Pages that link to "Item:Q2463699"
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The following pages link to On testing extreme value conditions (Q2463699):
Displayed 14 items.
- A note on tail dependence regression (Q391808) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← 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)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- Are your data really Pareto distributed? (Q1673333) (← 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)
- Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic (Q2392724) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)