Introduction to extreme value theory: applications to risk analysis and management (Q2001261): Difference between revisions

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+Marie F. Kratz
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+Tail fitting for truncated and non-truncated Pareto-type distributions
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+A moment estimator for the index of an extreme-value distribution
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Multivariate extremes, aggregation and risk estimation
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+A simple general approach to inference about the tail of a distribution
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+Dependence Modeling with Copulas
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+Normex, a new method for evaluating the distribution of aggregated heavy tailed risks
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+The qq-estimator and heavy tails
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+Extremes and related properties of random sequences and processes
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+An introduction to copulas. Properties and applications
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