Pages that link to "Item:Q626286"

The following pages link to Mixed moment estimator and location invariant alternatives (Q626286):

Displaying 30 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Competitive estimation of the extreme value index (Q310653) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• On an improvement of Hill and some other estimators (Q383679) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• An interview with Ivette Gomes (Q897838) (← links)
• Location invariant Weiss-Hill estimator (Q906649) (← links)
• Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• Multivariate moment based extreme value index estimators (Q1695426) (← links)
• A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
• On agricultural commodities' extreme price risk (Q2231311) (← links)
• Conditions based on conditional moments for max-stable limit laws (Q2271711) (← links)
• Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
• The estimation of parameters for the tapered Pareto distribution from incomplete data (Q2674417) (← links)
• The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
• A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
• A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
• (Q5011442) (← links)
• Heavy tail index estimation based on block order statistics (Q5036864) (← links)
• On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
• Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
• Extreme value index estimator using maximum likelihood and moment estimation (Q5739178) (← links)
• A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
• Tail risk driven by investment losses and exogenous shocks (Q6668695) (← links)