Pages that link to "Item:Q2074679"
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The following pages link to On the estimation of the variability in the distribution tail (Q2074679):
Displaying 13 items.
- Bounds for tail probabilities of the sample variance (Q1035569) (← links)
- Comparison between two indicators for the variation regularity of tails of distributions (Q1600222) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- A new variability order based on tail-heaviness (Q3462137) (← links)
- Estimation of Tails and Related Quantities Using the Number of Near-Extremes (Q4678815) (← links)
- Parameter Estimation for the Tail Distribution of a Random Sequence (Q4921613) (← links)
- (Q5368747) (← links)
- Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement (Q6044632) (← links)
- Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
