Pages that link to "Item:Q3842757"

The following pages link to On Smooth Statistical Tail Functionals (Q3842757):

Displaying 50 items.

• A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• On an improvement of Hill and some other estimators (Q383679) (← links)
• The second-order version of Karamata's theorem with applications (Q385111) (← links)
• Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
• Statistics for tail processes of Markov chains (Q497485) (← links)
• Looking for max-semistability: a new test for the extreme value condition (Q546075) (← links)
• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• Mixed moment estimator and location invariant alternatives (Q626286) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Generalized Pickands estimators for the extreme value index (Q707049) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
• Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
• Tail index estimation, concentration and adaptivity (Q902214) (← links)
• On the tail index of a heavy tailed distribution (Q904090) (← links)
• A test procedure for detecting super-heavy tails (Q958775) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
• Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• A two-step estimator of the extreme value index (Q1003330) (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
• Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
• Jackknife method for intermediate quantiles (Q1015887) (← links)
• From extended regular variation to regular variation with application in extreme value statis\-tics (Q1018349) (← links)
• An invariance property of marginal density and tail probability approximations for smooth functions (Q1181113) (← links)
• Smoothing the moment estimator of the extreme value parameter (Q1294786) (← links)
• On large deviation for extremes. (Q1423151) (← links)
• Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
• Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
• Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
• Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
• Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
• On maximum likelihood estimation of the extreme value index. (Q1879906) (← links)
• Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• The coupling method in extreme value theory (Q2040094) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Handling missing extremes in tail estimation (Q2135578) (← links)
• Sequential estimation of quantiles with applications to A/B testing and best-arm identification (Q2137037) (← links)
• Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← links)
• Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
• Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
• Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
• Detecting finiteness in the right endpoint of light-tailed distributions (Q2267625) (← links)
• Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
• Tail expectile process and risk assessment (Q2278671) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)