Pages that link to "Item:Q2499095"
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The following pages link to Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095):
Displaying 30 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)
- Procedure of test to compare the tail indices (Q904096) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- On large deviation for extremes. (Q1423151) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Spatial dependence and space-time trend in extreme events (Q2119218) (← links)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- On discrimination between classes of distribution tails (Q2314148) (← links)
- Penultimate approximations in statistics of extremes and reliability of large coherent systems (Q2340308) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
- Modeling extreme values of processes observed at irregular time steps: application to significant wave height (Q2453694) (← links)
- Tail approximations to the density function in EVT (Q2463694) (← links)
- On testing extreme value conditions (Q2463699) (← links)
- Weighted least squares estimation of the extreme value index (Q2493855) (← links)
- A class of distribution functions with less bias in extreme value estimation (Q2507705) (← links)
- On estimation of the scale and location parameters of distribution tails (Q2671952) (← links)
- ON THE PROBABILITY OF BEING MAXIMAL (Q2810365) (← links)
- AN URN MODEL FOR CASCADING FAILURES ON A LATTICE (Q4902487) (← links)
- Estimating the Mean of Heavy-tailed Distribution under Random Truncation (Q5071348) (← links)
- On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem (Q5074420) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data (Q6573852) (← links)
