References in zbMATH (referenced in 326 articles , 1 standard article )

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  1. Ben Youngman: evgam: An R package for Generalized Additive Extreme Value Models (2020) arXiv
  2. Dey, Asim Kumer; Edwards, Audrene; Das, Kumer Pial: Determinants of high crude oil price: a nonstationary extreme value approach (2020)
  3. Lawley, Sean D.; Madrid, Jacob B.: A probabilistic approach to extreme statistics of Brownian escape times in dimensions 1, 2, and 3 (2020)
  4. Loyara, Vini Yves Bernadin; Guillaume Bagré, Remi; Barro, Diakarya: Estimation of the value at risk using the stochastic approach of Taylor formula (2020)
  5. Ma, Yaolan; Wei, Bo; Huang, Wei: A nonparametric estimator for the conditional tail index of Pareto-type distributions (2020)
  6. Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher: Trend detection for heteroscedastic extremes (2020)
  7. Moura e Silva, Wyara Vanesa; Ferraz do Nascimento, Fernando; Bourguignon, Marcelo: A change-point model for the (r)-largest order statistics with applications to environmental and financial data (2020)
  8. Wang, Yinzhi; Hobæk Haff, Ingrid; Huseby, Arne: Modelling extreme claims via composite models and threshold selection methods (2020)
  9. Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.: Are extreme value estimation methods useful for network data? (2020)
  10. Wu, Tung-Lung; Li, Ping: Projected tests for high-dimensional covariance matrices (2020)
  11. Babazadeh, Hossein; Esfahanipour, Akbar: A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (2019)
  12. Bahraoui, Zuhair; Bahraoui, M. Amin: Extreme quantiles and tail index of a distribution based on kernel estimator (2019)
  13. Bareche, Aicha; Cherfaoui, Mouloud: Sensitivity of the stability bound for ruin probabilities to claim distributions (2019)
  14. Béranger, B.; Duong, T.; Perkins-Kirkpatrick, S. E.; Sisson, S. A.: Tail density estimation for exploratory data analysis using kernel methods (2019)
  15. Birghila, Corina; Pflug, Georg Ch.: Optimal XL-insurance under Wasserstein-type ambiguity (2019)
  16. Bisewski, Krzysztof; Crommelin, Daan; Mandjes, Michel: Rare event simulation for steady-state probabilities via recurrency cycles (2019)
  17. Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F.: A nonparametric method for producing isolines of bivariate exceedance probabilities (2019)
  18. Dhivyaraja, K.; Gaddes, D.; Freeman, E.; Tadigadapa, S.; Panchagnula, M. V.: Dynamical similarity and universality of drop size and velocity spectra in sprays (2019)
  19. Dombry, Clément; Ferreira, Ana: Maximum likelihood estimators based on the block maxima method (2019)
  20. Falk, Michael; Padoan, Simone A.; Wisheckel, Florian: Generalized Pareto copulas: a key to multivariate extremes (2019)

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