The following pages link to AS 215 (Q16140):
Displaying 11 items.
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
- Valuing catastrophe bonds involving credit risks (Q1718656) (← links)
- A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution (Q2002033) (← links)
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework (Q2345127) (← links)
- A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution (Q2581847) (← links)
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION (Q3592374) (← links)
- Robust estimation of extremes (Q4223821) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Multivariate extreme value analysis and its relevance in a metallographical application (Q5128606) (← links)
- Principles and Practice of Constraint Programming – CP 2004 (Q5900294) (← links)
