Pages that link to "Item:Q1927324"
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The following pages link to The generalized extreme value distribution (Q1927324):
Displaying 16 items.
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- An imputation-based approach for parameter estimation in the presence of ambiguous censoring with application in industrial supply chain (Q542963) (← links)
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- A choice probability characterization of generalized extreme value models (Q800204) (← links)
- Sparse regression for extreme values (Q2074318) (← links)
- Goodness-of-fit tests for the Gompertz distribution (Q2815975) (← links)
- The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
- (Q4855583) (← links)
- Truncated skewed type III generalized logistic distribution: risk measurement applications (Q5079867) (← links)
- (Q5137582) (← links)
- Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations (Q5149781) (← links)
- ADDITIONAL EXTREME DISTRIBUTION FOR MODELING EXTREME VALUE DATA (Q5217234) (← links)
- Should annual maximum temperatures follow a generalized extreme value distribution? (Q5384439) (← links)
- Capturing information in extreme events (Q6047402) (← links)
- Subbotin graphical models for extreme value dependencies with applications to functional neuronal connectivity (Q6179133) (← links)
