Results 11 to 20 of about 3,096,060 (74)

Rare Events, Temporal Dependence, and the Extremal Index [PDF]

, 2006
AMS classifications: 60G70 ...
Johan Segers, Segers, J.J.J.
core   +1 more source

Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator [PDF]

, 2005
AMS classifications: 62G20 ...
Johan Segers, Segers, J., Haeusler, E., Erich Haeusler   +3 more
core   +1 more source

Statistics of Extremes under Random Censoring [PDF]

, 2006
AMS classifications: 62G05; 62G20; 62G32 ...
John H. J. Einmahl, Amélie Fils-Villetard, Einmahl, J.H.J., Guillou, A., Fils-Villetard, A., Armelle Guillou   +5 more
core   +1 more source

Writing in Secondary Academic Partners [PDF]

, 2023
Writing in Secondary (WiS) Academic Partners is a partnership between the New South Wales Department of Education and the Centre for Educational Research, School of Education, Western Sydney University (WSU).
Jacobs, Rachael (R18862), Curry, Christina (R14746), Mackenzie, Erin (R19292), Carroll, Kay (R18883), Dove, Jennifer (R20387), Gannon, Susanne (R10967)   +5 more
core   +1 more source

Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

, 2005
Primary 60G70, 62G10, 62G32, 62M02, secondary 60F10, 60G15, 62J05, Change-point problem, Quality control, Regression models, Partial sums processes, Signal-plus-noise model, Brownian motion with trend, Tests of Kolmogorov type, Extreme values, Large ...
Jürg Hüsler, Enkelejd Hashorva, Wolfgang Bischoff, Hashorva, Enkelejd, Hüsler, Jürg, Miller, Frank, Frank Miller, Bischoff, Wolfgang   +7 more
core   +1 more source

Estimating Extreme Bivariate Quantile Regions [PDF]

, 2009
AMS 2000 subject classifications.
de Haan, L.F.M., Krajina, A., Einmahl, J.H.J.   +2 more
core  

Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution [PDF]

, 2008
AMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13 ...
Einmahl, J.H.J., Segers, J.J.J.
core  

Multiplier bootstrap of tail copulas - with applications [PDF]

, 2011
In the problem of estimating the lower and upper tail copula we propose two bootstrap procedures for approximating the distribution of the corresponding empirical tail copulas.
Dette, Holger, Bücher, Axel
core   +1 more source

New estimators of the Pickands dependence function and a test for extreme-value dependence [PDF]

, 2010
We propose a new class of estimators for Pickands dependence function which is based on the best L2-approximation of the logarithm of the copula by logarithms of extreme-value copulas.
Volgushev, Stanislav, Axel Bücher, Dette, Holger, Holger Dette, Bücher, Axel, Stanislav Volgushev   +5 more
core   +1 more source

Projection Estimates of Constrained Functional Parameters [PDF]

, 2005
AMS classifications: 62G05; 62G07; 62G08; 62G20 ...
Segers, J., Guillou, A., Fils-Villetard, A.   +2 more
core