Pages that link to "Item:Q1003330"
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The following pages link to A two-step estimator of the extreme value index (Q1003330):
Displaying 8 items.
- Iterative estimation of the extreme value index (Q812978) (← links)
- A moment estimator for the index of an extreme-value distribution (Q914280) (← links)
- Tail estimation based on numbers of near \(m\)-extremes (Q1405353) (← links)
- Double-thresholded estimator of extreme value index (Q1408934) (← links)
- ``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter (Q1424663) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- An estimator for the extreme-value index (Q4337148) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)