The following pages link to (Q3762535):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Asymptotic behavior of boundary blow-up solutions to elliptic equations (Q286418) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- Blow-up rate of the unique solution for a class of one-dimensional equations with a weakly superlinear nonlinearity (Q343197) (← links)
- The extended gamma class and applications (Q360447) (← links)
- Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
- The convergence rate for the normal approximation of extreme sums (Q419884) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- Intuitive approximations in discrete renewal theory. 1: Regularly varying case (Q491696) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Large solution to nonlinear elliptic equation with nonlinear gradient terms (Q641007) (← links)
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Asymptotic behavior of large solutions to \(p\)-Laplacian of Bieberbach-Rademacher type (Q732609) (← links)
- Random sums of random variables and vectors: including infinite means and unequal length sums (Q746983) (← links)
- Log-fractional stable processes (Q750003) (← links)
- On the domain of attraction of an operator between supremum and sum (Q756265) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Regular variation and probability: The early years (Q859895) (← links)
- Subexponential distribution functions in \(R^{d}\) (Q876848) (← links)
- On the max-domain of attractions of bivariate elliptical arrays (Q881411) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- On the tail index of a heavy tailed distribution (Q904090) (← links)
- Asymptotic boundary estimates to infinity Laplace equations with \(\Gamma\)-varying nonlinearity (Q905934) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Classes of sequences of real numbers, games and selection properties (Q958501) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior (Q1026370) (← links)
- The story of majorizability as Karamata's condition of convergence for Abel summable series (Q1045851) (← links)
- Asymptotic behavior of large solution for boundary blowup problems with non-linear gradient terms (Q1049323) (← links)
- Regular variation on measure chains (Q1049523) (← links)
- The index of the outstanding observation among n independent ones (Q1098189) (← links)
- Asymptotically balanced functions and the asymptotic behaviour of the complementary function and the Laplace transform (Q1122012) (← links)
- Second order tail behaviour of a subordinated probability distribution (Q1190174) (← links)