The following pages link to Jan Beirlant (Q175420):
Displayed 50 items.
- Item:Q175420 (redirect page) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Item:Q175420 (redirect page) (← links)
- Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
- Fitting tails affected by truncation (Q527112) (← links)
- Item:Q175420 (redirect page) (← links)
- Bahadur-Kiefer theorems for the product-limit process (Q749103) (← links)
- Item:Q175420 (redirect page) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Actuarial statistics with generalized linear mixed models (Q865610) (← links)
- Bias reduced tail estimation for censored Pareto type distributions (Q899640) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Higher order estimation at Lebesgue points (Q1029644) (← links)
- The empirical distribution function and strong laws for functions of order statistics of uniform spacings (Q1067714) (← links)
- The problem of stability in insurance mathematics (Q1105309) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Complete statistical ranking of populations, with tables and applications (Q1163857) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- Long run proportional hazards models of random censorship (Q1200013) (← links)
- A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform (Q1202313) (← links)
- Burr regression and portfolio segmentation (Q1282142) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation (Q1299433) (← links)
- Excess functions and estimation of the extreme-value index (Q1353412) (← links)
- Confidence bounds for discounted loss reserves. (Q1423361) (← links)
- Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (Q1423368) (← links)
- On exponential representations of log-spacings of extreme order statistics (Q1424676) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Tail index estimation and an exponential regression model (Q1582511) (← links)
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles. (Q1606460) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227) (← links)
- A non-linear mixed model approach for excess of loss benchmark rating (Q1707550) (← links)
- On the approximation of P-P and Q-Q plot processes by Brownian bridges (Q1812871) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- Divergence-type errors of smooth Barron-type density estimators. (Q1872861) (← links)
- The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
- On the asymptotic normality of \(L_ p\)-norms of empirical functionals (Q1900830) (← links)
- Maximal type test statistics based on conditional processes (Q1918455) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- Center-outward quantiles and the measurement of multivariate risk (Q2212163) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)