Pages that link to "Item:Q1275940"

The following pages link to Second-order regular variation, convolution and the central limit theorem (Q1275940):

Displaying 31 items.

• Weak properties and robustness of t-Hill estimators (Q347146) (← links)
• The second-order version of Karamata's theorem with applications (Q385111) (← links)
• Tail asymptotic expansions for \(L\)-statistics (Q477271) (← 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)
• Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
• Extremal dependence analysis of network sessions (Q650747) (← 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)
• Risk concentration and diversification: second-order properties (Q659264) (← links)
• Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
• Tail index estimation, concentration and adaptivity (Q902214) (← links)
• Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
• Tail index estimation for dependent data (Q1296719) (← links)
• Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
• An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
• First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
• Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
• The closure property of 2RV under random sum (Q2251702) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
• Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
• On tail index estimation based on multivariate data (Q2811273) (← links)
• Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
• Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
• PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION (Q4902488) (← links)
• Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
• Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
• THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS (Q5416371) (← links)
• Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
• Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)