The following pages link to Statistics of Extremes (Q4833245):
Displaying 50 items.
- Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach (Q2046292) (← links)
- Assessing the performance of the discrete generalised Pareto distribution in modelling non-life insurance claims (Q2046686) (← links)
- Five degrees of randomness (Q2066236) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Extremes and regular variation (Q2080146) (← links)
- The distribution of the maximum number of common neighbors in the random graph (Q2080227) (← links)
- Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Power laws, the price model, and the Pareto type-2 distribution (Q2088200) (← links)
- Regression-type analysis for multivariate extreme values (Q2093406) (← links)
- Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
- Extreme partial least-squares (Q2111063) (← links)
- Asymptotic analysis of generalized Greenwood statistics for very heavy tails (Q2128930) (← links)
- Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization (Q2135866) (← links)
- The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
- Moore's clock (Q2137629) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance (Q2138265) (← links)
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- On tests to distinguish distribution tails invariant with respect to the scale parameter (Q2155330) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Stable tail dependence functions -- some basic properties (Q2172583) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Asymptotic domination of sample maxima (Q2175603) (← links)
- On a class of norms generated by nonnegative integrable distributions (Q2178944) (← links)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- On the maximum likelihood estimation of extreme value index based on \(k\)-record values (Q2193450) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- A quantum model of the distribution of prime numbers and the Riemann hypothesis (Q2197044) (← links)
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Mixture modeling of data with multiple partial right-censoring levels (Q2201324) (← links)
- Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (Q2203431) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Center-outward quantiles and the measurement of multivariate risk (Q2212163) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Estimating an endpoint with high order moments in the Weibull domain of attraction (Q2231020) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Recursive max-linear models with propagating noise (Q2233590) (← links)
