Pages that link to "Item:Q913399"
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The following pages link to On the estimation of the extreme-value index and large quantile estimation (Q913399):
Displaying 50 items.
- Approximate moments of extremes (Q265132) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- The extended gamma class and applications (Q360447) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Identification of mixture models using support variations (Q496146) (← links)
- Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Frontier estimation and extreme value theory (Q627286) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- A note on estimation of percentiles and reliability in the extreme-value distribution (Q796199) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Empirical likelihood method for intermediate quantiles (Q973189) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Jackknife method for intermediate quantiles (Q1015887) (← links)
- Higher order estimation at Lebesgue points (Q1029644) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- Asymptotic expansions for the distribution functions of Pickands-type estimators (Q1267311) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions (Q1332869) (← links)
- Estimating parameters of an extreme value distribution by the method of moments (Q1333101) (← links)
- Excess functions and estimation of the extreme-value index (Q1353412) (← links)
- Approximation to the expectation of a function of order statistics and its applications (Q1363014) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- A new extreme quantile estimator for heavy-tailed distributions (Q1433394) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Parametric control charts (Q1878842) (← links)
- Extreme quantiles estimation for actuarial applications (Q1887025) (← links)
- The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
- \(K\)-record values and the extreme-value index (Q1890867) (← links)
- Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873) (← links)
- Large quantile estimation in a multivariate setting (Q1893362) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
- On testing the extreme value index via the POT-method (Q1922377) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- Almost sure convergence of extreme order statistics (Q1951991) (← links)
