The following pages link to Testing extreme value conditions (Q1424668):
Displaying 21 items.
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
- Looking for max-semistability: a new test for the extreme value condition (Q546075) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Penultimate approximations in statistics of extremes and reliability of large coherent systems (Q2340308) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
- On testing extreme value conditions (Q2463699) (← links)
- Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095) (← links)
- A goodness-of-fit statistic for Pareto-type behaviour (Q2571221) (← links)
- On Tests for Distinguishing Distribution Tails (Q5163520) (← links)
- (Q5207092) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Ultimate 100-m world records through extreme-value theory (Q6573436) (← links)
