Pages that link to "Item:Q1200019"
From MaRDI portal
The following pages link to Limit theorems for tail processes with application to intermediate quantile estimation (Q1200019):
Displaying 15 items.
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Jackknife method for intermediate quantiles (Q1015887) (← links)
- On the tail behaviour of quantile processes (Q1092511) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Estimating the Mean of Heavy-tailed Distribution under Random Truncation (Q5071348) (← links)
- INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS (Q5349007) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
