Pages that link to "Item:Q4259394"
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The following pages link to Comparison of tail index estimators (Q4259394):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Competitive estimation of the extreme value index (Q310653) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- On an improvement of Hill and some other estimators (Q383679) (← links)
- Several modifications of DPR estimator of the tail index (Q392751) (← links)
- Asymptotic properties of generalized DPR statistic (Q392996) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- On the tail index of a heavy tailed distribution (Q904090) (← links)
- Procedure of test to compare the tail indices (Q904096) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- A two-step estimator of the extreme value index (Q1003330) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- Some results on estimation of the tail index of a distribution (Q1387509) (← links)
- Censoring estimators of a positive tail index (Q1423070) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- Comparison between two indicators for the variation regularity of tails of distributions (Q1600222) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Performance of global random search algorithms for large dimensions (Q1754447) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667) (← links)
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
- On robust tail index estimation (Q1927123) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Weak limits for exploratory plots in the analysis of extremes (Q1940761) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- The coupling method in extreme value theory (Q2040094) (← links)
