The mixing advantage is less than 2.
- Published in:
- Extremes, 2009, v. 12, n. 1, p. 19, doi. 10.1007/s10687-008-0066-2
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- Publication type:
- Article
Works matching IS 13861999 AND DT 2009 AND VI 12 AND IP 1
Results: 6
1
2
Generalizing the Pareto to the log-Pareto model and statistical inference.
- Published in:
- Extremes, 2009, v. 12, n. 1, p. 93, doi. 10.1007/s10687-008-0070-6
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- Publication type:
- Article
3
Extremes of Shepp statistics for Gaussian random walk.
- Published in:
- Extremes, 2009, v. 12, n. 1, p. 1, doi. 10.1007/s10687-008-0065-3
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- Publication type:
- Article
4
Testing for a multivariate generalized Pareto distribution.
- Published in:
- Extremes, 2009, v. 12, n. 1, p. 33, doi. 10.1007/s10687-008-0067-1
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- Publication type:
- Article
5
A hybrid Pareto model for asymmetric fat-tailed data: the univariate case.
- Published in:
- Extremes, 2009, v. 12, n. 1, p. 53, doi. 10.1007/s10687-008-0068-0
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- Publication type:
- Article
6
On average losses in the ruin problem with fractional Brownian motion as input.
- Published in:
- Extremes, 2009, v. 12, n. 1, p. 77, doi. 10.1007/s10687-008-0069-z
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- Publication type:
- Article