The following pages link to Robust estimation of extremes (Q4223821):
Displaying 22 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- Algorithms for bounded-influence estimation (Q1019882) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Using the \(gh\) distribution to model extreme wind speeds. (Q1429870) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Likelihood-based inference for extreme value model (Q1979087) (← links)
- Estimating robustness (Q2067408) (← links)
- On distributionally robust extreme value analysis (Q2191428) (← links)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- On robustness of large quantile estimates of log-Gumbel and log-logistic distributions to largest elements of the observation series: Monte Carlo results vs. first order approximation. (Q2505883) (← links)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
- Robust weighted likelihood estimators with an application to bivariate extreme value problems (Q3148209) (← links)
- A Comparison of confidence intervals for generalized extreme-value distributions (Q4253243) (← links)
- Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution (Q4346977) (← links)
- Higher-Order Infinitesimal Robustness (Q4904731) (← links)
- Linear Regression with Extreme Value Residuals (Q5451118) (← links)
- Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
- Fitting log-\(F\) models robustly, with an application to the analysis of extreme values. (Q5940795) (← links)
- Robustness and the robust estimate (Q5941593) (← links)
- Outlier detection based on extreme value theory and applications (Q6049802) (← links)
