The following pages link to (Q5303070):
Displaying 25 items.
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? (Q3084954) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
- A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator (Q5307705) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- Reduced bias estimation of the shape parameter of the log-logistic distribution (Q6073160) (← links)
- Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
- On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)
