Pages that link to "Item:Q1775992"

The following pages link to Estimating the mean of heavy-tailed distributions (Q1775992):

Displaying 16 items.

• A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
• Average sample number function for Pareto heavy tailed distributions (Q469896) (← links)
• Expected utility and catastrophic consumption risk (Q495495) (← links)
• Point process-based Monte Carlo estimation (Q517403) (← links)
• POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
• Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
• The random average mode estimator (Q1073493) (← links)
• Heavy tail modeling and teletraffic data. (With discussions and rejoinder) (Q1374215) (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
• Kernel-type estimator of the mean for a heavy tailed distribution (Q1747433) (← links)
• Estimating the heavy tail index from scaling properties (Q1807742) (← links)
• Estimation problems for distributions with heavy tails (Q1883277) (← links)
• \textit{Independent approximates} enable closed-form estimation of heavy-tailed distributions (Q2145030) (← links)
• (Q2935679) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)