Pages that link to "Item:Q3141122"
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The following pages link to Estimation of distribution tails —a semiparametric approach (Q3141122):
Displaying 20 items.
- A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- Optimal rates of convergence in the Weibull model based on kernel-type estimators (Q419172) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Estimating tails of probability distributions (Q1101159) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- On the mixtures of length-biased Weibull distributions for loss severity modeling (Q2131911) (← links)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance (Q2356240) (← links)
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials (Q2815428) (← links)
- Extreme value statistics and wind storm losses: A case study (Q4248562) (← links)
- Semiparametric estimation of extremes (Q4490189) (← links)
- Parameter Estimation for the Tail Distribution of a Random Sequence (Q4921613) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Estimation of the conditional tail moment for Weibull-type distributions (Q6641040) (← links)
