Add to ORKGExtremes of Moving Averages of Random Variables from the Domain of the Double Exponential Distributio
The distribution of block maxima of sequences of independent and identically-distributed random var...
This classic text covers order statistics and their exceedances; exact distribution of extremes; the...
AbstractThe paper gives sufficient conditions for domains of attraction of multivariate extreme valu...
AbstractLet {Zn} be an iid sequence of random variables with common distribution F which belongs to ...
This paper was published in "American Journal of Epidemiology" 132 (1) Supplement: S136-S14
Extremes of periodic moving averages of random variables with regularly varying tail probabilitie
AbstractWe study the extremes of a sequence of random variables (Rn) defined by the recurrence Rn=Mn...
In the article the outline of asymptotic theory of extreme values has been intro-duced for the appli...
A theory of extremes is developed for chaotic dynamical systems and illustrated on representative mo...
Extreme Value distributions arise as limiting distributions for maximums or minimums (extreme values...
Simple random sampling, Moving extreme ranked set sampling, Maximum likelihood estimator, Modified m...
International audienceWe study the asymptotic behaviour of the extreme values of a stochastic volati...
Let X_2, X_2, ... be a sequence of independent and identically distributed random variables with dis...
Summary of standard extreme-value statistics: • Let z1,..., zN be i.i.d. random variables with proba...
In the bivariate setting, i.e. when we have two variables jointly playing a role, the estimation of ...
The distribution of block maxima of sequences of independent and identically-distributed random var...
This classic text covers order statistics and their exceedances; exact distribution of extremes; the...
AbstractThe paper gives sufficient conditions for domains of attraction of multivariate extreme valu...
AbstractLet {Zn} be an iid sequence of random variables with common distribution F which belongs to ...
This paper was published in "American Journal of Epidemiology" 132 (1) Supplement: S136-S14
Extremes of periodic moving averages of random variables with regularly varying tail probabilitie
AbstractWe study the extremes of a sequence of random variables (Rn) defined by the recurrence Rn=Mn...
In the article the outline of asymptotic theory of extreme values has been intro-duced for the appli...
A theory of extremes is developed for chaotic dynamical systems and illustrated on representative mo...
Extreme Value distributions arise as limiting distributions for maximums or minimums (extreme values...
Simple random sampling, Moving extreme ranked set sampling, Maximum likelihood estimator, Modified m...
International audienceWe study the asymptotic behaviour of the extreme values of a stochastic volati...
Let X_2, X_2, ... be a sequence of independent and identically distributed random variables with dis...
Summary of standard extreme-value statistics: • Let z1,..., zN be i.i.d. random variables with proba...
In the bivariate setting, i.e. when we have two variables jointly playing a role, the estimation of ...
The distribution of block maxima of sequences of independent and identically-distributed random var...
This classic text covers order statistics and their exceedances; exact distribution of extremes; the...
AbstractThe paper gives sufficient conditions for domains of attraction of multivariate extreme valu...