The following pages link to (Q4431558):
Displaying 11 items.
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models (Q838412) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Bias reduction for endpoint estimation (Q906625) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
- How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
- Antithetic Bias Reduction for Discrete-Event Simulations (Q4723103) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
