The following pages link to (Q5272715):
Displaying 24 items.
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Competitive estimation of the extreme value index (Q310653) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Improved estimation of the extreme value index using related variables (Q2283048) (← links)
- Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
- A review of extreme value threshold estimation and uncertainty quantification (Q2921614) (← links)
- Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218) (← links)
- Adaptive Threshold Estimation via Extreme Value Theory (Q4570097) (← links)
- Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
- Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks (Q5254714) (← links)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
- Reduced bias estimation of the shape parameter of the log-logistic distribution (Q6073160) (← links)
- Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← links)
- (Q6142215) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data (Q6167551) (← links)
- Improvements in the estimation of the Weibull tail coefficient: a comparative study (Q6562593) (← links)
- Regular variation in Hilbert spaces and principal component analysis for functional extremes (Q6570492) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
- Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions (Q6621626) (← links)
