Pages that link to "Item:Q2375844"
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The following pages link to Bias correction in extreme value statistics with index around zero (Q2375844):
Displaying 20 items.
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- On the block maxima method in extreme value theory: PWM estimators (Q2338927) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- A general estimator for the right endpoint with an application to supercentenarian women's records (Q2363668) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
- A Class of Semi-parametric Probability Weighted Moment Estimators (Q4644980) (← links)
- A location-invariant non-positive moment-type estimator of the extreme value index (Q5078407) (← links)
- GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
- A new class of skew distributions with climate data analysis (Q5861149) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- On dealing with the unknown population minimum in parametric inference (Q6065675) (← links)
- On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)