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Adaptive probability weighted moments estimation

2014
In 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, 2022
Andy Cockburn   +4 more
openaire   +1 more source

An introduction to inverse probability of treatment weighting in observational research

CKJ: Clinical Kidney Journal, 2022
Nicholas C Chesnaye   +2 more
exaly  

Robust Inference Using Inverse Probability Weighting

Journal of the American Statistical Association, 2020
Xinwei Ma, Jingshen Wang
exaly  

Winning Probability Weighted Combined Portfolio

SSRN Electronic Journal, 2023
Zhenzhen Huang   +3 more
openaire   +1 more source

Probability weighting [PDF]

open access: possibleStata Technical Bulletin, 1993
openaire  

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