Pages that link to "Item:Q3510414"
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The following pages link to Third order extended regular variation (Q3510414):
Displaying 12 items.
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Regressions with asymptotically collinear regressors (Q3018507) (← links)
- On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem (Q5074420) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
- Higher-order representation of Karamata theorem (Q6541111) (← links)
