Pages that link to "Item:Q1018349"

The following pages link to From extended regular variation to regular variation with application in extreme value statis\-tics (Q1018349):

Displaying 8 items.

• Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
• Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
• Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
• Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
• Detecting finiteness in the right endpoint of light-tailed distributions (Q2267625) (← links)
• General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II (Q2431884) (← links)
• General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I (Q2581249) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)