Pages that link to "Item:Q1922069"
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The following pages link to Second-order regular variation and rates of convergence in extreme-value theory (Q1922069):
Displaying 50 items.
- Density expansions of extremes from general error distribution with applications (Q264356) (← links)
- Higher-order expansions of powered extremes of normal samples (Q273821) (← links)
- Asymptotic properties for distributions and densities of extremes from generalized gamma distribution (Q287393) (← links)
- Expansions on extremes from logarithmic general error distribution under power normalization (Q345377) (← links)
- Comparison between the rates of convergence of extremes under linear and under power normalization (Q451373) (← links)
- On the norming constants for normal maxima (Q458327) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
- Rates of convergence for bivariate extremes (Q1361808) (← links)
- On large deviation for extremes. (Q1423151) (← links)
- A note on the asymptotic normality of the ET method for extreme quantile estimation. (Q1423230) (← links)
- Edgeworth expansion of densities of order statistics with fixed rank (Q1566037) (← links)
- Comparison between two indicators for the variation regularity of tails of distributions (Q1600222) (← links)
- The Edgeworth expansion for distributions of extreme values (Q1609656) (← links)
- Another look at second order condition in extreme value theory (Q1941285) (← links)
- Second moment convergence rates for uniform empirical processes (Q1957641) (← links)
- On tests to distinguish distribution tails invariant with respect to the scale parameter (Q2155330) (← links)
- Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
- Convergence rate of extremes from Maxwell sample (Q2250399) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Refining the central limit theorem approximation via extreme value theory (Q2273731) (← links)
- On discrimination between classes of distribution tails (Q2314148) (← links)
- On large deviations of extremes under power normalization (Q2344863) (← links)
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays (Q2363667) (← links)
- General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II (Q2431884) (← links)
- Rates of convergence of extreme for asymmetric normal distribution (Q2444392) (← links)
- Tail approximations to the density function in EVT (Q2463694) (← links)
- On the relative approximation error of the generalized Pareto approximation for a high quantile (Q2488436) (← links)
- Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions (Q2491563) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I (Q2581249) (← links)
- On estimation of the scale and location parameters of distribution tails (Q2671952) (← links)
- On the probability of being maximal (Q2810365) (← links)
- Regression with slowly varying regressors and nonlinear trends (Q2886960) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- On the Rate of Convergence of STSD Extremes (Q3015892) (← links)
- CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: <i>L<sub>P</sub></i> -APPROXIMABILITY VERSUS BROWNIAN MOTION (Q3181945) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- SECOND ORDER REGULAR VARIATION AND ITS APPLICATIONS TO RATES OF CONVERGENCE IN EXTREME-VALUE DISTRIBUTION (Q3514083) (← links)
- Rate of convergence for the generalized Pareto approximation of the excesses (Q4454110) (← links)
- Convergence Rate of Extremes for the General Error Distribution (Q4933192) (← links)
- On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem (Q5074420) (← links)
- Continued fractions, the Chen–Stein method and extreme value theory (Q5135917) (← links)
- Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance (Q5252470) (← links)
- THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS (Q5416371) (← links)
- Weiss-Hill estimator (Q5952303) (← links)
