Pages that link to "Item:Q1076412"
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The following pages link to The continuous and differentiable domains of attraction of the extreme value distributions (Q1076412):
Displaying 17 items.
- The impact of competition on prices with numerous firms (Q308600) (← links)
- Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- A note on the inverse bootstrap process for large quantiles (Q803688) (← links)
- Restricted domains of attraction of \(\exp (-e^{-x})\) (Q1092501) (← links)
- When are intermediate processes of the same stochastic order? (Q1096283) (← links)
- Weak convergence of the remainder term in the Bahadur representation of extreme quantiles (Q1263181) (← links)
- Convergence rate for density of maximum of independent random variables (Q1382861) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- A Bayesian approach to extended models for exceedance (Q1705548) (← links)
- Improved inference on risk measures for univariate extremes (Q2170408) (← links)
- Tail approximations to the density function in EVT (Q2463694) (← links)
- Condition for convergence of maxima of random triangular arrays (Q2488438) (← links)
- The maximum domain of attraction of multivariate extreme value distributions is small (Q2679648) (← links)
- ON THE PROBABILITY OF BEING MAXIMAL (Q2810365) (← links)
- Domains of attraction of multivariate extreme-value distributions (Q4355365) (← links)
- Information-theoretic convergence of extreme values to the Gumbel distribution (Q6198975) (← links)
