Pages that link to "Item:Q1970487"
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The following pages link to Estimating the probability of a rare event (Q1970487):
Displayed 12 items.
- 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)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Asymptotic normality of extreme value estimators on \(C[0,1]\) (Q2493560) (← links)