Pages that link to "Item:Q1433394"

The following pages link to A new extreme quantile estimator for heavy-tailed distributions (Q1433394):

Displaying 12 items.

• Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
• Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
• Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
• Extreme quantiles and tail index of a distribution based on kernel estimator (Q1726172) (← links)
• Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
• High quantiles of heavy-tailed distributions: Their estimation (Q1778726) (← links)
• Extreme quantiles estimation for actuarial applications (Q1887025) (← links)
• Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
• (Q5262099) (← links)
• A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator (Q5307705) (← links)