Pages that link to "Item:Q2137005"
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The following pages link to Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005):
Displaying 6 items.
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- Estimation of the conditional tail moment for Weibull-type distributions (Q6641040) (← links)
