Pages that link to "Item:Q1922069"
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The following pages link to Second-order regular variation and rates of convergence in extreme-value theory (Q1922069):
Displayed 23 items.
- Comparison between the rates of convergence of extremes under linear and under power normalization (Q451373) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
- Rates of convergence for bivariate extremes (Q1361808) (← links)
- On large deviation for extremes. (Q1423151) (← links)
- A note on the asymptotic normality of the ET method for extreme quantile estimation. (Q1423230) (← links)
- Edgeworth expansion of densities of order statistics with fixed rank (Q1566037) (← links)
- Comparison between two indicators for the variation regularity of tails of distributions (Q1600222) (← links)
- The Edgeworth expansion for distributions of extreme values (Q1609656) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II (Q2431884) (← links)
- Tail approximations to the density function in EVT (Q2463694) (← links)
- On the relative approximation error of the generalized Pareto approximation for a high quantile (Q2488436) (← links)
- REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS (Q2886960) (← links)
- On the Rate of Convergence of STSD Extremes (Q3015892) (← links)
- CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: <i>L<sub>P</sub></i> -APPROXIMABILITY VERSUS BROWNIAN MOTION (Q3181945) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Rate of convergence for the generalized Pareto approximation of the excesses (Q4454110) (← links)
- Convergence Rate of Extremes for the General Error Distribution (Q4933192) (← links)
- Weiss-Hill estimator (Q5952303) (← links)