Pages that link to "Item:Q3108468"
From MaRDI portal
The following pages link to Scaling of High-Quantile Estimators (Q3108468):
Displaying 8 items.
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Efficient high-breakdown \(M\)-estimators of scale (Q1324561) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- On the estimation of high quantiles (Q2365863) (← links)
- New power limits for extremes (Q2443886) (← links)
- High quantile estimation and the PORT methodology (Q2925437) (← links)
- EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)