Pages that link to "Item:Q2434141"

The following pages link to The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141):

Displaying 34 items.

• Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• Weak properties and robustness of t-Hill estimators (Q347146) (← links)
• A class of new tail index estimators (Q520570) (← links)
• Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
• Semi-parametric regression estimation of the tail index (Q1697475) (← links)
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
• Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
• A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
• Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
• Limit laws for the norms of extremal samples (Q2242885) (← links)
• The Hill estimators under power normalization (Q2290177) (← links)
• The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
• Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
• The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
• Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
• On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
• Mean, mode or median? The score mean (Q5079946) (← links)
• Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
• Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
• IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080) (← links)
• Editorial to special issue V WCDANM 2018 (Q5861415) (← links)
• Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
• A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
• Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Improvements in the estimation of the Weibull tail coefficient: a comparative study (Q6562593) (← links)
• Reliable alternative ways to manage the risk of extreme events (Q6615787) (← links)
• A tail index estimation for long memory processes (Q6622514) (← links)
• Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)
• On sensitivity analysis for Fisher-Behrens comparisons of soil contaminants in Arica, Chile (Q6668701) (← links)