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Hurricane Loss Modeling and Extreme Quantile Estimation
Mapping Intimacies
◽
10.25148/etd.fi12041106
◽
2012
◽
Author(s):
Fan Yang
Keyword(s):
Quantile Estimation
◽
Extreme Quantile
◽
Loss Modeling
Download Full-text
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Cited By
References
Time-variant nonparametric extreme quantile estimation with application to US temperature data
South African Statistical Journal
◽
10.37920/sasj.2021.55.2.1
◽
2021
◽
Vol 55
(2)
◽
pp. 87-108
Author(s):
Mohammed Chowdhury
◽
Bogdan Gadidov
◽
Linh Le
◽
Yan Wang
◽
Lewis VanBrackle
Keyword(s):
Temperature Data
◽
Quantile Estimation
◽
Extreme Quantile
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Extreme quantile estimation for dependent data, with applications to finance
Bernoulli
◽
10.3150/bj/1066223272
◽
2003
◽
Vol 9
(4)
◽
pp. 617-657
◽
Cited By ~ 72
Author(s):
Holger Drees
Keyword(s):
Quantile Estimation
◽
Dependent Data
◽
Extreme Quantile
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Extreme quantile estimation forβ-mixing time series and applications
Insurance Mathematics and Economics
◽
10.1016/j.insmatheco.2018.09.004
◽
2018
◽
Vol 83
◽
pp. 59-74
Author(s):
Valérie Chavez-Demoulin
◽
Armelle Guillou
Keyword(s):
Time Series
◽
Mixing Time
◽
Quantile Estimation
◽
Extreme Quantile
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Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models
Naval Research Logistics (NRL)
◽
10.1002/nav.21938
◽
2020
◽
Vol 67
(7)
◽
pp. 524-547
Author(s):
Qiyun Pan
◽
Eunshin Byon
◽
Young Myoung Ko
◽
Henry Lam
Keyword(s):
Importance Sampling
◽
Computer Models
◽
Black Box
◽
Quantile Estimation
◽
Adaptive Importance Sampling
◽
Extreme Quantile
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Extreme quantile estimation from censored sample using partial cross-entropy and fractional partial probability weighted moments
Structural Safety
◽
10.1016/j.strusafe.2008.03.002
◽
2009
◽
Vol 31
(1)
◽
pp. 43-54
◽
Cited By ~ 5
Author(s):
Jian Deng
◽
M.D. Pandey
◽
Desheng Gu
Keyword(s):
Quantile Estimation
◽
Cross Entropy
◽
Extreme Quantile
◽
Probability Weighted Moments
◽
Partial Probability
◽
Censored Sample
Download Full-text
Extreme Quantile Estimation Based on the Tail Single-index Model
Statistica Sinica
◽
10.5705/ss.202020.0051
◽
2022
◽
Author(s):
Wen Xu
◽
Huixia Judy Wang
◽
Deyuan Li
Keyword(s):
Quantile Estimation
◽
Extreme Quantile
◽
Single Index
◽
Index Model
◽
Single Index Model
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Tail dimension reduction for extreme quantile estimation
Extremes
◽
10.1007/s10687-017-0300-x
◽
2017
◽
Vol 21
(1)
◽
pp. 57-95
◽
Cited By ~ 1
Author(s):
Laurent Gardes
Keyword(s):
Dimension Reduction
◽
Quantile Estimation
◽
Extreme Quantile
Download Full-text
Improving extreme quantile estimation via a folding procedure
Journal of Statistical Planning and Inference
◽
10.1016/j.jspi.2010.01.007
◽
2010
◽
Vol 140
(7)
◽
pp. 1775-1787
◽
Cited By ~ 2
Author(s):
Alexandre You
◽
Ulrike Schneider
◽
Armelle Guillou
◽
Philippe Naveau
Keyword(s):
Quantile Estimation
◽
Extreme Quantile
Download Full-text
A matching prior for extreme quantile estimation of the generalized Pareto distribution
Journal of Statistical Planning and Inference
◽
10.1016/j.jspi.2009.12.012
◽
2010
◽
Vol 140
(6)
◽
pp. 1513-1518
◽
Cited By ~ 4
Author(s):
Kwok-Wah Ho
Keyword(s):
Pareto Distribution
◽
Generalized Pareto Distribution
◽
Quantile Estimation
◽
Extreme Quantile
◽
Generalized Pareto
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Uncertainty Quantification for Extreme Quantile Estimation With Stochastic Computer Models
IEEE Transactions on Reliability
◽
10.1109/tr.2020.2980448
◽
2020
◽
pp. 1-12
◽
Cited By ~ 1
Author(s):
Qiyun Pan
◽
Young Myoung Ko
◽
Eunshin Byon
Keyword(s):
Uncertainty Quantification
◽
Computer Models
◽
Quantile Estimation
◽
Extreme Quantile
Download Full-text
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