Pages that link to "Item:Q2350660"

The following pages link to An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index (Q2350660):

Displaying 19 items.

• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
• A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
• Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
• On robust tail index estimation (Q1927123) (← links)
• Dual divergence estimators of the tail index (Q1952682) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
• A robust and efficient estimator for the tail index of inverse Pareto distribution (Q2156169) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Robust conditional Weibull-type estimation (Q2351695) (← links)
• Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
• Estimator of the Pareto Index Based on Nonparametric Test (Q3585256) (← links)
• Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)