Pages that link to "Item:Q2452882"

The following pages link to Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882):

Displaying 14 items.

• Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
• Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• A new extreme quantile estimator for heavy-tailed distributions (Q1433394) (← links)
• Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement (Q1618598) (← links)
• High quantiles of heavy-tailed distributions: Their estimation (Q1778726) (← links)
• Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution (Q1882384) (← links)
• Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
• Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
• ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS (Q4807322) (← links)
• A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator (Q5307705) (← links)
• Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)