The following pages link to (Q5485944):
Displayed 50 items.
- Convergence properties of Kemp's \(q\)-binomial distribution (Q541770) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- The expected payoff to Internet auctions (Q626292) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- Asymptotics of the convex hull of spherically symmetric samples (Q629359) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Correlations between record events in sequences of random variables with a linear trend (Q648139) (← links)
- Probability boxes on totally preordered spaces for multivariate modelling (Q648357) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Dependence structure of risk factors and diversification effects (Q659262) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Extremal theory for spectrum of random discrete Schrödinger operator. II. Distributions with heavy tails (Q664570) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Exceedance probability of the integral of a stochastic process (Q764493) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Decomposability for stable processes (Q765892) (← links)
- Sojourn times and the fragility index (Q765893) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- On the ergodicity and mixing of max-stable processes (Q947157) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- A test procedure for detecting super-heavy tails (Q958775) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Pitfalls in using Weibull tailed distributions (Q963894) (← links)