Pages that link to "Item:Q2276254"

The following pages link to Bias-reduced estimators for bivariate tail modelling (Q2276254):

Displaying 21 items.

• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Estimating a bivariate tail: a copula based approach (Q391665) (← links)
• Modeling of censored bivariate extremal events (Q397218) (← links)
• Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (Q527123) (← links)
• Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
• Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
• Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
• Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
• A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment (Q1948171) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• Second-order tail asymptotics of deflated risks (Q2513459) (← links)
• Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
• Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
• (Q5303070) (← links)
• A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator (Q5307705) (← links)
• A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• Robust estimation of the conditional stable tail dependence function (Q6175804) (← links)