Pages that link to "Item:Q1674040"
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The following pages link to Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040):
Displaying 9 items.
- Functional regular variations, Pareto processes and peaks over threshold (Q1747428) (← links)
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets (Q1980051) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution (Q2581847) (← links)
- Generalized Pareto approximation for a distribution in the Fréchet or Gumbel domain of attraction: Relative approximation error of a high quantile (Q2712614) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← 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)
