Pages that link to "Item:Q1603677"
From MaRDI portal
The following pages link to On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677):
Displaying 9 items.
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187) (← links)
- Asymptotic normality of the extreme quantile estimator based on the POT method (Q2565528) (← links)
- A folding method for extreme quantiles estimation (Q2925443) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- Threshold selection for regional peaks-over-threshold data (Q5138076) (← links)