Pages that link to "Item:Q1424690"

The following pages link to Semi-parametric estimation of the second order parameter in statistics of extremes (Q1424690):

Displaying 48 items.

• Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• Threshold selection in univariate extreme value analysis (Q826008) (← links)
• Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
• A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
• Higher order estimation at Lebesgue points (Q1029644) (← links)
• Kernel-type estimators for the extreme value index (Q1430919) (← links)
• A new class of semi-parametric estimators of the second order parameter. (Q1432743) (← links)
• Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
• A semiparametric method to simulate bivariate space-time extremes (Q1684226) (← links)
• An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
• Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
• Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
• Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
• A review of goodness of fit tests for Pareto distributions (Q2315827) (← links)
• Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
• Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
• Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
• On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489) (← links)
• A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
• Measuring and comparing risks of different types (Q2670105) (← links)
• Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
• Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
• Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
• Semiparametric estimation of extremes (Q4490189) (← links)
• A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter (Q4644979) (← links)
• Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
• Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
• GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Multivariate Hill Estimators (Q6064653) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
• Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
• Hypothesis testing for varying coefficient models in tail index regression (Q6581354) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
• Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
• Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)