Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 1069355 - MaRDI portal

scientific article; zbMATH DE number 1069355

From MaRDI portal
Publication:4356403

zbMath0893.62023MaRDI QIDQ4356403

Jörg Schultze, Josef G. Steinebach

Publication date: 24 August 1998


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Estimation of the extreme-value index and generalized quantile plots, Weak properties and robustness of t-Hill estimators, Semi-parametric tail inference through probability-weighted moments, Consistent estimation of the tail index for dependent data, A refined Weissman estimator for extreme quantiles, On the tail dependence in bivariate hydrological frequency analysis, On tail index estimation using a sample with missing observations, Estimating the conditional tail index by integrating a kernel conditional quantile estimator, Generalized least-squares estimators for the thickness of heavy tails, Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors, Limiting behaviour of a geometric-type estimator for tail indices., Semi-parametric estimation for heavy tailed distributions, Kernel-type estimators for the extreme value index, A new extreme quantile estimator for heavy-tailed distributions, Power-law distributions in binned empirical data, A review of more than one hundred Pareto-tail index estimators, A moving window approach for nonparametric estimation of the conditional tail index, Estimation of the Weibull tail-coefficient with linear combination of upper order statistics, Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling, Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels, Edgeworth expansion for an estimator of the adjustment coefficient, Weak convergence of a bootstrap geometric-type estimator with applications to risk theory, Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions, A goodness-of-fit statistic for Pareto-type behaviour, Testing for small bias of tail index estimators