Pages that link to "Item:Q5743224"

The following pages link to Statistics of Heteroscedastic Extremes (Q5743224):

Displaying 32 items.

• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
• Extremal clustering in non-stationary random sequences (Q825998) (← links)
• Threshold selection in univariate extreme value analysis (Q826008) (← links)
• Convergence of heteroscedastic extremes (Q893905) (← links)
• The coupling method in extreme value theory (Q2040094) (← links)
• Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
• Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso (Q2081845) (← links)
• Spatial dependence and space-time trend in extreme events (Q2119218) (← links)
• A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633) (← links)
• Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
• Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) (← links)
• Power variations for a class of Brown-Resnick processes (Q2191423) (← links)
• Some statistical issues in climate science (Q2218015) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• Trend detection for heteroscedastic extremes (Q2303026) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• ON MARINE LIABILITY PORTFOLIO MODELING (Q5213439) (← links)
• SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL (Q6078284) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
• Analysis of wildfires and their extremes via spatial quantile autoregressive model (Q6100562) (← links)
• Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
• Panel quantile regression for extreme risk (Q6118720) (← links)
• Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
• Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
• A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
• Extreme value inference for heterogeneous power law data (Q6177326) (← links)
• Statistics for heteroscedastic time series extremes (Q6178550) (← links)
• Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
• Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)