The following pages link to Wiesław Dziubdziela (Q587786):
Displaying 50 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Expansions for the distribution of the maximum from distributions with a power tail when a trend is present (Q370889) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Regular conditional distributions of continuous max-infinitely divisible random fields (Q388841) (← links)
- Rates of convergence of extreme for general error distribution under power normalization (Q419250) (← links)
- Universal behaviour of extreme value statistics for selected observables of dynamical systems (Q425192) (← links)
- Compound Poisson approximation for triangular arrays with application to threshold estimation (Q456255) (← links)
- Bounds for the normal approximation of the maximum likelihood estimator (Q502863) (← links)
- Distributional transformations without orthogonality relations (Q521960) (← links)
- A note on asymptotics of linear combinations of IID random variables (Q532108) (← links)
- An improvement of convergence rate estimates in the Lyapunov theorem (Q542314) (← links)
- A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length (Q556644) (← links)
- Strong consistency and CLT for the random decrement estimator (Q606316) (← links)
- On limiting cluster size distributions for processes of exceedances for stationary sequences (Q613169) (← links)
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
- Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle (Q653805) (← links)
- Extreme values in stationary sequences (Q676666) (← links)
- Optimisation of parallel systems subject to two modes of failure with repair provision (Q688533) (← links)
- A formula for the tail probability of a multivariate normal distribution and its applications (Q700147) (← links)
- On the extremal behavior of sub-sampled solutions of stochastic difference equations (Q701338) (← links)
- A multivariate CLT for decomposable random vectors with finite second moments (Q702394) (← links)
- Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← links)
- Vertex degree of random geometric graph on exponentially distributed points (Q731943) (← links)
- Instability of slotted ALOHA (Q749435) (← links)
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- On the restricted convergence of generalized extreme order statistics (Q815993) (← links)
- Conditional limiting distribution of type III elliptical random vectors (Q864269) (← links)
- A supplement to the Davis--Gut law (Q879079) (← links)
- A moment estimator for the index of an extreme-value distribution (Q914280) (← links)
- (Q915278) (redirect page) (← links)
- Distribution of extreme values for Gaussian sequences with a trend (Q920473) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Central limit theorems for multicolor urns with dominated colors (Q983172) (← links)
- Robust adaptive importance sampling for normal random vectors (Q983877) (← links)
- The limit of the partial sums process of spatial least squares residuals (Q1036780) (← links)
- Multivariate extreme value distributions for stationary Gaussian sequences (Q1066546) (← links)
- On the influence of the extremes of an i.i.d. sequence on the maximal spacings (Q1077072) (← links)
- Extreme value theory for moving average processes (Q1083109) (← links)
- Extreme values for stationary and Markov sequences (Q1089669) (← links)
- Estimation of the extreme value and the extreme points (Q1090027) (← links)
- Semicontinuous processes in multi-dimensional extreme value theory (Q1093243) (← links)
- Rates of convergence for densities in extreme value theory (Q1102646) (← links)
- Optimal preventive maintenance, protection, and replacement of a revenue- earning asset (Q1106716) (← links)
- On the extreme order statistics for a stationary sequence (Q1108657) (← links)
- High level exceedances in stationary sequences with extremal index (Q1110897) (← links)
- On the rate of convergence of the sum of the sample extremes (Q1111269) (← links)
- Records in a partially ordered set (Q1124194) (← links)
- Rates of convergence in multivariate extreme value theory (Q1176291) (← links)
