Keywords: شاخص ارزش افراطی; Extreme value index; Pareto-type; Tail estimation; Random censoring; Bias reduction;
مقالات ISI شاخص ارزش افراطی (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: شاخص ارزش افراطی; 60F17; 62G30; 62G32; 62P05; Extreme value index; Heavy-tails; Kernel estimation; Product-limit estimator; Random truncation;
Keywords: شاخص ارزش افراطی; Autoregressive moving-average model; Change point; Extreme value index; Peaks-over-threshold; Residual
Extreme quantile estimation for β-mixing time series and applications
Keywords: شاخص ارزش افراطی; C130; Asymptotic normality; β-mixing; Extreme value index; GARCH models; High quantile; Return level; Value-at-Risk;
Detecting influential data points for the Hill estimator in Pareto-type distributions
Keywords: شاخص ارزش افراطی; Pareto-type distribution; Extreme value index; Tail index estimation; Influential data points; Robustness
Regularization of nonparametric frontier estimators
Keywords: شاخص ارزش افراطی; Production function; Free Disposal Hull; Nonparametric frontier; Robust estimation; Extreme value index;
Semi-parametric tail inference through probability-weighted moments
Keywords: شاخص ارزش افراطی; Heavy tails; Extreme value index; First order scale parameter; Semi-parametric estimation; Statistics of extremes;
The extent of the maximum likelihood estimator for the extreme value index
Keywords: شاخص ارزش افراطی; primary, 62G05Maximum likelihood; Extreme value index; Asymptotic normality
Asymptotic expansions for the location invariant moment-type estimator
Keywords: شاخص ارزش افراطی; Primary 62G32; Secondary 65C05; Asymptotic expansion; Asymptotic normality; Consistency; Extreme value index;
Jackknife method for intermediate quantiles
Keywords: شاخص ارزش افراطی; Coverage probability; Extreme value index; Intermediate quantile; Jackknife;
Maximum likelihood estimation of extreme value index for irregular cases
Keywords: شاخص ارزش افراطی; 62E20; 62F12Endpoint; Extreme value index; Generalized Pareto distribution; Stable law
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
Keywords: شاخص ارزش افراطی; Bias reduction; Hill estimator; Extended Pareto distribution; Extreme value index; Heavy tails; Regular variation; Tail empirical process; Tail probability; Weissman probability estimator
Existence and consistency of the maximum likelihood estimator for the extreme value index
Keywords: شاخص ارزش افراطی; 62G05Consistency; Extreme value condition; Extreme value index; Maximum likelihood estimator
Asymptotic comparison of the mixed moment and classical extreme value index estimators
Keywords: شاخص ارزش افراطی; Statistics of extremes; Semi-parametric estimation; Extreme value index; Asymptotic theory.;
Scoring research output using statistical quantile plotting
Keywords: شاخص ارزش افراطی; Quantile plots; Standardizing; Normal quantile plot; Pareto quantile plot; Extreme value index
Weighted least squares estimation of the extreme value index
Keywords: شاخص ارزش افراطی; 62G32; secondary 60G70; Extreme value index; Least squares estimator; Hill estimator;
A goodness-of-fit statistic for Pareto-type behaviour
Keywords: شاخص ارزش افراطی; Extreme value index; Pareto quantile plot; Jackson statistic; Exponential quantile plot
A functional law of the iterated logarithm for kernel-type estimators of the tail index
Keywords: شاخص ارزش افراطی; primary 60G70; 62E20; secondary 60F15; 60F17; Hill estimator; Extreme value index; Tail quantile process; Strong consistency; Functional laws of the iterated logarithm;
High quantile estimation for heavy-tailed distributions
Keywords: شاخص ارزش افراطی; Heavy-tailed distribution; High quantile; Extreme value index; Bootstrap; Web-traffic data;
Generalized Pickands estimators for the extreme value index
Keywords: شاخص ارزش افراطی; primary 62Â GÂ 32; secondary 62Â GÂ 05; 62Â GÂ 20; Pickands estimator; Extreme value index; Generalized Pareto distribution; Threshold exceedances; Second-order regular variation; Tail quantile function;