Pages that link to "Item:Q2499095"
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The following pages link to Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095):
Displaying 8 items.
- Looking for max-semistability: a new test for the extreme value condition (Q546075) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Procedure of test to compare the tail indices (Q904096) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
