Pages that link to "Item:Q2653198"
From MaRDI portal
The following pages link to Sur la distribution limite du terme maximum d'une série aléatoire (Q2653198):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Approximate moments of extremes (Q265132) (← links)
- On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions (Q297434) (← links)
- The impact of competition on prices with numerous firms (Q308600) (← links)
- On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow (Q336149) (← links)
- Extreme residuals in regression model. Minimax approach (Q340788) (← links)
- Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
- Justifying the Gompertz curve of mortality via the generalized Polya process of shocks (Q341993) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- A multivariate Gnedenko law of large numbers (Q378786) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
- Universal behaviour of extreme value statistics for selected observables of dynamical systems (Q425192) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Limit relations for records with confirmation (Q471557) (← links)
- On almost sure max-limit theorems of complete and incomplete samples from stationary sequences (Q475743) (← links)
- Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (Q479487) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Approximate and generalized pivotal quantities for deriving confidence intervals for the offset between two clocks (Q537355) (← links)
- Statistical downscaling of extreme precipitation events using extreme value theory (Q549636) (← links)
- Extreme value limit laws in the nonidentically distributed case (Q578786) (← links)
- Optimal stopping for extremal processes (Q595267) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- The generalized FGM distribution and its application to stereology of extremes. (Q622872) (← links)
- The spectral edge of some random band matrices (Q624933) (← links)
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Numerical convergence of the block-maxima approach to the generalized extreme value distribution (Q658475) (← links)
- Extending statistics of extremes to distributions varying in position and scale and the implications for race models (Q701130) (← links)
- Limit theorems for intermediate and central order statistics under nonlinear normalization (Q710818) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
- A connection between extreme value theory and long time approximation of SDEs (Q734653) (← links)
- Complete stability of large order statistics (Q751115) (← links)
- Convergence of distributions of extremal independent random variables (Q751699) (← links)
- On the domain of attraction of an operator between supremum and sum (Q756265) (← links)
