Add to ORKGAMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13, C14
The choice of probability distribution for appropriate modeling of extreme-value measurements has be...
• Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample...
textabstractWe prove asymptotic normality of the so-called maximum likelihood estimator of the extre...
Consider a random sample from a bivariate distribution function F in the max-domain of attraction of...
Consider a random sample from a bivariate distribution function F in the max-domain of attraction of...
Let 11 nn be a random sample from a bivariate distri-bution functionF in the domain of max...
This paper deals with properties of the exponentiated extreme value distribution. We derive the appr...
AbstractIn extreme value analysis, staring from Smith (1987) [1], the maximum likelihood procedure i...
Let (X1, Y1), (X2, Y2),…, (Xn, Yn) be a random sample from a bivariate distribution function F which...
AbstractLet (X1, Y1), (X2, Y2),…, (Xn, Yn) be a random sample from a bivariate distribution function...
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimati...
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimati...
The traditional approach to multivariate extreme values has been through the multivariate extreme va...
The statistical analysis of extreme data is important for various disciplines, including hydrology, ...
[[abstract]]Different types of exact confidence intervals and exact joint confidence regions for the...
The choice of probability distribution for appropriate modeling of extreme-value measurements has be...
• Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample...
textabstractWe prove asymptotic normality of the so-called maximum likelihood estimator of the extre...
Consider a random sample from a bivariate distribution function F in the max-domain of attraction of...
Consider a random sample from a bivariate distribution function F in the max-domain of attraction of...
Let 11 nn be a random sample from a bivariate distri-bution functionF in the domain of max...
This paper deals with properties of the exponentiated extreme value distribution. We derive the appr...
AbstractIn extreme value analysis, staring from Smith (1987) [1], the maximum likelihood procedure i...
Let (X1, Y1), (X2, Y2),…, (Xn, Yn) be a random sample from a bivariate distribution function F which...
AbstractLet (X1, Y1), (X2, Y2),…, (Xn, Yn) be a random sample from a bivariate distribution function...
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimati...
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimati...
The traditional approach to multivariate extreme values has been through the multivariate extreme va...
The statistical analysis of extreme data is important for various disciplines, including hydrology, ...
[[abstract]]Different types of exact confidence intervals and exact joint confidence regions for the...
The choice of probability distribution for appropriate modeling of extreme-value measurements has be...
• Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample...
textabstractWe prove asymptotic normality of the so-called maximum likelihood estimator of the extre...