Fighting the arch–enemy with mathematics‘
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Publication:3198768
DOI10.1111/J.1467-9574.1990.TB01526.XzbMATH Open0713.62104OpenAlexW2092911307MaRDI QIDQ3198768FDOQ3198768
Publication date: 1990
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9574.1990.tb01526.x
extreme value theorymoment estimatorPoisson point processesDelta reportlarge quantile estimationsafe height for the sea dikes
Cites Work
- Title not available (Why is that?)
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- Extremes and related properties of random sequences and processes
- Residual life time at great age
- Extremes and local dependence in stationary sequences
- The two-dimensional Poisson process and extremal processes
- Optimal choice of sample fraction in extreme-value estimation
- Sur la distribution limite du terme maximum d'une série aléatoire
- A moment estimator for the index of an extreme-value distribution
- Laws of large numbers for sums of extreme values
- On the estimation of the extreme-value index and large quantile estimation
- Limit theory for multivariate sample extremes
- The maximum term of uniformly mixing stationary processes
- Estimation of the Minimum of a Function Using Order Statistics
- On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
Cited In (15)
- On the distribution of tail array sums for strongly mixing stationary sequences
- On the maximal life span of humans
- Extending statistics of extremes to distributions varying in position and scale and the implications for race models
- An ENO-based method for second-order equations and application to the control of dike levels
- Long memory processes and fractional integration in econometrics
- An improved method for forecasting spare parts demand using extreme value theory
- Regular variation and probability: The early years
- Space-time trends and dependence of precipitation extremes in north-western Germany
- On optimising the estimation of high quantiles of a probability distribution
- Approximation of high quantiles from intermediate quantiles
- Extremes and regular variation
- Approximations to the tail empirical distribution function with application to testing extreme value conditions
- On tail trend detection: modeling relative risk
- Some aspects of extreme value statistics under serial dependence
- Parameter estimation of the generalized Pareto distribution. II
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