Results 291 to 300 of about 9,847,764 (300)

Estimation of the extreme-value index and generalized quantile plots

Bernoulli, 2005
Jan Beirlant
exaly  

Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework

Bernoulli, 2015
Clement Dombry
exaly  

A local moment type estimator for the extreme value index in regression with random covariates

Canadian Journal of Statistics, 2014
Yuri Goegebeur, Armelle Guillou
exaly  

Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz

Journal of Empirical Finance, 2015
Ludger Rüschendorf
exaly  

Estimation of the Extreme Value Index and Testing

2006
openaire   +1 more source

Efficiency of convex combinations of pickands estimator of the extreme value index

Journal of Nonparametric Statistics, 1994
exaly  

Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring

Computational Statistics and Data Analysis, 2014
Aliou Diop
exaly  

Extremal Values of Generalized Somber Index in Chemical Graphs

Xingyue Dong, Xianya Geng
openaire   +1 more source

Calibration and Quantitative Forecast of Extreme Daily Precipitation Using the Extreme Forecast Index (EFI)

Journal of Geoscience and Environment Protection, 2018
exaly  

A 2-step estimator of the extreme value index

Extremes, 2008
openaire   +1 more source