The following pages link to Residual life time at great age (Q1213242):
Displaying 50 items.
- Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio (Q122661) (← links)
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Universal behaviour of extreme value statistics for selected observables of dynamical systems (Q425192) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- Fiducial inference under nonparametric situations (Q449358) (← links)
- E-Bayesian estimation for the Lomax distribution based on type-II censored data (Q467090) (← links)
- The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133) (← links)
- Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach (Q543449) (← links)
- Conditional distribution of heavy tailed random variables on large deviations of their sum (Q544509) (← links)
- Representing the mean residual life in terms of the failure rate (Q597410) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Generalizing the Pareto to the log-Pareto model and statistical inference (Q626281) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Quasi-stationary distributions and Yaglom limits of self-similar Markov processes (Q713217) (← links)
- Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
- Remaining useful life in theory and practice (Q745344) (← links)
- Goodness-of-fit tests for additive mean residual life model under right censoring (Q746066) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Modelling the financial risk associated with U.S. Movie box office earnings (Q834289) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- Free extreme values (Q858990) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- A regional Bayesian POT model for flood frequency analysis (Q1001505) (← links)
- Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
- Statistics of extremes under random censoring (Q1002583) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- A two-step estimator of the extreme value index (Q1003330) (← links)
- From extended regular variation to regular variation with application in extreme value statis\-tics (Q1018349) (← links)
