Pages that link to "Item:Q1364752"
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The following pages link to On the estimation of extreme tail probabilities (Q1364752):
Displaying 13 items.
- Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution (Q424472) (← links)
- Robust test for detecting a signal in a high dimensional sparse normal vector (Q434546) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- Optimal asymptotic estimation of small exceedance probabilities (Q1600743) (← links)
- Parametric control charts (Q1878842) (← links)
- Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- On optimising the estimation of high quantiles of a probability distribution (Q4454284) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? (Q5389049) (← links)
- Asymptotic expansions of convolutions of regularly varying distributions (Q5694829) (← links)
