The following pages link to Fu-ming Lin (Q1989868):
Displaying 20 items.
- (Q289966) (redirect page) (← links)
- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications (Q289967) (← links)
- Some distributional limit theorems for the maxima of Gaussian vector sequences (Q356193) (← links)
- Almost sure limit theorems for the maxima of some strongly dependent Gaussian sequences (Q651538) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences (Q1038958) (← links)
- Limit theorems for supremum of Gaussian processes over a random interval (Q1989869) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- Limit properties of exceedance point processes of strongly dependent normal sequences (Q2262003) (← links)
- Tail Behavior and Extremes of Short-Tailed Symmetric Distribution (Q2786270) (← links)
- CONVERGENCE RATE OF EXTREMES FOR THE GENERALIZED SHORT-TAILED SYMMETRIC DISTRIBUTION (Q2828689) (← links)
- A General Version of the Short-Tailed Symmetric Distribution (Q2920022) (← links)
- On the Rate of Convergence of STSD Extremes (Q3015892) (← links)
- (Q3385072) (← links)
- SECOND ORDER REGULAR VARIATION AND ITS APPLICATIONS TO RATES OF CONVERGENCE IN EXTREME-VALUE DISTRIBUTION (Q3514083) (← links)
- Convergence Rate of Extremes for the General Error Distribution (Q4933192) (← links)
- A new method of testing for a unit root in the INAR(1) model based on variances (Q5042176) (← links)
- The \(k\)th power expectile estimation and testing (Q6640982) (← links)
- Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error (Q6654881) (← links)
- Estimation of value-at-risk by \(L^p\) quantile regression (Q6664136) (← links)
