-
1
-
-
5244321845
-
Excess functions and estimation of the extreme value index
-
Beirlant, J., Vynckier, P. and Teugels, J. L. (1996) Excess functions and estimation of the extreme value index. Bernoulli, 2, 293-318.
-
(1996)
Bernoulli
, vol.2
, pp. 293-318
-
-
Beirlant, J.1
Vynckier, P.2
Teugels, J.L.3
-
3
-
-
77949362956
-
A method for simulating stable variables
-
Chambers, J., Mallows, C. and Stuck, B. (1976) A method for simulating stable variables. J. Amer. Statistical Association, 71, 340-344.
-
(1976)
J. Amer. Statistical Association
, vol.71
, pp. 340-344
-
-
Chambers, J.1
Mallows, C.2
Stuck, B.3
-
4
-
-
0000857049
-
Kernel estimates of the tail index of a distribution
-
Csörgö, S., Deheuvels, P. and Mason, D. (1985) Kernel estimates of the tail index of a distribution. Ann. Statist., 13, 1050-1077.
-
(1985)
Ann. Statist.
, vol.13
, pp. 1050-1077
-
-
Csörgö, S.1
Deheuvels, P.2
Mason, D.3
-
5
-
-
0040192384
-
Asymptotic inference when the amount of information is random
-
L. LeCam, R. Olshen (Eds.), Wadsworth: Monterey
-
Davies, R. B. (1985) Asymptotic inference when the amount of information is random. In: L. LeCam, R. Olshen (Eds.), Proc. of the Berkeley conference in honour of J. Neyman and J. Kiefer Vol. 2, Wadsworth: Monterey.
-
(1985)
Proc. of the Berkeley Conference in Honour of J. Neyman and J. Kiefer
, vol.2
-
-
Davies, R.B.1
-
6
-
-
0029423842
-
LAN of extreme order statistics
-
Falk, M. (1995) LAN of extreme order statistics. Ann. Inst. Statist. Math., 47, 693-717.
-
(1995)
Ann. Inst. Statist. Math.
, vol.47
, pp. 693-717
-
-
Falk, M.1
-
7
-
-
38249011268
-
Poisson approximation of empirical processes
-
Falk, M. and Reiss, R. D. (1992) Poisson approximation of empirical processes. Statist. Prob. Letters, 14, 39-48.
-
(1992)
Statist. Prob. Letters
, vol.14
, pp. 39-48
-
-
Falk, M.1
Reiss, R.D.2
-
10
-
-
0001431171
-
A characterization of limiting distributions for regular estimators
-
Hájek, J. (1970) A characterization of limiting distributions for regular estimators. Z. Wahrscheinlichkeitsth. Verw. Geb., 14, 323-330.
-
(1970)
Z. Wahrscheinlichkeitsth. Verw. Geb.
, vol.14
, pp. 323-330
-
-
Hájek, J.1
-
11
-
-
0002407801
-
On some simple estimates of an exponent of regular variation
-
Hall, P. (1982) On some simple estimates of an exponent of regular variation. J. Royal Statist. Soc., B44, 37-42.
-
(1982)
J. Royal Statist. Soc.
, vol.B44
, pp. 37-42
-
-
Hall, P.1
-
12
-
-
0000817285
-
Adaptive estimates of parameters of regular variation
-
Hall, P. and Welsh, A. H. (1985) Adaptive estimates of parameters of regular variation. Ann. Statist., 13, 331-341.
-
(1985)
Ann. Statist.
, vol.13
, pp. 331-341
-
-
Hall, P.1
Welsh, A.H.2
-
13
-
-
0001263124
-
A simple general approach to inference about the tail of a distribution
-
Hill, B. M. (1975) A simple general approach to inference about the tail of a distribution. Ann. Math. Statist., 3, 1163-1174.
-
(1975)
Ann. Math. Statist.
, vol.3
, pp. 1163-1174
-
-
Hill, B.M.1
-
14
-
-
0000195299
-
Two comments on parameter estimation in stable processes
-
Höpfner, R. (1997a) Two comments on parameter estimation in stable processes. Math. Theor. Statistics, 6, 125-134.
-
(1997)
Math. Theor. Statistics
, vol.6
, pp. 125-134
-
-
Höpfner, R.1
-
15
-
-
0031590995
-
On tail parameter estimation in certain point process models
-
Höpfner, R. (1997b) On tail parameter estimation in certain point process models. J. Statist. Planning and Inference, 60, 169-187.
-
(1997)
J. Statist. Planning and Inference
, vol.60
, pp. 169-187
-
-
Höpfner, R.1
-
16
-
-
0002957687
-
Some remarks on the joint estimation of the index and the scale parameter for stable processes
-
P. Mandl and M. Huskova (Eds.): Asymptotic Statistics. Physica-Verlag: Heidelberg
-
Höpfner, R. and Jacod, J. (1994) Some remarks on the joint estimation of the index and the scale parameter for stable processes. In: P. Mandl and M. Huskova (Eds.): Asymptotic Statistics. Proceedings of the Fifth Prague Symposium 1993, pp. 273-284, Physica-Verlag: Heidelberg.
-
(1994)
Proceedings of the Fifth Prague Symposium 1993
, pp. 273-284
-
-
Höpfner, R.1
Jacod, J.2
-
22
-
-
0009645861
-
On the statistical analysis of floods
-
A. Akinson, S. Fienberg, (Eds.) Springer: New York
-
Pericchi, L. and Rodriguez-Iturbe, I. (1985) On the statistical analysis of floods. In: A. Akinson, S. Fienberg, (Eds.) A celebration of statistics. Springer: New York.
-
(1985)
A Celebration of Statistics
-
-
Pericchi, L.1
Rodriguez-Iturbe, I.2
-
26
-
-
84892355375
-
Extreme values in insurance mathematics
-
J. Tiago de Oliveira, (Ed.), Proceedings Reidel: Dordrecht
-
Teugels, J. (1984) Extreme values in insurance mathematics. In: J. Tiago de Oliveira, (Ed.), Statistical extremes and applications, Proceedings 1983, pp. 253-259. Reidel: Dordrecht.
-
(1983)
Statistical Extremes and Applications
, pp. 253-259
-
-
Teugels, J.1
-
27
-
-
0003588120
-
-
Translations of Mathematical Monographs 65, American Mathematical Society: Providence
-
Zolotarev, V. M. (1986) One-dimensional stable distributions. Translations of Mathematical Monographs 65, American Mathematical Society: Providence.
-
(1986)
One-dimensional Stable Distributions
-
-
Zolotarev, V.M.1
|