The following pages link to (Q5485944):
Displayed 50 items.
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Dependence structure of risk factors and diversification effects (Q659262) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Extremal theory for spectrum of random discrete Schrödinger operator. II. Distributions with heavy tails (Q664570) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Quasi-stationary distributions and Yaglom limits of self-similar Markov processes (Q713217) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Eigenvectors of random matrices: A survey (Q739397) (← links)
- A general study of extremes of stationary tessellations with examples (Q740189) (← links)
- On the modeling of size distributions when technologies are complex (Q744994) (← links)
- Exceedance probability of the integral of a stochastic process (Q764493) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Decomposability for stable processes (Q765892) (← links)
- Sojourn times and the fragility index (Q765893) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Causal discovery in heavy-tailed models (Q820829) (← links)
- Efficient likelihood-based inference for the generalized Pareto distribution (Q825059) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Size-biased permutation of a finite sequence with independent and identically distributed terms (Q888490) (← links)
- Bridging centrality and extremity: refining empirical data depth using extreme value statistics (Q892256) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
- A Lynden-Bell integral estimator for extremes of randomly truncated data (Q899645) (← links)
- New results for tails of probability distributions according to their asymptotic decay (Q899659) (← links)
- Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Bias reduction for endpoint estimation (Q906625) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)