Pages that link to "Item:Q2388968"

The following pages link to Maximum likelihood estimation of extreme value index for irregular cases (Q2388968):

Displaying 12 items.

• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
• The extent of the maximum likelihood estimator for the extreme value index (Q2267595) (← links)
• Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
• A general estimator for the right endpoint with an application to supercentenarian women's records (Q2363668) (← links)
• Bootstrapping endpoint (Q2392498) (← links)
• Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)
• (Q3429251) (← links)
• Maximum Penalized Likelihood Estimation For The Endpoint And Exponent Of A Distribution (Q4626685) (← links)
• Efficient empirical Bayes estimates for risk parameters of Pareto distributions (Q5079891) (← links)
• Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
• Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)