Pages that link to "Item:Q2729111"

The following pages link to A diagnostic for selecting the threshold in extreme value analysis (Q2729111):

Displaying 49 items.

• Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
• Generalized fiducial confidence intervals for extremes (Q132672) (← links)
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
• Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
• Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
• Threshold selection for extremes under a semiparametric model (Q257615) (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
• Threshold selection in univariate extreme value analysis (Q826008) (← links)
• Averages of Hill estimators (Q882925) (← links)
• Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
• On nonparametric local inference for density estimation (Q962279) (← links)
• Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
• Threshold selection and trimming in extremes (Q2027092) (← links)
• The risk function of the goodness-of-fit tests for tail models (Q2065310) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
• Estimation and inference about tail features with tail censored data (Q2172008) (← links)
• Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
• Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
• A statistical test for the Zipf's law by deviations from the Heaps' law (Q2279491) (← links)
• Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
• Ridge regression estimators for the extreme value index (Q2311597) (← links)
• Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
• A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
• Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
• Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
• Application of the Kolmogorov–Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index (Q3085304) (← links)
• A Hill Type Estimator of the Weibull Tail-Coefficient (Q3155256) (← links)
• A new test for tail index with application to Danish fire loss data (Q3390350) (← links)
• An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire (Q3435767) (← links)
• Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (Q4632674) (← links)
• A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
• Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
• Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
• Statistical learning theory for fitting multimodal distribution to rainfall data: an application (Q5124935) (← links)
• A practical method for analysing heavy tailed data (Q5192949) (← links)
• Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks (Q5254714) (← links)
• A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
• The Quantitative Modeling of Operational Risk: Between G-and-H and EVT (Q5505900) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
• Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← links)
• Limit theorems for forward and backward processes of numbers of non-empty urns in infinite urn schemes (Q6587423) (← links)
• Extreme Changes in Changes (Q6626249) (← links)
• On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)