Pages that link to "Item:Q1659253"
From MaRDI portal
The following pages link to Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253):
Displaying 12 items.
- Extended generalised Pareto models for tail estimation (Q715593) (← links)
- Point and exact interval estimation for the generalized Pareto distribution with small samples (Q896422) (← links)
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets (Q1980051) (← links)
- The risk function of the goodness-of-fit tests for tail models (Q2065310) (← links)
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses (Q2138617) (← links)
- Measuring risks in the tail: The extreme VaR and its confidence interval (Q3119654) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- Upper record values from the generalized Pareto distribution and associated statistical inference (Q6171308) (← links)
- Shrinkage methods for estimating the shape parameter of the generalized Pareto distribution (Q6535674) (← links)