Pages that link to "Item:Q1283921"
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The following pages link to Extreme values in FGM random sequences (Q1283921):
Displaying 12 items.
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- On the convergence rates of kernel estimator and hazard estimator for widely dependent samples (Q824505) (← links)
- Stability of expected \(L\)-statistics against weak dependence of observations (Q900550) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Maxima and minima of complete and incomplete stationary sequences (Q2811101) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
- Kernel density estimation under negative superadditive dependence and its application for real data (Q5107461) (← links)
- Asymptotic results for FGM random sequences (Q5953885) (← links)
