scientific article; zbMATH DE number 3359478

Cited in

(only showing first 100 items - show all)

Estimation of bivariate excess probabilities for elliptical models
Statistics of extremes under random censoring
Asymptotic properties of type I elliptical random vectors
Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
It was 30 years ago today when Laurens de Haan went the multivariate way
Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
A theorem of Galambos-Bojanić-Seneta type
A few remarks on divergent sequences: rates of divergence
Sojourns and extremes of Fourier sums and series with random coefficients
What portion of the sample makes a partial sum asymptotically stable or normal?
Sequential estimation of the minimum of a random variable
Convolution tails, product tails and domains of attraction
Dominated variation and related concepts and Tauberian theorems for Laplace transforms
On a theorem in entire function theory and its application in probability theory
The structure of the class of subexponential distributions
Estimation of the extreme value and the extreme points
New results for the Brown-Proschan model of imperfect repair
Restricted domains of attraction of \(\exp (-e^{-x})\)
Bivariate CDF iterations and asymptotic independence
Riesz means and self-neglecting functions
Minimal spacings of non-uniform densities
Spectral conditions for local nondeterminism
Some properties of multivariate extreme value distributions and multivariate tail equivalence
Joint stable attraction of two sums of products
An Abelian theorem for a general class of Mellin-type integral transforms
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Asymptotic behaviour of reliability functions
A note on the asymptotic normality of sums of extreme values
Generating the maximum of independent identically distributed random variables
Maximum and minimum of one-dimensional diffusions
Asymptotic behaviour of integral functions connected with an infinite convolution of exponential densities for small values of the argument
Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
Multivariate subexponential distributions
Limiting distribution of the maximal spacing when the density function admits a positive minimum
Modeling large claims in non-life insurance
On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings
Limit properties of Luce's choice theory
Tauberian theorems for limitation methods admitting a central limit theorem
Convergence in distribution of quotients of order statistics
On the convergence of cardinal logarithmic splines
Weak convergence with random indices
Ergodic potential
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
Subexponential distributions and characterizations of related classes
Transformations in functional iterated logarithm laws and regular variation
Stationary self-similar extremal processes
max-infinitely divisible and max-stable sample continuous processes
On continuation of max-stable laws
On the bootstrap and the moving block bootstrap for the maximum of a stationary process
A tail bootstrap procedure for estimating the tail Pareto-index
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
Radial symmetry of positive solutions of nonlinear elliptic equations
Income distribution, Pareto laws and regular variation
On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
Does asymptotic linearity of the regression extend to stable domains of attraction?
On max domains of attraction of univariate p-max stable laws
Convergence criteria for maxima with regularly varying normalizing constants
A unified criterion for the local uniform convergence of the density of the maximum
The rank of the present excursion
On the domain of attraction of \(\exp (-\exp (-x))\)
Bootstrapping the renewal spacings processes
Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics
Confidence intervals for endpoints of a c.d.f. via bootstrap
Approximation to the expectation of a function of order statistics and its applications
Large deviations results for subexponential tails, with applications to insurance risk
On the continuation of the limit distributions of the extreme and central terms of a sample
Maxima with random indexes
Strong approximation of maxima by extremal processes
Chover-type laws of the iterated logarithm for weighted sums.
Edgeworth expansion of densities of order statistics with fixed rank
Differences of slowly varying functions
Asymptotic behavior for iterated functions of random variables
Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions
The Edgeworth expansion for distributions of extreme values
Small-sample one-sided testing in extreme value regression models
Box-Cox symmetric distributions and applications to nutritional data
Karamata functions and differential equations: achievements from the 20th century
Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
Additivity, subadditivity and linearity: automatic continuity and quantifier weakening
Simple tail index estimation for dependent and heterogeneous data with missing values
Asymptotic formulae for solutions of half-linear differential equations
Price of anarchy for highly congested routing games in parallel networks
Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
Selecting the optimal sample fraction in univariate extreme value estimation
The maximum size of the planar sections of random spheres and its application to metallurgy
Another characterization of the type I extreme value distribution
Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution
Consistency for least squares regression estimators with infinite variance data
Quantifying closeness of distributions of sums and maxima when tails are fat
Equivalence classes of regularly varying functions
Continuation theorems of the extremes under power normalization
On limit reliability functions of large multi-state systems with ageing components
A note on random permutations and extreme value distributions
A class of asymptotically unbiased semi-parametric estimators of the tail index.
The logarithmic average of sample extremes is asymptotically normal.
A strong invariance principle for the logarithmic average of sample maxima.
Extremes and clustering of nonstationary max-AR(1) sequences
Weak limiting behaviour of a simple tail Pareto-index estimator

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5633348)