The following pages link to Statistics of Extremes (Q4833245):
Displaying 50 items.
- Estimating failure probabilities (Q2348732) (← links)
- Power stable aggregation functions (Q2351615) (← links)
- Estimating extreme quantiles under random truncation (Q2351810) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Time series interpolation via global optimization of moments fitting (Q2355921) (← links)
- Clustering of extreme events created by multiple correlated maxima (Q2357459) (← links)
- Harmonic statistics (Q2359294) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Maximum log-likelihood ratio test for a change in three parameter Weibull distribution (Q2370462) (← links)
- Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum (Q2373691) (← links)
- An analysis of visual detection by temporal probability summation (Q2382635) (← links)
- Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
- Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes (Q2384670) (← links)
- Estimation of the expected shortfall given an extreme component under conditional extreme value model (Q2417999) (← links)
- Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- Extreme value laws in dynamical systems under physical observables (Q2428002) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
- Modeling extreme values of processes observed at irregular time steps: application to significant wave height (Q2453694) (← links)
- Modelling time series when mean and variability both change (Q2479440) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- A \(\Gamma\)-moment approach to monotonic boundary estimation (Q2512526) (← links)
- Partially smooth tail-index estimation for small samples (Q2513368) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Reinsurance of large claims (Q2571225) (← links)
- Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
- Estimating an extreme Bayesian network via scalings (Q2657186) (← links)
- Flooding dynamics of diffusive dispersion in a random potential (Q2659826) (← links)
- Multivariate fractional phase-type distributions (Q2660621) (← links)
- On estimation of the scale and location parameters of distribution tails (Q2671952) (← links)
- An optimal threshod selection approach for the value at risk of the extreme events (Q2680664) (← links)
- Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
- Tauberian Korevaar (Q2684664) (← links)
- On procedures for testing the equivalence of distribution tails (Q2696682) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
