Pages that link to "Item:Q914280"
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The following pages link to A moment estimator for the index of an extreme-value distribution (Q914280):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Properties of Hill's estimator of extreme value index for impure samples (Q263308) (← links)
- Approximate moments of extremes (Q265132) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- On an improvement of Hill and some other estimators (Q383679) (← links)
- Several modifications of DPR estimator of the tail index (Q392751) (← links)
- Asymptotic properties of generalized DPR statistic (Q392996) (← links)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- On tail index estimation using a sample with missing observations (Q433581) (← links)
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (Q479487) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
- A class of new tail index estimators (Q520570) (← 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)
- Consistent estimation of the tail index for dependent data (Q613172) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Frontier estimation and extreme value theory (Q627286) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Change point test for tail index for dependent data (Q649099) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- Local empirical processes near boundaries of convex bodies (Q734397) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Exceedance probability of the integral of a stochastic process (Q764493) (← links)
- Leader nodes in communities for information spreading (Q832130) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Moment-based tail index estimation (Q872094) (← links)
- Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Bridging centrality and extremity: refining empirical data depth using extreme value statistics (Q892256) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
