The following pages link to (Q5485944):
Displayed 50 items.
- The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
- On almost sure max-limit theorems of complete and incomplete samples from stationary sequences (Q475743) (← links)
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis (Q483520) (← links)
- Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model (Q485704) (← links)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions (Q488101) (← links)
- Extreme values for characteristic radii of a Poisson-Voronoi tessellation (Q488103) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- The Poisson aggregation process (Q509201) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Convergence properties of Kemp's \(q\)-binomial distribution (Q541770) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- The expected payoff to Internet auctions (Q626292) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- Asymptotics of the convex hull of spherically symmetric samples (Q629359) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Correlations between record events in sequences of random variables with a linear trend (Q648139) (← links)
- Probability boxes on totally preordered spaces for multivariate modelling (Q648357) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← links)
- Dispersion models for extremes (Q650741) (← links)