The following pages link to (Q3002175):
Displaying 10 items.
- The limit theorem for maximum of partial sums of exchangeable random variables (Q334084) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- On extremal indices greater than one for a scheme of series (Q1728114) (← links)
- Poisson approximation with applications to stochastic geometry (Q2076617) (← links)
- Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations (Q2121086) (← links)
- The possibility of existence of extremal indices exceeding one (Q2674653) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem (Q5074420) (← links)
