The following pages link to (Q5429823):
Displaying 24 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← 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)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← 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)
- 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)
- On robust tail index estimation (Q1927123) (← links)
- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (Q2514606) (← 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)
- Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
