The following pages link to (Q5485944):
Displayed 50 items.
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Eigenvalue order statistics for random Schrödinger operators with doubly-exponential tails (Q906911) (← links)
- Discretization of distributions in the maximum domain of attraction (Q907279) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- The influence of sequential extremal processes on the partial sum process (Q907380) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- On the ergodicity and mixing of max-stable processes (Q947157) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- A test procedure for detecting super-heavy tails (Q958775) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Pitfalls in using Weibull tailed distributions (Q963894) (← links)
- Empirical likelihood method for intermediate quantiles (Q973189) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Multivariate extremes of generalized skew-normal distributions (Q1004275) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- Jackknife method for intermediate quantiles (Q1015887) (← links)
- From extended regular variation to regular variation with application in extreme value statis\-tics (Q1018349) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes (Q1617144) (← links)
- On the statistical properties and tail risk of violent conflicts (Q1619440) (← links)
- Beyond lognormal inequality: the Lorenz flow structure (Q1619806) (← links)
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Processes of \(r^{th}\) largest (Q1633429) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)