Pages that link to "Item:Q715593"

The following pages link to Extended generalised Pareto models for tail estimation (Q715593):

Displaying 31 items.

• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
• Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
• Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
• Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
• A dynamical mixture model for unsupervised tail estimation without threshold selection (Q1424679) (← links)
• Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
• Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253) (← links)
• A Bayesian approach to extended models for exceedance (Q1705548) (← links)
• INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (Q1792632) (← links)
• On high level exceedance modeling and tail inference (Q1890883) (← links)
• Threshold selection and trimming in extremes (Q2027092) (← links)
• Parametric models for distributions when interest is in extremes with an application to daily temperature (Q2028588) (← links)
• The risk function of the goodness-of-fit tests for tail models (Q2065310) (← links)
• An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
• Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
• Regression models for exceedance data: a new approach (Q2664999) (← links)
• Fitting the generalized Pareto distribution to data based on transformations of order statistics (Q5036523) (← links)
• (Q5066198) (← links)
• (Q5866616) (← links)
• Estimation of multivariate tail quantities (Q6115547) (← links)
• Joint stochastic simulation of extreme coastal and offshore significant wave heights (Q6138647) (← links)
• (Q6142215) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
• Copula-based conditional tail indices (Q6200942) (← links)
• A self-exciting marked point process model for drought analysis (Q6617831) (← links)
• Estimating precipitation extremes using the log-histospline (Q6626076) (← links)
• A parametric model for distributions with flexible behavior in both tails (Q6626379) (← links)
• Spatial hierarchical modeling of threshold exceedances using rate mixtures (Q6626383) (← links)
• A flexible extended generalized Pareto distribution for tail estimation (Q6626496) (← links)