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Adaptive probability weighted moments estimation
2014In this paper, we make use of probability weighted moments of largest observations, in order to build classes of estimators of the extreme value index, the primary parameter in statistics of extremes. Due to the speci city of the estimators, we propose the use of bootstrap computer intensive methods for an adaptive choice of the optimal number of order
Gomes, M. I., Caeiro, F.
openaire +1 more source
Probability Weighting in Interactive Decisions
CHI Conference on Human Factors in Computing Systems, 2022Andy Cockburn +4 more
openaire +1 more source
An introduction to inverse probability of treatment weighting in observational research
CKJ: Clinical Kidney Journal, 2022Nicholas C Chesnaye +2 more
exaly
Robust Inference Using Inverse Probability Weighting
Journal of the American Statistical Association, 2020Xinwei Ma, Jingshen Wang
exaly
Winning Probability Weighted Combined Portfolio
SSRN Electronic Journal, 2023Zhenzhen Huang +3 more
openaire +1 more source
A Parameter-Free Elicitation of the Probability Weighting Function in Medical Decision Analysis
Management Science, 2000Han Bleichrodt
exaly

