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.
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- Point and confidence interval estimates for a global maximum via extreme value theory (Q3183856) (← links)
- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
- Fighting the arch–enemy with mathematics‘ (Q3198768) (← links)
- Asymptotic distributions for weighted power sums of extreme values (Q3382928) (← links)
- Smooth tail-index estimation (Q3401368) (← links)
- A Modified Quantile Estimator Using Extreme-Value Theory with Applications (Q3429948) (← links)
- Efficiency of convex combinations of pickands estimator of the extreme value index (Q3432401) (← links)
- Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data (Q3462152) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760) (← links)
- Peaks-Over-Threshold Modeling Under Random Censoring (Q3566560) (← links)
- Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
- Estimation of quantiles of the maximum of <i>N</i> observations (Q3766647) (← links)
- A functional law of the iterated logarithm for the dekkers-einmahl-de haan tail index estimator (Q3837407) (← links)
- A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (Q3842928) (← links)
- An estimator for the extreme-value index (Q4337148) (← links)
- Comparison of estimation methods in extreme value theory (Q4337155) (← links)
- Statistical choice of extreme value domains of attraction — a comparative analysis (Q4337157) (← links)
- Refined pickands estimators wtth bias correction (Q4337160) (← links)
- On the maximal life span of humans (Q4353431) (← links)
- On optimising the estimation of high quantiles of a probability distribution (Q4454284) (← links)
- Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218) (← links)
- A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter (Q4644979) (← links)
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- Parameter Estimation for the Tail Distribution of a Random Sequence (Q4921613) (← links)
- (Q5011442) (← links)
- Tail index varying coefficient model (Q5022769) (← links)
- (Q5034210) (← links)
- Heavy tail index estimation based on block order statistics (Q5036864) (← links)
- The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals (Q5055225) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- A location-invariant non-positive moment-type estimator of the extreme value index (Q5078407) (← links)
- On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
- Location invariant heavy tail index estimation with block method (Q5089919) (← links)
- Statistical learning theory for fitting multimodal distribution to rainfall data: an application (Q5124935) (← links)
- A new financial stress index model based on support vector regression and control chart (Q5130192) (← links)
- IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080) (← links)
- (Q5207092) (← links)
- ON MARINE LIABILITY PORTFOLIO MODELING (Q5213439) (← links)
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
- Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death (Q5379234) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)
