References in zbMATH (referenced in 304 articles , 1 standard article )

Showing results 1 to 20 of 304.
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  1. Babazadeh, Hossein; Esfahanipour, Akbar: A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (2019)
  2. Bahraoui, Zuhair; Bahraoui, M. Amin: Extreme quantiles and tail index of a distribution based on kernel estimator (2019)
  3. Béranger, B.; Duong, T.; Perkins-Kirkpatrick, S. E.; Sisson, S. A.: Tail density estimation for exploratory data analysis using kernel methods (2019)
  4. Birghila, Corina; Pflug, Georg Ch.: Optimal XL-insurance under Wasserstein-type ambiguity (2019)
  5. Bisewski, Krzysztof; Crommelin, Daan; Mandjes, Michel: Rare event simulation for steady-state probabilities via recurrency cycles (2019)
  6. Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F.: A nonparametric method for producing isolines of bivariate exceedance probabilities (2019)
  7. Dhivyaraja, K.; Gaddes, D.; Freeman, E.; Tadigadapa, S.; Panchagnula, M. V.: Dynamical similarity and universality of drop size and velocity spectra in sprays (2019)
  8. Dombry, Clément; Ferreira, Ana: Maximum likelihood estimators based on the block maxima method (2019)
  9. Falk, Michael; Padoan, Simone A.; Wisheckel, Florian: Generalized Pareto copulas: a key to multivariate extremes (2019)
  10. Ho, Zhen Wai Olivier; Dombry, Clément: Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (2019)
  11. Huang, Whitney K.; Cooley, Daniel S.; Ebert-Uphoff, Imme; Chen, Chen; Chatterjee, Snigdhansu: New exploratory tools for extremal dependence: (\chi) networks and annual extremal networks (2019)
  12. Hu, Guannan; Bódai, Tamás; Lucarini, Valerio: Effects of stochastic parametrization on extreme value statistics (2019)
  13. Kirschstein, Thomas; Meisel, Frank: A multi-period multi-commodity lot-sizing problem with supplier selection, storage selection and discounts for the process industry (2019)
  14. Leiva, Víctor; Lillo, Camilo; Gomes, M. Ivette; Ferreira, Marta: Discussion of “Birnbaum-Saunders distribution: a review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters (2019)
  15. Medford, Anthony; Vaupel, James W.: An introduction to gevistic regression mortality models (2019)
  16. Morris, Samuel A.; Reich, Brian J.; Thibaud, Emeric: Exploration and inference in spatial extremes using empirical basis functions (2019)
  17. Možina, Martin; Demšar, Janez; Bratko, Ivan; Žabkar, Jure: Extreme value correction: a method for correcting optimistic estimations in rule learning (2019)
  18. Ouoba, Fabrice; Diakarya, Barro; Talkibing, Hay Yoba: Geostatistical analysis with copula-based models of madograms, correlograms and variograms (2019)
  19. Pakzad, Cambyse: Poisson statistics at the edge of Gaussian (\beta)-ensemble at high temperature (2019)
  20. Ray, Arnob; Rakshit, Sarbendu; Ghosh, Dibakar; Dana, Syamal K.: Intermittent large deviation of chaotic trajectory in Ikeda map: signature of extreme events (2019)

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