail coefficient (Q2366576) (← links)
• On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
• A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
• Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
• Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
• Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
• A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood (Q2794796) (← links)
• 2012 Pitman Medal (Q2802812) (← links)
• Robust confidence bounds for extreme upper quantiles (Q3135425) (← links)
• New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
• Adaptive estimation in the presence of order and parameter changes (Q3363211) (← links)
• Efficiency of convex combinations of pickands estimator of the extreme value index (Q3432401) (← links)
• A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
• PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760) (← links)
• Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
• Refined pickands estimators wtth bias correction (Q4337160) (← links)
• On the maximal life span of humans (Q4353431) (← links)
• Estimating a Stability Parameter: Asymptotics and Simulations (Q4379703) (← links)
• How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
• Estimation for heavy tailed moving average process (Q4568272) (← links)
• Test for the existence of finite moments via bootstrap (Q4634442) (← links)
• Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
• Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
• Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
• Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
• Threshold selection for regional peaks-over-threshold data (Q5138076) (← links)
• A co-median approach to detect compositional outliers (Q5138164) (← links)
• A practical method for analysing heavy tailed data (Q5192949) (← links)
• Parameter Estimation of Stable Distributions (Q5201486) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• An adaptive regularization algorithm for recovering the rate constant distribution from biosensor data (Q5240394) (← links)
• A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
• A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)