Pages that link to "Item:Q1409828"
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The following pages link to The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction (Q1409828):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- An interview with Ivette Gomes (Q897838) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← 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)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Censoring estimators of a positive tail index (Q1423070) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
- A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
- Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- A Hill Type Estimator of the Weibull Tail-Coefficient (Q3155256) (← links)
- New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
- (Q3295394) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
- Choosing the Resampling Scheme when Bootstrapping: A Case Study in Reliability (Q4292159) (← links)
- (Q4616018) (← links)
- Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
- The MOP EVI-Estimator Revisited (Q5261872) (← links)
