Pages that link to "Item:Q1609656"
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The following pages link to The Edgeworth expansion for distributions of extreme values (Q1609656):
Displaying 14 items.
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- On large deviation for extremes. (Q1423151) (← links)
- Convergence rate of extremes from Maxwell sample (Q2250399) (← links)
- General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II (Q2431884) (← links)
- Rates of convergence of extreme for asymmetric normal distribution (Q2444392) (← links)
- A survey on semi-tensor product of matrices (Q2461356) (← links)
- Tail approximations to the density function in EVT (Q2463694) (← links)
- Asymptotic normality of extreme value estimators on \(C[0,1]\) (Q2493560) (← links)
- Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095) (← links)
- A class of distribution functions with less bias in extreme value estimation (Q2507705) (← links)
- General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I (Q2581249) (← links)
- The estimation of parameters for the tapered Pareto distribution from incomplete data (Q2674417) (← links)
- On the Rate of Convergence of STSD Extremes (Q3015892) (← links)
- On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem (Q5074420) (← links)
