Pages that link to "Item:Q2445488"

The following pages link to Semi-parametric probability-weighted moments estimation revisited (Q2445488):

Displaying 18 items.

• Competitive estimation of the extreme value index (Q310653) (← links)
• Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
• Weighted semiparameter model and its application (Q1714803) (← links)
• A new look at probability-weighted moments estimators (Q1876816) (← links)
• Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function (Q2374429) (← links)
• On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
• A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
• A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
• EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
• (Q3976274) (← links)
• A second-order test to detect spatio-temporal anisotropic effects in point patterns (Q4579980) (← links)
• ON DERIVATION OF THE SEMI-PARAMETRIC WEIGHTED LIKELIHOOD ESTIMATOR, SPW, AND THE WEIGHTED CONDITIONAL PSEUDO LIKELIHOOD ESTIMATOR, WCPE (Q5069511) (← links)
• Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)