Pages that link to "Item:Q2345127"

The following pages link to Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework (Q2345127):

Displaying 21 items.

• On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
• Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
• Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
• Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis (Q2028591) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
• On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
• Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• Modeling panels of extremes (Q2686048) (← links)
• Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539) (← links)
• Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach (Q5049418) (← links)
• Strong convergence of multivariate maxima (Q5109504) (← links)
• Reference Priors for the Generalized Extreme Value Distribution (Q6092967) (← links)
• On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
• Empirical Bayes inference for the block maxima method (Q6565317) (← links)
• Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)
• Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)
• A likelihood for correlated extreme series (Q6626077) (← links)
• A note on statistical tests for homogeneities in multivariate extreme value models for block maxima (Q6626498) (← links)
• Extremal Random Forests (Q6651413) (← links)