Pages that link to "Item:Q1970487"

The following pages link to Estimating the probability of a rare event (Q1970487):

Displaying 22 items.

• Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
• A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
• Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
• Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
• On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
• Bootstrap approximation of tail dependence function (Q943615) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
• Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
• Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
• Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
• On convergence toward an extreme value distribution in \(C[0,1]\) (Q1872195) (← links)
• Parametric control charts (Q1878842) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• On discrimination between classes of distribution tails (Q2314148) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• Estimating failure probabilities (Q2348732) (← links)
• Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
• Asymptotic normality of extreme value estimators on \(C[0,1]\) (Q2493560) (← links)
• On estimation of the scale and location parameters of distribution tails (Q2671952) (← links)
• Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
• (Q5226051) (← links)