1

On the block maxima method in extreme value theory: PWM estimators

Year:
2015
Language:
english
File:
PDF, 920 KB
english, 2015
5

On large deviation for extremes

Year:
2003
Language:
english
File:
PDF, 224 KB
english, 2003
7

On the maximal life span of humans

Year:
1994
Language:
english
File:
PDF, 948 KB
english, 1994
10

Estimating the Probability of a Rare Event

Year:
1999
Language:
english
File:
PDF, 602 KB
english, 1999
11

On the estimation of high quantiles

Year:
1993
Language:
english
File:
PDF, 545 KB
english, 1993
12

Mixed moment estimator and location invariant alternatives

Year:
2009
Language:
english
File:
PDF, 882 KB
english, 2009
13

Sample extremes: an elementary introduction

Year:
1976
Language:
english
File:
PDF, 300 KB
english, 1976
16

Estimation of the Minimum of a Function Using Order Statistics

Year:
1981
Language:
english
File:
PDF, 525 KB
english, 1981
19

On asymptotic normality of the hill estimator

Year:
1998
Language:
english
File:
PDF, 573 KB
english, 1998
20

On tail trend detection: modeling relative risk

Year:
2015
Language:
english
File:
PDF, 1.38 MB
english, 2015
21

[Springer Series in Operations Research and Financial Engineering] Extreme Value Theory ||

Year:
2006
Language:
english
File:
PDF, 13.09 MB
english, 2006
25

How to Make a Hill Plot

Year:
2000
Language:
english
File:
PDF, 1.43 MB
english, 2000
28

Extreme value estimation for discretely sampled continuous processes

Year:
2018
Language:
english
File:
PDF, 552 KB
english, 2018
29

Generalized regular variation of second order

Year:
1996
Language:
english
File:
PDF, 590 KB
english, 1996
30

Copper-Free Clickable Coatings

Year:
2009
Language:
english
File:
PDF, 363 KB
english, 2009
32

Equivalence classes of regularly varying functions

Year:
1974
Language:
english
File:
PDF, 1.41 MB
english, 1974
34

Parametric tail copula estimation and model testing

Year:
2008
Language:
english
File:
PDF, 207 KB
english, 2008
40

Discussion of “Copulas: Tales and facts”, by Thomas Mikosch

Year:
2006
Language:
english
File:
PDF, 155 KB
english, 2006
41

The expected payoff to Internet auctions

Year:
2009
Language:
english
File:
PDF, 388 KB
english, 2009
44

Sea and Wind: Multivariate Extremes at Work

Year:
1998
Language:
english
File:
PDF, 277 KB
english, 1998
45

Rate of Convergence of Intermediate Order Statistics

Year:
1997
Language:
english
File:
PDF, 590 KB
english, 1997
47

Exceedance probability of the integral of a stochastic process

Year:
2012
Language:
english
File:
PDF, 501 KB
english, 2012