Pages that link to "Item:Q508715"
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The following pages link to Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715):
Displaying 13 items.
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- Handling missing extremes in tail estimation (Q2135578) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
- (Q4929904) (← links)
- Using jackknife to correct bias of MLE for the truncated Pareto distribution (Q5085965) (← links)
- EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? (Q5111481) (← links)
- TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS (Q5152547) (← links)
- A discrete truncated Zipf distribution (Q6068058) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
