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