Pages that link to "Item:Q4376040"
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The following pages link to Fitting the Generalized Pareto Distribution to Data (Q4376040):
Displaying 50 items.
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
- Generalizing the Pareto to the log-Pareto model and statistical inference (Q626281) (← links)
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
- An extension of the generalized exponential distribution (Q713899) (← links)
- Efficient likelihood-based inference for the generalized Pareto distribution (Q825059) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- A default Bayesian procedure for the generalized Pareto distribution (Q861215) (← links)
- A LAN based Neyman smooth test for Pareto distributions (Q935416) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Estimation of the generalized Pareto distribution (Q1007361) (← links)
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators (Q1010433) (← links)
- Exceedances over high thresholds: a guide to threshold selection (Q1294765) (← links)
- Bayesian approach to parameter estimation of the generalized Pareto distribution (Q1423871) (← links)
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
- A Bayesian approach to extended models for exceedance (Q1705548) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models (Q1928379) (← links)
- Improved inference for the generalized Pareto distribution (Q1994025) (← links)
- Inference for one-step beneficial mutations using next generation sequencing (Q2258450) (← links)
- Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
- A matching prior for extreme quantile estimation of the generalized Pareto distribution (Q2270277) (← links)
- Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables (Q2320942) (← links)
- Generalised smooth tests for the generalised Pareto distribution (Q2324175) (← links)
- Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution (Q2324335) (← links)
- Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes (Q2384670) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
- A one- and two-dimensional generalized Pareto model for a river flow (Q2504409) (← links)
- DEVELOPING GENERALIZED LINEAR MODEL OF GAMMA-PARETO DISTRIBUTION (Q2966832) (← links)
- Minimum and Maximum Information Censoring Plans in Progressive Censoring (Q3017863) (← links)
- Projection Mean–Variance Bounds on Expectations of<i>k</i>th Record Values from Restricted Families (Q3436012) (← links)
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION (Q3592374) (← links)
- Correcting Certain Estimation Methods for the Generalized Pareto Distribution (Q4596171) (← links)
- Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares (Q4605228) (← links)
- Tests of exponentiality against some parametric over/under-dispersed life time models (Q4638294) (← links)
- Fitting the generalized Pareto distribution to data based on transformations of order statistics (Q5036523) (← links)
- Bayesian time-varying quantile regression on exceedance (Q5058306) (← links)
- Parameter estimation for generalized logistic distribution by estimating equations based on the order statistics (Q5078435) (← links)
- Fitting type I generalized Logistic distribution by modified method based on percentiles (Q5087500) (← links)
- Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations (Q5149781) (← links)
- Bias and size corrections in extreme value modeling (Q5160262) (← links)
- Extreme value analysis within a parametric outlier detection framework (Q5430347) (← links)
- (Q5440400) (← links)
