Pages that link to "Item:Q1890873"
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The following pages link to Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873):
Displaying 17 items.
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- Tail estimates motivated by extreme value theory (Q760731) (← links)
- Generalized Pickands' estimators for the tail index parameter and max-semistability (Q906627) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Optimal choice of sample fraction in extreme-value estimation (Q1321980) (← links)
- On the estimation of extreme tail probabilities (Q1364752) (← links)
- Estimators of the exponent of regular variation with universally normal asymptotic distributions (Q1376542) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- Estimating an endpoint with high order moments in the Weibull domain of attraction (Q2231020) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
- Tail Analysis Without Parametric Models: A Worst-Case Perspective (Q4602481) (← links)
- Weiss-Hill estimator (Q5952303) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
