Transition kernels and the conditional extreme value model.
- Published in:
- Extremes, 2014, v. 17, n. 2, p. 263, doi. 10.1007/s10687-014-0182-0
- By:
- Publication type:
- Article
Works matching IS 13861999 AND DT 2014 AND VI 17 AND IP 2
Results: 7
1
2
A spatio-temporal dynamic regression model for extreme wind speeds.
- Published in:
- Extremes, 2014, v. 17, n. 2, p. 221, doi. 10.1007/s10687-014-0180-2
- By:
- Publication type:
- Article
3
Improved threshold diagnostic plots for extreme value analyses.
- Published in:
- Extremes, 2014, v. 17, n. 2, p. 289, doi. 10.1007/s10687-014-0183-z
- By:
- Publication type:
- Article
4
Light tails: all summands are large when the empirical mean is large.
- Published in:
- Extremes, 2014, v. 17, n. 2, p. 305, doi. 10.1007/s10687-014-0187-8
- By:
- Publication type:
- Article
5
Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory.
- Published in:
- Extremes, 2014, v. 17, n. 2, p. 247, doi. 10.1007/s10687-014-0181-1
- By:
- Publication type:
- Article
6
New estimators of the extreme value index under random right censoring, for heavy-tailed distributions.
- Published in:
- Extremes, 2014, v. 17, n. 2, p. 337, doi. 10.1007/s10687-014-0189-6
- By:
- Publication type:
- Article
7
On conditional extreme values of random vectors with polar representation.
- Published in:
- Extremes, 2014, v. 17, n. 2, p. 193, doi. 10.1007/s10687-013-0179-0
- By:
- Publication type:
- Article