The following pages link to (Q3762535):
Displayed 50 items.
- An Abel-Tauber theorem for partitions. II (Q1262339) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
- Limit theory for bilinear processes with heavy-tailed noise (Q1354837) (← links)
- On the domain of attraction of \(\exp (-\exp (-x))\) (Q1359704) (← links)
- Rates of convergence for bivariate extremes (Q1361808) (← links)
- Approximation to the expectation of a function of order statistics and its applications (Q1363014) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Censoring estimators of a positive tail index (Q1423070) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- Edgeworth expansion of densities of order statistics with fixed rank (Q1566037) (← links)
- The Edgeworth expansion for distributions of extreme values (Q1609656) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale (Q1679569) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Semi-heavy tails (Q1728122) (← links)
- Entire large solutions to semilinear elliptic equations with rapidly or regularly varying nonlinearities (Q1729179) (← links)
- Asymptotic formulae for solutions of half-linear differential equations (Q1732831) (← links)
- Blow-up rates of large solutions for infinity Laplace equations (Q1735078) (← links)
- Dirichlet series whose partial sums of coefficients have regular variation (Q1769181) (← links)
- Asymptotic expansions of densities of sums of random vectors without third moment (Q1871219) (← links)
- Self-similar communication models and very heavy tails. (Q1872493) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667) (← links)
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- \(K\)-record values and the extreme-value index (Q1890867) (← links)
- Tails of subordinated laws: The regularly varying case (Q1915829) (← links)
- Blow-up rate of the unique solution for a class of one-dimensional \(p\)-Laplacian equations (Q1926242) (← links)
- On robust tail index estimation (Q1927123) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- Weak limits for exploratory plots in the analysis of extremes (Q1940761) (← links)
- Trimmed Lévy processes and their extremal components (Q1986022) (← links)
- De Haan type increasing solutions of half-linear differential equations (Q2019095) (← links)
- Satisficing credibility for heterogeneous risks (Q2076853) (← links)
- Small counts in nested Karlin's occupancy scheme generated by discrete Weibull-like distributions (Q2080284) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval (Q2161485) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
- Asymptotics of decreasing solutions of coupled \(p\)-Laplacian systems in the framework of regular variation (Q2249397) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- On functions bounded by Karamata functions (Q2314503) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)