Pages that link to "Item:Q2463699"

The following pages link to On testing extreme value conditions (Q2463699):

Displaying 22 items.

• A note on tail dependence regression (Q391808) (← links)
• Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
• Looking for max-semistability: a new test for the extreme value condition (Q546075) (← links)
• Extremal dependence analysis of network sessions (Q650747) (← links)
• A software review for extreme value analysis (Q907385) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
• Testing extreme value conditions (Q1424668) (← links)
• Are your data really Pareto distributed? (Q1673333) (← links)
• Testing extreme value models (Q1848515) (← links)
• Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
• Tail expectile process and risk assessment (Q2278671) (← links)
• Penultimate approximations in statistics of extremes and reliability of large coherent systems (Q2340308) (← links)
• Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic (Q2392724) (← links)
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction (Q2491855) (← links)
• Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095) (← links)
• Input-Thrifty Extrema Testing (Q3104656) (← links)
• How to probe for an extreme value (Q3188994) (← links)
• Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
• Testing the Multivariate Regular Variation Model (Q6617812) (← links)