Pages that link to "Item:Q347150"
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The following pages link to Approximation of high quantiles from intermediate quantiles (Q347150):
Displaying 12 items.
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Q-convergence with interquartile ranges (Q956472) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- On tests to distinguish distribution tails invariant with respect to the scale parameter (Q2155330) (← links)
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) (← links)
- On the estimation of high quantiles (Q2365863) (← links)
- On the relative approximation error of the generalized Pareto approximation for a high quantile (Q2488436) (← links)
- Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- On dealing with the unknown population minimum in parametric inference (Q6065675) (← links)
- Parametric estimation of non-crossing quantile functions (Q6669922) (← links)
