Pages that link to "Item:Q760731"
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The following pages link to Tail estimates motivated by extreme value theory (Q760731):
Displaying 50 items.
- On an improvement of Hill and some other estimators (Q383679) (← links)
- On tail index estimation using a sample with missing observations (Q433581) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Frontier estimation and extreme value theory (Q627286) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- Estimating the parameters of rare events (Q756321) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- On the asymptotic joint distribution of an unbounded number of sample extremes (Q1092548) (← links)
- When are intermediate processes of the same stochastic order? (Q1096283) (← links)
- Estimating tails of probability distributions (Q1101159) (← links)
- Estimating extreme probabilities using tail simulated data (Q1125704) (← links)
- A simple general approach to inference about the tail of a distribution (Q1224394) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions (Q1332869) (← links)
- Approximation to the expectation of a function of order statistics and its applications (Q1363014) (← links)
- On the estimation of extreme tail probabilities (Q1364752) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Tail estimation based on numbers of near \(m\)-extremes (Q1405353) (← links)
- Asymptotic normality of the ET method -- application to the ET test (Q1428316) (← links)
- Optimal asymptotic estimation of small exceedance probabilities (Q1600743) (← links)
- Estimation of upper quantiles under model and parameter uncertainty. (Q1603681) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
- The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
- Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- Tail fit and the Zipf-Pareto law (Q2463679) (← links)
- On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Robust confidence bounds for extreme upper quantiles (Q3135425) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- The empirical distribution function as a tail estimator (Q3198717) (← links)
- Central limit theorems for sums of extreme values (Q3703020) (← links)
