The following pages link to (Q5421906):
Displaying 50 items.
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction (Q451422) (← links)
- The complex variable fast multipole boundary element method for the analysis of strongly inhomogeneous media (Q463498) (← links)
- The Poisson aggregation process (Q509201) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- Asymptotics of the convex hull of spherically symmetric samples (Q629359) (← links)
- A generalization of the adaptive rejection sampling algorithm (Q637995) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Some unified characterization results on the generalized Pareto distributions based on generalized order statistics (Q715509) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- A pentatonic classification of extreme events (Q728402) (← links)
- A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities (Q729583) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- A flexible extreme value mixture model (Q901607) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- A LAN based Neyman smooth test for Pareto distributions (Q935416) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- Beyond lognormal inequality: the Lorenz flow structure (Q1619806) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Emergence of a core-periphery structure in a simple dynamic model of the interbank market (Q1624023) (← links)
- Benford's law: a Poisson perspective (Q1673058) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- On extremes of two-dimensional Student-\(t\) distribution of the Marshall-Olkin type (Q1790532) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria (Q2010376) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Towards a general theory of extremes for observables of chaotic dynamical systems (Q2016546) (← links)
