The following pages link to (Q4345873):
Displaying 49 items.
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables (Q325016) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Generalizing the Pareto to the log-Pareto model and statistical inference (Q626281) (← links)
- Some notes on extremal discriminant analysis (Q642227) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204) (← links)
- Modelling the financial risk associated with U.S. Movie box office earnings (Q834289) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- Free extreme values (Q858990) (← links)
- 3D extreme value analysis for stock return, interest rate and speed of mean reversion (Q896795) (← links)
- A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
- Statistics of extremes under random censoring (Q1002583) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- Extreme market risk and extreme value theory (Q2227458) (← links)
- Look-ahead strategies for dynamic pickup and delivery problems (Q2379663) (← links)
- A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Knowledge Elicitation of Gompertz' Law of Mortality (Q2739862) (← links)
- Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions (Q3155337) (← links)
- Volatilities analysis of first-passage time and first-return time on a small-world scale-free network (Q3302544) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Estimating Oil Price Value at Risk Using Belief Functions (Q4558859) (← links)
- Correcting Certain Estimation Methods for the Generalized Pareto Distribution (Q4596171) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death (Q5379234) (← links)
- Extreme value analysis within a parametric outlier detection framework (Q5430347) (← links)
- Entropy of sharp restart (Q5879060) (← links)
- Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045) (← links)
- Cramér-Lundberg model for some classes of extremal Markov sequences (Q6054049) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
- An entropy-based validation of threshold selection technique for extreme value analysis and risk assessment (Q6634972) (← links)
