Pages that link to "Item:Q3766647"

The following pages link to Estimation of quantiles of the maximum of <i>N</i> observations (Q3766647):

Displaying 18 items.

• Normal probability plots and the estimation of distribution tails (Q356651) (← links)
• Extreme dependence models based on event magnitude (Q391856) (← links)
• Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
• Nonparametric estimation of a maximum of quantiles (Q489179) (← links)
• A comparison of estimators of functionals of the distribution of a maximum (Q916262) (← links)
• A method for estimating parameters and quantiles of distributions of continuous random variables (Q1352110) (← links)
• Parameter estimation for 2-parameter generalized Pareto distribution by POME (Q1369696) (← links)
• Estimation of upper quantiles under model and parameter uncertainty. (Q1603681) (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
• Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution (Q1882384) (← links)
• The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
• Large quantile estimation in a multivariate setting (Q1893362) (← links)
• Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
• Estimation of stress‐strength reliability based on tail‐modelling (Q4299546) (← links)
• ESTIMATION OF QUANTILES FOR A FRÉCHET‐TYPE DISTRIBUTION (Q4344813) (← links)
• (Q4616076) (← links)
• A comparative evaluation of the estimators of the three-parameter generalized pareto distribution (Q4825494) (← links)
• A practical method for analysing heavy tailed data (Q5192949) (← links)