The following pages link to (Q5633348):
Displaying 50 items.
- Strongly regular sequences and proximate orders (Q252917) (← links)
- Laws of the iterated logarithm for \(\tilde \rho\)-mixing random variables with normal distribution (Q287877) (← links)
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Local limit theorems for shock models (Q292936) (← links)
- Beurling moving averages and approximate homomorphisms (Q297968) (← links)
- Blow-up rate of the unique solution for a class of one-dimensional equations with a weakly superlinear nonlinearity (Q343197) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- The extended gamma class and applications (Q360447) (← links)
- Invariance principles in Besov spaces, Gaussian processes and long-range dependence (Q384773) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- The weak and strong asymptotic equivalence relations and the generalized inverse (Q392973) (← links)
- Rates of convergence of extreme for general error distribution under power normalization (Q419250) (← links)
- On almost sure max-limit theorems (Q449889) (← links)
- A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
- Comparison between the rates of convergence of extremes under linear and under power normalization (Q451373) (← links)
- On the class \(\mathbb S_0\) of real sequences (Q452912) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- On almost sure max-limit theorems of complete and incomplete samples from stationary sequences (Q475743) (← links)
- Rates of convergence of extreme for STSD under power normalization (Q488609) (← links)
- A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values (Q508708) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- Summability of sequences and selection properties (Q554871) (← links)
- On regular variation of probability densities (Q579734) (← links)
- Chover's law of the iterated logarithm for negatively associated sequences (Q601892) (← links)
- Statistical convergence, selection principles and asymptotic analysis (Q603532) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- The weak asymptotic equivalence and the generalized inverse (Q619348) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Dispersion models for extremes (Q650741) (← links)
- An outlier test for linear processes (Q685769) (← links)
- Log-convex sequences and nonzero proximate orders (Q730244) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- On the domain of attraction of an operator between supremum and sum (Q756265) (← links)
- Estimating the parameters of rare events (Q756321) (← links)
- Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II (Q786447) (← links)
- Limit theorems for Markov chains of finite rank (Q799314) (← links)
- Strong law and central limit theorem for a process between maxima and sums (Q803638) (← links)
- Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\) (Q810799) (← links)
- The flood probability distribution tail: How heavy is it? (Q841867) (← links)
- Domains of attraction to Tweedie distributions (Q847908) (← links)
- Regular variation and probability: The early years (Q859895) (← links)
- Some properties of rapidly varying sequences (Q860668) (← links)
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences (Q860710) (← links)
- Conditional limiting distribution of type III elliptical random vectors (Q864269) (← links)
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays (Q866606) (← links)
- Asymptotic distribution of normalized maximum under finite mixture models (Q868277) (← links)
