Pages that link to "Item:Q3593510"
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The following pages link to Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510):
Displaying 7 items.
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- 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)
- Approximation of the distribution of excesses using a generalized probability weighted moment method (Q1771045) (← links)
- Asymptotic normality of the extreme quantile estimator based on the POT method (Q2565528) (← links)
- A folding method for extreme quantiles estimation (Q2925443) (← links)
