Pages that link to "Item:Q2513930"
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The following pages link to Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930):
Displaying 14 items.
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- An estimator for the tail index of an integrated conditional Pareto-Weibull-type model (Q893950) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- Estimating conditional means with heavy tails (Q2406771) (← links)
- Local Estimation of the Conditional Stable Tail Dependence Function (Q4685445) (← links)
