Pages that link to "Item:Q1364752"
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The following pages link to On the estimation of extreme tail probabilities (Q1364752):
Displaying 22 items.
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution (Q424472) (← links)
- Robust test for detecting a signal in a high dimensional sparse normal vector (Q434546) (← links)
- Probability tails of Gaussian extrema (Q805058) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Estimating tails of probability distributions (Q1101159) (← links)
- Estimating extreme probabilities using tail simulated data (Q1125704) (← links)
- Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- Optimal asymptotic estimation of small exceedance probabilities (Q1600743) (← links)
- Parametric control charts (Q1878842) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Concomitant tail behaviour for extremes (Q4391414) (← links)
- On optimising the estimation of high quantiles of a probability distribution (Q4454284) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Estimation of Tails and Related Quantities Using the Number of Near-Extremes (Q4678815) (← links)
- Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? (Q5389049) (← links)
- Asymptotic expansions of convolutions of regularly varying distributions (Q5694829) (← links)
