Pages that link to "Item:Q5943416"
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The following pages link to A bootstrap-based method to achieve optimality in estimating the extreme-value index (Q5943416):
Displaying 50 items.
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models (Q838412) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Statistics of extremes under random censoring (Q1002583) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
- Smoothing the moment estimator of the extreme value parameter (Q1294786) (← links)
- Optimal choice of sample fraction in extreme-value estimation (Q1321980) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- Optimal asymptotic estimation of small exceedance probabilities (Q1600743) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- On maximum likelihood estimation of the extreme value index. (Q1879906) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes (Q2384670) (← links)
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
- The contribution of the maximum to the sum of excesses for testing max-domains of attraction (Q2491855) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context (Q2892601) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- On optimising the estimation of high quantiles of a probability distribution (Q4454284) (← links)
- Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
