Pages that link to "Item:Q4454110"
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The following pages link to Rate of convergence for the generalized Pareto approximation of the excesses (Q4454110):
Displayed 8 items.
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Penultimate approximations in statistics of extremes and reliability of large coherent systems (Q2340308) (← links)
- Coupon collector's problem and generalized Pareto distributions (Q2431578) (← links)
- On the relative approximation error of the generalized Pareto approximation for a high quantile (Q2488436) (← links)
- Penultimate approximation for the distribution of the excesses (Q4534858) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)