Fighting the arch–enemy with mathematics‘

DOI10.1111/j.1467-9574.1990.tb01526.xzbMath0713.62104OpenAlexW2092911307MaRDI QIDQ3198768

Laurens De Haan

Publication date: 1990

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1990.tb01526.x

zbMATH Keywords

Poisson point processesextreme value theorymoment estimatorDelta reportlarge quantile estimationsafe height for the sea dikes

Mathematics Subject Classification ID

Applications of statistics (62P99) Survival analysis and censored data (62N99)

Related Items (14)

Regular variation and probability: The early years ⋮ Approximation of high quantiles from intermediate quantiles ⋮ Long memory processes and fractional integration in econometrics ⋮ An ENO-based method for second-order equations and application to the control of dike levels ⋮ On the maximal life span of humans ⋮ An improved method for forecasting spare parts demand using extreme value theory ⋮ Extending statistics of extremes to distributions varying in position and scale and the implications for race models ⋮ Parameter estimation of the generalized Pareto distribution. II ⋮ Approximations to the tail empirical distribution function with application to testing extreme value conditions ⋮ Some aspects of extreme value statistics under serial dependence ⋮ On optimising the estimation of high quantiles of a probability distribution ⋮ Extremes and regular variation ⋮ On the distribution of tail array sums for strongly mixing stationary sequences ⋮ On tail trend detection: modeling relative risk

Uses Software

• spatial

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the estimation of the extreme-value index and large quantile estimation
• A moment estimator for the index of an extreme-value distribution
• Extremes and related properties of random sequences and processes
• Laws of large numbers for sums of extreme values
• Residual life time at great age
• Optimal choice of sample fraction in extreme-value estimation
• Sur la distribution limite du terme maximum d'une série aléatoire
• Estimation of the Minimum of a Function Using Order Statistics
• Limit theory for multivariate sample extremes
• The maximum term of uniformly mixing stationary processes
• Extremes and local dependence in stationary sequences
• On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
• The two-dimensional Poisson process and extremal processes

This page was built for publication: Fighting the arch–enemy with mathematics‘