Statistical inference for heavy tailed series with extremal independence.
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- Extremes, 2020, v. 23, n. 1, p. 1, doi. 10.1007/s10687-019-00365-z
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- Publication type:
- Article
Works matching IS 13861999 AND DT 2020 AND VI 23 AND IP 1
Results: 7
1
2
Trend detection for heteroscedastic extremes.
- Published in:
- Extremes, 2020, v. 23, n. 1, p. 85, doi. 10.1007/s10687-019-00363-1
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- Publication type:
- Article
3
Robust quantile estimation under bivariate extreme value models.
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- Extremes, 2020, v. 23, n. 1, p. 55, doi. 10.1007/s10687-019-00362-2
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- Publication type:
- Article
4
Canonical spectral representation for exchangeable max-stable sequences.
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- Extremes, 2020, v. 23, n. 1, p. 151, doi. 10.1007/s10687-019-00361-3
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- Publication type:
- Article
5
Simultaneous confidence bands for extremal quantile regression with splines.
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- Extremes, 2020, v. 23, n. 1, p. 117, doi. 10.1007/s10687-019-00360-4
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- Publication type:
- Article
6
Are extreme value estimation methods useful for network data?
- Published in:
- Extremes, 2020, v. 23, n. 1, p. 171, doi. 10.1007/s10687-019-00359-x
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- Publication type:
- Article
7
Tail asymptotics for Shepp-statistics of Brownian motion in ℝd.
- Published in:
- Extremes, 2020, v. 23, n. 1, p. 35, doi. 10.1007/s10687-019-00357-z
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- Publication type:
- Article