Pages that link to "Item:Q607216"
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The following pages link to Semi-parametric tail inference through probability-weighted moments (Q607216):
Displaying 16 items.
- Competitive estimation of the extreme value index (Q310653) (← links)
- An extension to empirical likelihood for evaluating probability weighted moments (Q729716) (← links)
- Probability weighted moments properties for small samples (Q871037) (← links)
- Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
- A new look at probability-weighted moments estimators (Q1876816) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function (Q2374429) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
- A Class of Semi-parametric Probability Weighted Moment Estimators (Q4644980) (← links)
- Semiparametric exponential families for heavy-tailed data (Q5258437) (← links)
- Extreme value index estimator using maximum likelihood and moment estimation (Q5739178) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)