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There are 6510 results for: content related to: Change point analysis of extreme values

  1. Tail Estimation under Pareto-Type Models

    Statistics of Extremes: Theory and Applications

    Jan Beirlant, Yuri Goegebeur, Jozef Teugels, Johan Segers, Pages: 99–129, 2005

    Published Online : 11 AUG 2005, DOI: 10.1002/0470012382.ch4

  2. Multivariate Hill Estimators

    International Statistical Review

    Yves Dominicy, Pauliina Ilmonen and David Veredas

    Version of Record online : 29 OCT 2015, DOI: 10.1111/insr.12120

  3. Extreme Value Theory and Statistics of Univariate Extremes: A Review

    International Statistical Review

    Volume 83, Issue 2, August 2015, Pages: 263–292, M. Ivette Gomes and Armelle Guillou

    Version of Record online : 25 AUG 2014, DOI: 10.1111/insr.12058

  4. Estimation of Risk Assessment of Some Heavy Metals Intake Through Black Scabbardfish (Aphanopus carbo) Consumption in Portugal

    Risk Analysis

    Volume 30, Issue 6, June 2010, Pages: 952–961, Carlos Cardoso, Inês Farias, Valentina Costa, Maria Nunes and Leonel Gordo

    Version of Record online : 23 FEB 2010, DOI: 10.1111/j.1539-6924.2010.01374.x

  5. Reduced-bias tail index estimation and the jackknife methodology

    Statistica Neerlandica

    Volume 61, Issue 2, May 2007, Pages: 243–270, M. Ivette Gomes, Cristina Miranda and Clara Viseu

    Version of Record online : 4 MAY 2007, DOI: 10.1111/j.1467-9574.2007.00346.x

  6. You have free access to this content
    Probability tails of wavelet coefficients of magnetometer records

    Journal of Geophysical Research: Space Physics (1978–2012)

    Volume 111, Issue A6, June 2006, P. Kokoszka, I. Maslova, J. Sojka and L. Zhu

    Version of Record online : 8 JUN 2006, DOI: 10.1029/2005JA011486

  7. Methylmercury Risks and EPA + DHA Benefits Associated with Seafood Consumption in Europe

    Risk Analysis

    Volume 30, Issue 5, May 2010, Pages: 827–840, Carlos Cardoso, Narcisa Bandarra, Helena Lourenço, Cláudia Afonso and Maria Nunes

    Version of Record online : 20 MAY 2010, DOI: 10.1111/j.1539-6924.2010.01409.x

  8. Regional extreme value index estimation and a test of tail homogeneity

    Environmetrics

    Volume 27, Issue 2, March 2016, Pages: 103–115, Paul Kinsvater, Roland Fried and Jona Lilienthal

    Version of Record online : 27 DEC 2015, DOI: 10.1002/env.2376

  9. Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 70, Issue 1, February 2008, Pages: 31–52, M. Ivette Gomes, Laurens De Haan and Lígia Henriques Rodrigues

    Version of Record online : 2 NOV 2007, DOI: 10.1111/j.1467-9868.2007.00620.x

  10. Case Studies

    Statistics of Extremes: Theory and Applications

    Jan Beirlant, Yuri Goegebeur, Jozef Teugels, Johan Segers, Pages: 177–208, 2005

    Published Online : 11 AUG 2005, DOI: 10.1002/0470012382.ch6

  11. A robust prediction error criterion for pareto modelling of upper tails

    Canadian Journal of Statistics

    Volume 34, Issue 4, December 2006, Pages: 639–658, Debbie J. Dupuis and Maria-Pia Victoria-Feser

    Version of Record online : 17 FEB 2009, DOI: 10.1002/cjs.5550340406

  12. Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators

    Statistica Neerlandica

    Volume 65, Issue 4, November 2011, Pages: 462–488, Frederico Caeiro and M. Ivette Gomes

    Version of Record online : 3 JUL 2011, DOI: 10.1111/j.1467-9574.2011.00495.x

  13. Are output growth-rate distributions fat-tailed? some evidence from OECD countries

    Journal of Applied Econometrics

    Volume 23, Issue 5, August 2008, Pages: 639–669, Giorgio Fagiolo, Mauro Napoletano and Andrea Roventini

    Version of Record online : 19 AUG 2008, DOI: 10.1002/jae.1003

  14. You have free access to this content
    Statistics of heteroscedastic extremes

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 78, Issue 1, January 2016, Pages: 31–51, John H. J. Einmahl, Laurens de Haan and Chen Zhou

    Version of Record online : 13 DEC 2014, DOI: 10.1111/rssb.12099

  15. Fat Tails, Scaling, and Stable Laws

    Chapter

    Encyclopedia of Financial Models

    Sergio M. Focardi and Frank J. Fabozzi

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0102

  16. Modelling species abundance using the Poisson–Tweedie family

    Environmetrics

    Volume 22, Issue 2, March 2011, Pages: 152–164, Abdel H. El-Shaarawi, Rong Zhu and Harry Joe

    Version of Record online : 12 FEB 2010, DOI: 10.1002/env.1036

  17. Fitting extreme value models

    Operational Risk: Modeling Analytics

    Harry H. Panjer, Pages: 383–393, 2006

    Published Online : 6 MAR 2006, DOI: 10.1002/0470051310.ch13

  18. Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence

    Scandinavian Journal of Statistics

    Volume 40, Issue 1, March 2013, Pages: 174–189, YURI GOEGEBEUR and ARMELLE GUILLOU

    Version of Record online : 30 MAY 2012, DOI: 10.1111/j.1467-9469.2012.00800.x

  19. Robustness of Conditional Moments: An Application to Premium Calculation of Reinsurance Treaties

    Risk Analysis

    Volume 21, Issue 2, April 2001, Pages: 225–234, Ping-Hung Hsieh

    Version of Record online : 24 MAY 2002, DOI: 10.1111/0272-4332.212107

  20. EXTREME VALUE THEORY IN FINANCE: A SURVEY

    Journal of Economic Surveys

    Volume 28, Issue 1, February 2014, Pages: 82–108, Marco Rocco

    Version of Record online : 16 SEP 2012, DOI: 10.1111/j.1467-6419.2012.00744.x