Pages that link to "Item:Q2365863"

The following pages link to On the estimation of high quantiles (Q2365863):

Displaying 36 items.

• Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• Exceedance probability of the integral of a stochastic process (Q764493) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• Approximation of the distribution of excesses through a generalized probability-weighted moments method (Q866629) (← links)
• Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
• On the estimation of the extreme-value index and large quantile estimation (Q913399) (← links)
• A test procedure for detecting super-heavy tails (Q958775) (← links)
• Bias reduction for high quantiles (Q974486) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
• Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← 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 general class of estimators of the extreme value index (Q1378783) (← links)
• A note on the asymptotic normality of the ET method for extreme quantile estimation. (Q1423230) (← links)
• Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
• A new extreme quantile estimator for heavy-tailed distributions (Q1433394) (← links)
• Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• Large quantile estimation in a multivariate setting (Q1893362) (← links)
• Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
• Extremal quantile regression (Q2388357) (← links)
• On testing extreme value conditions (Q2463699) (← links)
• Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
• Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095) (← links)
• Asymptotic normality of the extreme quantile estimator based on the POT method (Q2565528) (← links)
• High quantile estimation and the PORT methodology (Q2925437) (← links)
• (Q3080641) (← links)
• Scaling of High-Quantile Estimators (Q3108468) (← links)
• A Modified Quantile Estimator Using Extreme-Value Theory with Applications (Q3429948) (← links)
• A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
• Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
• Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
• On optimising the estimation of high quantiles of a probability distribution (Q4454284) (← links)
• A practical method for analysing heavy tailed data (Q5192949) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)