The following pages link to (Q4324958):
Displaying 50 items.
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (Q267891) (← links)
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications (Q289967) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Limit experiments of GARCH (Q408085) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- A formula for the tail probability of a multivariate normal distribution and its applications (Q700147) (← links)
- Conditional limiting distribution of type III elliptical random vectors (Q864269) (← links)
- Extremes of independent Gaussian processes (Q906611) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- On Rényi information for ergodic diffusion processes (Q1007843) (← links)
- Extreme values in FGM random sequences (Q1283921) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- On the number of near-maximum insurance claim under dependence. (Q1413382) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution (Q1779668) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- A characterization of the rate of convergence in bivariate extreme value models (Q1871292) (← links)
- On multivariate Gaussian tails (Q1881414) (← links)
- Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima (Q1907890) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
- On testing the extreme value index via the POT-method (Q1922377) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Testing for a generalized Pareto process (Q1950879) (← links)
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev (Q1962202) (← links)
- On the loss of information due to nonrandom truncation (Q1969721) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- Extremes of order statistics of stationary processes (Q2351812) (← links)
- Limit distributions of upper order statistics for families of multivariate distributions (Q2463686) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Condition for convergence of maxima of random triangular arrays (Q2488438) (← links)
- On rates of uniform convergence of lower extreme generalized order statistics (Q2488460) (← links)
- Spatial extremes: models for the stationary case (Q2493550) (← links)
- Second-order expansion for the maximum of some stationary Gaussian sequences. (Q2574643) (← links)
- Multiple maxima in multivariate samples (Q2575552) (← links)
- Local asymptotic normality of intermediate and central order statistics (Q4214013) (← links)
- Extreme value statistics and wind storm losses: A case study (Q4248562) (← links)
- Estimating a Stability Parameter: Asymptotics and Simulations (Q4379703) (← links)
