4

Extreme Value Theory and Statistics of Univariate Extremes: A Review

Year:
2014
Language:
english
File:
PDF, 356 KB
english, 2014
9

-mixing time series and applications

Year:
2018
Language:
english
File:
PDF, 967 KB
english, 2018
10

Extreme quantiles estimation for actuarial applications

Year:
2004
Language:
french
File:
PDF, 116 KB
french, 2004
12

Goodness-of-fit testing for Weibull-type behavior

Year:
2010
Language:
english
File:
PDF, 953 KB
english, 2010
14

Bias-reduced estimators of the Weibull tail-coefficient

Year:
2008
Language:
english
File:
PDF, 627 KB
english, 2008
15

A weighted mean excess function approach to

Year:
2011
Language:
english
File:
PDF, 1021 KB
english, 2011
17

On the Influence of Weights on Extremes

Year:
1999
Language:
english
File:
PDF, 132 KB
english, 1999
21

Statistics of Extremes under Random Censoring

Year:
2008
Language:
english
File:
PDF, 1.18 MB
english, 2008
22

Pareto Index Estimation Under Moderate Right Censoring

Year:
2001
Language:
english
File:
PDF, 297 KB
english, 2001
24

Modelling pairwise dependence of maxima in space

Year:
2009
Language:
english
File:
PDF, 1.83 MB
english, 2009
29

Local robust estimation of the Pickands dependence function

Year:
2018
Language:
english
File:
PDF, 398 KB
english, 2018
30

Projection estimators of Pickands dependence functions

Year:
2008
Language:
english
File:
PDF, 256 KB
english, 2008
41

On the smoothed bootstrap

Year:
2000
Language:
english
File:
PDF, 138 KB
english, 2000
43

Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence

Year:
2012
Language:
english
File:
PDF, 1.68 MB
english, 2012
47

Estimating an endpoint with high-order moments

Year:
2012
Language:
english
File:
PDF, 1.02 MB
english, 2012