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Asymptotic distributions for weighted power sums of extreme values

Acta Scientarum Mathematicarum, 2021
k]Let X _1, n ≤ ⋯ ≤ X _n,n be the order statistics of n independent random variables with a common distribution function F having right heavy tail with tail index γ .
L. Oluoch, L. Viharos
semanticscholar   +1 more source

Extreme‐Event Magnetic Storm Probabilities Derived From Rank Statistics of Historical Dst Intensities for Solar Cycles 14–24

Space Weather, 2021
A compilation is made of the largest and second‐largest magnetic‐storm‐maximum intensities, −Dst1 and −Dst2, for solar cycles 14–24 (1902–2016) by sampling Oulu Dcx for cycles 19–24, using published −Dstm values for 4 intense storms in cycles 14, 15, and
J. Love
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Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement

Journal of the American Statistical Association, 2020
Tail risk analysis focuses on the problem of risk measurement on the tail regions of financial variables. As one crucial task in tail risk analysis for risk management, the measurement of tail risk variability is less addressed in the literature. Neither
Yanxi Hou, Xing Wang
semanticscholar   +1 more source

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