Fighting the arch–enemy with mathematics‘
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Publication:3198768
DOI10.1111/j.1467-9574.1990.tb01526.xzbMath0713.62104OpenAlexW2092911307MaRDI QIDQ3198768
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
Poisson point processesextreme value theorymoment estimatorDelta reportlarge quantile estimationsafe height for the sea dikes
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
Cites Work
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- 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
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