On monitoring financial stress index with extreme value theory (Q2873014): Difference between revisions

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+https://doi.org/10.1080/14697681003792229
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+W2079030356
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+Residual life time at great age
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+A moment estimator for the index of an extreme-value distribution
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+Extreme Value Theory as a Risk Management Tool
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+A simple general approach to inference about the tail of a distribution
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+Mixtures of tails in clustered automobile collision claims
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+Statistical inference using extreme order statistics
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+On SPC for Short Run Autocorrelated Data
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+A Modified Quantile Estimator Using Extreme-Value Theory with Applications
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