The following pages link to (Q5303074):
Displaying 11 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
- Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data (Q478227) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Multidimensional extremal dependence coefficients (Q680461) (← links)
- Estimating the closed skew-normal distribution parameters using weighted moments (Q731937) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- On the block maxima method in extreme value theory: PWM estimators (Q2338927) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- Penalized likelihood approach for the four-parameter kappa distribution (Q5073421) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
