-
1
-
-
0010073310
-
Further percentage points of Greenwood's Statistic
-
Currie, I.D.(1981). Further percentage points of Greenwood's Statistic. J.R. Statist. Soc. A 144, 360-363.
-
(1981)
J.R. Statist. Soc. A
, vol.144
, pp. 360-363
-
-
Currie, I.D.1
-
2
-
-
0003032284
-
Slow variation and characterization of domains of attraction
-
J. Tiago de Oliveira, ed. Dordrecht:Reidel
-
De Haan, L.(1984). Slow variation and characterization of domains of attraction. In Statistical Extremes and Applications (J. Tiago de Oliveira, ed.). Dordrecht:Reidel, 31-48.
-
(1984)
Statistical Extremes and Applications
, pp. 31-48
-
-
De Haan, L.1
-
3
-
-
0040060691
-
-
Ph.D.Thesis. Econometric Institute. Erasmus University. Rotterdam
-
Dekkers, A.L.M.(1991).On Extreme-Value Estimation. Ph.D.Thesis. Econometric Institute. Erasmus University. Rotterdam.
-
(1991)
On Extreme-Value Estimation
-
-
Dekkers, A.L.M.1
-
4
-
-
0001591373
-
On the estimation of the extreme-value index and large quantile estimation
-
Dekkers, A.L.M. and De Haan, L.(1989). On the estimation of the extreme-value index and large quantile estimation. Ann. Statist. 17, 1795-1832.
-
(1989)
Ann. Statist.
, vol.17
, pp. 1795-1832
-
-
Dekkers, A.L.M.1
De Haan, L.2
-
5
-
-
0001760675
-
A moment estimator for the index of an extreme-value distribution
-
Dekkers, A.L.M., Einmahl, J.H.J. and De Haan, L.(1989). A moment estimator for the index of an extreme-value distribution. Ann. Statist. 17, 1833-1855.
-
(1989)
Ann. Statist.
, vol.17
, pp. 1833-1855
-
-
Dekkers, A.L.M.1
Einmahl, J.H.J.2
De Haan, L.3
-
6
-
-
0001652452
-
Mandelbrot and the stable Paretian hypothesis
-
Fama, E. (1963). Mandelbrot and the stable Paretian hypothesis. Journal of Business, 36, 420-429.
-
(1963)
Journal of Business
, vol.36
, pp. 420-429
-
-
Fama, E.1
-
7
-
-
0002528209
-
The Behavior of Stock Market Prices
-
Fama, E. (1965). The Behavior of Stock Market Prices. Journal of Business, 38, 34-105.
-
(1965)
Journal of Business
, vol.38
, pp. 34-105
-
-
Fama, E.1
-
9
-
-
85033047398
-
Estimation of the Tail Parameter in the Domain of Attraction of an Extremal Distribution
-
Accepted for publication
-
Fraga Alves, M.I. (1992b). Estimation of the Tail Parameter in the Domain of Attraction of an Extremal Distribution. Accepted for publication in Journal of Statistical Planning and Inference.
-
(1992)
Journal of Statistical Planning and Inference
-
-
Fraga Alves, M.I.1
-
10
-
-
25844454543
-
A Note on Statistical Choice of Extremal Models
-
Salamanca
-
Gomes, M.I. (1982). A Note on Statistical Choice of Extremal Models. Actas IX Jornadas Mat. Hispano-Lusas, Salamanca, 653-655.
-
(1982)
Actas IX Jornadas Mat. Hispano-Lusas
, pp. 653-655
-
-
Gomes, M.I.1
-
11
-
-
25844500734
-
Extreme value theory - Statistical choice
-
P.Revesz et al (eds.), North-Holland, Amsterdam.
-
Gomes, M.I. (1987). Extreme value theory - statistical choice. In P.Revesz et al (eds.), Goodness-of-Fit. 195-209, North-Holland, Amsterdam.
-
(1987)
Goodness-of-Fit.
, pp. 195-209
-
-
Gomes, M.I.1
-
12
-
-
0039892617
-
Inference in a multivariate GEV model-Asymptotic properties of two test statistics
-
Gomes, M.I. and Alpuim, M.T. (1986). Inference in a multivariate GEV model-Asymptotic properties of two test statistics. Scand. J. Statist., 13, 291-300.
-
(1986)
Scand. J. Statist.
, vol.13
, pp. 291-300
-
-
Gomes, M.I.1
Alpuim, M.T.2
-
13
-
-
0000543271
-
A quick estimation of the parameters in Frechét's distribution
-
Gumbel, E.J. (1965). A quick estimation of the parameters in Frechét's distribution. Review Intern. Statist. Inst. 33, 349-363.
-
(1965)
Review Intern. Statist. Inst.
, vol.33
, pp. 349-363
-
-
Gumbel, E.J.1
-
14
-
-
84872448236
-
The Statistical Study of infectious Diseases
-
Greenwood, M. (1946). The Statistical Study of infectious Diseases. J.R. Statist. Soc. A, 109, 85-109.
-
(1946)
J.R. Statist. Soc. A
, vol.109
, pp. 85-109
-
-
Greenwood, M.1
-
15
-
-
0000017257
-
A Test for Extreme Value Domain of Attraction
-
Hasofer, A.M. and Wang, Z. (1992). A Test for Extreme Value Domain of Attraction. J. Amer. Statist. Assoc. 87, 171-177.
-
(1992)
J. Amer. Statist. Assoc.
, vol.87
, pp. 171-177
-
-
Hasofer, A.M.1
Wang, Z.2
-
16
-
-
84950612049
-
On the stable Parctian Behavior of Stock Market Prices
-
Hsu, D., Miller, R.B., and Wichem, D.W. (1974). On the stable Parctian Behavior of Stock Market Prices. J. Amer. Statist. Assoc. 69, 108-113.
-
(1974)
J. Amer. Statist. Assoc.
, vol.69
, pp. 108-113
-
-
Hsu, D.1
Miller, R.B.2
Wichem, D.W.3
-
17
-
-
0002006546
-
The Pareio-Lévy and the distribution of income
-
Mandelbrot, B. (1960). The Pareio-Lévy and the distribution of income. Int. Econ. Rev., 1, 79-106.
-
(1960)
Int. Econ. Rev.
, vol.1
, pp. 79-106
-
-
Mandelbrot, B.1
-
18
-
-
0001504360
-
The Variation of Certain Speculative Prices
-
Mandelbrot, B. (1963). The Variation of Certain Speculative Prices. Journal of Business, 36, 394-419.
-
(1963)
Journal of Business
, vol.36
, pp. 394-419
-
-
Mandelbrot, B.1
-
20
-
-
0001075431
-
Statistical inference using extreme order statistics
-
Pickands, J. III (1975). Statistical inference using extreme order statistics. Ann.Statist.,3, 119-131.
-
(1975)
Ann.Statist.
, vol.3
, pp. 119-131
-
-
Pickands III, J.1
-
22
-
-
0010133669
-
Further percentage points of Greenwood's Statistic
-
Stephens, M.A.(1981). Further percentage points of Greenwood's Statistic. J.R. Statist. Soc. A 144, 364-366.
-
(1981)
J.R. Statist. Soc. A
, vol.144
, pp. 364-366
-
-
Stephens, M.A.1
-
23
-
-
25844488632
-
Statistical Choice of Univariate Extreme Models
-
eds C.Taillie, G.P. Patil and B.A. Baldessari. Dordrecht: Reidel
-
Tiago de Oliveira, J. (1981). Statistical Choice of Univariate Extreme Models. In Statistical Distributions in Scientific Work (eds C.Taillie, G.P. Patil and B.A. Baldessari). Dordrecht: Reidel, vol. 6, 367-387.
-
(1981)
Statistical Distributions in Scientific Work
, vol.6
, pp. 367-387
-
-
Tiago De Oliveira, J.1
|