Works matching IS 13861999 AND DT 2020 AND VI 23 AND IP 3
Results: 6
Risk concentration under second order regular variation.
- Published in:
- Extremes, 2020, v. 23, n. 3, p. 381, doi. 10.1007/s10687-020-00382-3
- By:
- Publication type:
- Article
Remark on rates of convergence to extreme value distributions via the Stein equations.
- Published in:
- Extremes, 2020, v. 23, n. 3, p. 411, doi. 10.1007/s10687-020-00380-5
- By:
- Publication type:
- Article
Matrix Mittag–Leffler distributions and modeling heavy-tailed risks.
- Published in:
- Extremes, 2020, v. 23, n. 3, p. 425, doi. 10.1007/s10687-020-00377-0
- By:
- Publication type:
- Article
Priority statement and some properties of t-lgHill estimator.
- Published in:
- Extremes, 2020, v. 23, n. 3, p. 493, doi. 10.1007/s10687-020-00375-2
- By:
- Publication type:
- Article
Maxima and sums of non-stationary random length sequences.
- Published in:
- Extremes, 2020, v. 23, n. 3, p. 451, doi. 10.1007/s10687-020-00372-5
- By:
- Publication type:
- Article
Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds.
- Published in:
- Extremes, 2020, v. 23, n. 3, p. 465, doi. 10.1007/s10687-019-00367-x
- By:
- Publication type:
- Article