Pages that link to "Item:Q707049"
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The following pages link to Generalized Pickands estimators for the extreme value index (Q707049):
Displaying 19 items.
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Generalized Pickands' estimators for the tail index parameter and max-semistability (Q906627) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- On the estimation of the extreme-value index and large quantile estimation (Q913399) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- Refined Pickands estimators of the extreme value index (Q1922380) (← links)
- A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
- Weighted least squares estimation of the extreme value index (Q2493855) (← links)
- Partially smooth tail-index estimation for small samples (Q2513368) (← links)
- Smooth tail-index estimation (Q3401368) (← links)
- Efficiency of convex combinations of pickands estimator of the extreme value index (Q3432401) (← links)
- Comparison of estimation methods in extreme value theory (Q4337155) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
