Risk concentration under second order regular variation.
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- Extremes, 2020, v. 23, n. 3, p. 381, doi. 10.1007/s10687-020-00382-3
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- Publication type:
- Article
Works matching IS 13861999 AND DT 2020 AND VI 23 AND IP 3
Results: 6
1
2
Remark on rates of convergence to extreme value distributions via the Stein equations.
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- Extremes, 2020, v. 23, n. 3, p. 411, doi. 10.1007/s10687-020-00380-5
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- Publication type:
- Article
3
Matrix Mittag–Leffler distributions and modeling heavy-tailed risks.
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- Extremes, 2020, v. 23, n. 3, p. 425, doi. 10.1007/s10687-020-00377-0
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- Publication type:
- Article
4
Priority statement and some properties of t-lgHill estimator.
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- Extremes, 2020, v. 23, n. 3, p. 493, doi. 10.1007/s10687-020-00375-2
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- Publication type:
- Article
5
Maxima and sums of non-stationary random length sequences.
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- Extremes, 2020, v. 23, n. 3, p. 451, doi. 10.1007/s10687-020-00372-5
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- Publication type:
- Article
6
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
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- Publication type:
- Article