References in zbMATH (referenced in 317 articles , 1 standard article )

Showing results 1 to 20 of 317.
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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. Ma, Yaolan; Wei, Bo; Huang, Wei: A nonparametric estimator for the conditional tail index of Pareto-type distributions (2020)
  4. Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher: Trend detection for heteroscedastic extremes (2020)
  5. Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.: Are extreme value estimation methods useful for network data? (2020)
  6. Wu, Tung-Lung; Li, Ping: Projected tests for high-dimensional covariance matrices (2020)
  7. Babazadeh, Hossein; Esfahanipour, Akbar: A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (2019)
  8. Bahraoui, Zuhair; Bahraoui, M. Amin: Extreme quantiles and tail index of a distribution based on kernel estimator (2019)
  9. Béranger, B.; Duong, T.; Perkins-Kirkpatrick, S. E.; Sisson, S. A.: Tail density estimation for exploratory data analysis using kernel methods (2019)
  10. Birghila, Corina; Pflug, Georg Ch.: Optimal XL-insurance under Wasserstein-type ambiguity (2019)
  11. Bisewski, Krzysztof; Crommelin, Daan; Mandjes, Michel: Rare event simulation for steady-state probabilities via recurrency cycles (2019)
  12. Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F.: A nonparametric method for producing isolines of bivariate exceedance probabilities (2019)
  13. Dhivyaraja, K.; Gaddes, D.; Freeman, E.; Tadigadapa, S.; Panchagnula, M. V.: Dynamical similarity and universality of drop size and velocity spectra in sprays (2019)
  14. Dombry, Clément; Ferreira, Ana: Maximum likelihood estimators based on the block maxima method (2019)
  15. Falk, Michael; Padoan, Simone A.; Wisheckel, Florian: Generalized Pareto copulas: a key to multivariate extremes (2019)
  16. Ho, Zhen Wai Olivier; Dombry, Clément: Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (2019)
  17. 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)
  18. Hu, Guannan; Bódai, Tamás; Lucarini, Valerio: Effects of stochastic parametrization on extreme value statistics (2019)
  19. Khadraoui, Khader; Ribereau, Pierre: Bayesian inference with (M)-splines on spectral measure of bivariate extremes (2019)
  20. Kirschstein, Thomas; Meisel, Frank: A multi-period multi-commodity lot-sizing problem with supplier selection, storage selection and discounts for the process industry (2019)

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