Pages that link to "Item:Q2565528"
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The following pages link to Asymptotic normality of the extreme quantile estimator based on the POT method (Q2565528):
Displaying 5 items.
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
- A folding method for extreme quantiles estimation (Q2925443) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)