Pages that link to "Item:Q850714"

The following pages link to Estimation of the extreme-value index and generalized quantile plots (Q850714):

Displaying 35 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Mixed moment estimator and location invariant alternatives (Q626286) (← links)
• Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
• Statistics of extremes under random censoring (Q1002583) (← 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 estimation method for Weibull-type tails based on the mean excess function (Q1011530) (← links)
• A general class of estimators of the extreme value index (Q1378783) (← links)
• Kernel-type estimators for the extreme value index (Q1430919) (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• Ridge regression estimators for the extreme value index (Q2311597) (← links)
• Probability plots and order statistics of the standard extreme value distribution (Q2430242) (← links)
• Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
• The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
• Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context (Q2892601) (← links)
• Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
• Comparison of estimation methods in extreme value theory (Q4337155) (← links)
• A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
• Test for the existence of finite moments via bootstrap (Q4634442) (← links)
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
• On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
• Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
• Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death (Q5379234) (← links)
• Extreme value index estimator using maximum likelihood and moment estimation (Q5739178) (← links)
• (Q5866616) (← links)
• Outlier detection based on extreme value theory and applications (Q6049802) (← 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)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Ultimate 100-m world records through extreme-value theory (Q6573436) (← links)
• Extremal Random Forests (Q6651413) (← links)
• Tail risk driven by investment losses and exogenous shocks (Q6668695) (← links)