Pages that link to "Item:Q1018349"

The following pages link to From extended regular variation to regular variation with application in extreme value statis\-tics (Q1018349):

Displayed 4 items.

• Second order regular variation and conditional tail expectation of multiple risks (Q654832) ‎ (← links)
• Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) ‎ (← links)
• Detecting finiteness in the right endpoint of light-tailed distributions (Q2267625) ‎ (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) ‎ (← links)