Pages that link to "Item:Q760122"
From MaRDI portal
The following pages link to Estimating an endpoint of a distribution with resampling methods (Q760122):
Displaying 12 items.
- Bias reduction for endpoint estimation (Q906625) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Confidence intervals for endpoints of a c.d.f. via bootstrap (Q1361759) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
- Estimating an endpoint with high-order moments (Q1946883) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Bootstrap Sample Size in Nonregular Cases (Q4318360) (← links)
- A BIAS-CORRECTED NONPARAMETRIC ENVELOPMENT ESTIMATOR OF FRONTIERS (Q5411518) (← links)
- On dealing with the unknown population minimum in parametric inference (Q6065675) (← links)
