Pages that link to "Item:Q1970488"

The following pages link to Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488):

Displaying 50 items.

• On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
• The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
• Change point test for tail index for dependent data (Q649099) (← links)
• Polynomial power-Pareto quantile function models (Q650733) (← links)
• Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
• Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
• Bias reduction for endpoint estimation (Q906625) (← links)
• Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
• Regression with response distributions of Pareto-type (Q951893) (← links)
• Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
• Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
• Bias reduction for high quantiles (Q974486) (← links)
• Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← 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 note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
• A new estimation method for Weibull-type tails based on the mean excess function (Q1011530) (← links)
• Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
• Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
• Higher order estimation at Lebesgue points (Q1029644) (← links)
• Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
• Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
• Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
• Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
• Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
• An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
• Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← 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)
• Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
• Estimation problems for distributions with heavy tails (Q1883277) (← links)
• On robust tail index estimation (Q1927123) (← links)
• Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
• Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
• Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)