Pages that link to "Item:Q1003781"
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The following pages link to A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781):
Displaying 20 items.
- A class of new tail index estimators (Q520570) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- An interview with Ivette Gomes (Q897838) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Local-maximum-based tail index estimator (Q2257586) (← links)
- Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? (Q3084954) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
- GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
- Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
