The following pages link to Statistics of Extremes (Q4833245):
Displaying 50 items.
- Bias reduced tail estimation for censored Pareto type distributions (Q899640) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
- A flexible extreme value mixture model (Q901607) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Nonparametric spatial models for extremes: application to extreme temperature data (Q907383) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Heavy-tailedness and threshold sex determination (Q952881) (← links)
- Robust measures of tail weight (Q959200) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Actuarial comparisons for aggregate claims with randomly right-truncated claims (Q974814) (← links)
- Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Simulation of certain multivariate generalized Pareto distributions (Q1003302) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- A new estimation method for Weibull-type tails based on the mean excess function (Q1011530) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Univariate and bivariate GPD methods for predicting extreme wind storm losses (Q1023094) (← links)
- Computing the mean and the variance of the cedent's share for largest claims reinsurance covers (Q1023118) (← links)
- Asymptotics of the sample coefficient of variation and the sample dispersion (Q1039473) (← links)
- Effect of pore distribution on the statistics of peak stress and overall properties of porous material (Q1043478) (← links)
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
- Small-sample one-sided testing in extreme value regression models (Q1622019) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
