Pages that link to "Item:Q2338927"
From MaRDI portal
The following pages link to On the block maxima method in extreme value theory: PWM estimators (Q2338927):
Displayed 24 items.
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- The coupling method in extreme value theory (Q2040094) (← links)
- Robust detection of abnormality in highly corrupted medical images (Q2074290) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (Q2203431) (← links)
- Estimation of tail probabilities by repeated augmented reality (Q2241522) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
- Heavy tail index estimation based on block order statistics (Q5036864) (← links)
- Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach (Q5049418) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Tail inference using extreme U-statistics (Q6158215) (← links)
- On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
