Extreme Value Theory
暂无分享,去创建一个
[1] L. Haan. Convergence of heteroscedastic extremes , 2015 .
[2] Anthony C. Davison,et al. Statistics of Extremes , 2015, International Encyclopedia of Statistical Science.
[3] L. Haan,et al. On the block maxima method in extreme value theory: PWM estimators , 2013, 1310.3222.
[4] Isabel Fraga Alves,et al. ESTIMATION OF THE FINITE RIGHT ENDPOINT IN THE GUMBEL DOMAIN , 2013, 1306.1452.
[5] M. Gilli,et al. An Application of Extreme Value Theory for Measuring Financial Risk , 2006 .
[6] Nicole A. Lazar,et al. Statistics of Extremes: Theory and Applications , 2005, Technometrics.
[7] J. Teugels,et al. Statistics of Extremes , 2004 .
[8] J. Corcoran. Modelling Extremal Events for Insurance and Finance , 2002 .
[9] Hawoong Jeong,et al. Modeling the Internet's large-scale topology , 2001, Proceedings of the National Academy of Sciences of the United States of America.
[10] J. Holmes,et al. Application of the generalized Pareto distribution to extreme value analysis in wind engineering , 1999 .
[11] P. Faloutsos,et al. On power-law relationships of the Internet topology , 1999, SIGCOMM '99.
[12] U. Stadtmüller,et al. Generalized regular variation of second order , 1996, Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics.
[13] D. Farnsworth. A First Course in Order Statistics , 1993 .
[14] L. Haan,et al. Residual Life Time at Great Age , 1974 .
[15] Laurens de Haan,et al. On regular variation and its application to the weak convergence of sample extremes , 1973 .
[16] A. Jenkinson. The frequency distribution of the annual maximum (or minimum) values of meteorological elements , 1955 .
[17] B. Gnedenko. Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire , 1943 .
[18] R. Fisher,et al. Limiting forms of the frequency distribution of the largest or smallest member of a sample , 1928, Mathematical Proceedings of the Cambridge Philosophical Society.
[19] E. Dodd. The greatest and the least variate under general laws of error , 1923 .
[20] L. Haan,et al. Extreme value theory : an introduction , 2006 .
[21] C. Klüppelberg,et al. Modelling Extremal Events , 1997 .
[22] M. Falk. Best Attainable Rate of Joint Convergence of Extremes , 1989 .
[23] J. Pickands. Statistical Inference Using Extreme Order Statistics , 1975 .
[24] M. Fréchet. Sur la loi de probabilité de l'écart maximum , 1928 .