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                             172 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Accounting for threshold uncertainty in extreme value estimation Tancredi, Andrea
2006
2 p. 87-106
artikel
2 A class of non-Gaussian second order random fields Åberg, Sofia
2010
2 p. 187-222
artikel
3 A Class of Tests on the Tail Index Jana Jureková
2001
2 p. 165-183
19 p.
artikel
4 A Class of Tests on the Tail Index Jurečková, Jana
2001
2 p. 165-183
artikel
5 A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes Cisneros, Daniela

2 p. 301-330
artikel
6 A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling Schliep, Erin M.
2009
2 p. 219-239
artikel
7 A continuous updating weighted least squares estimator of tail dependence in high dimensions Einmahl, John H. J.
2017
2 p. 205-233
artikel
8 A marginal modelling approach for predicting wildfire extremes across the contiguous United States D’Arcy, Eleanor

2 p. 381-398
artikel
9 A measure of dependence for stable distributions Alparslan, Uğur Tuncay
2016
2 p. 303-323
artikel
10 Analysis of wildfires and their extremes via spatial quantile autoregressive model Lee, Jongmin

2 p. 353-379
artikel
11 An Extremal Limit Theorem for the Argmax Process of Brownian Motion Minus a Parabolic Drift Gerard Hooghiemstra
1998
2 p. 215-240
26 p.
artikel
12 An Extremal Limit Theorem for the Argmax Process of Brownian Motion Minus a Parabolic Drift Hooghiemstra, Gerard
1998
2 p. 215-240
artikel
13 An Isobar-Surfaces Approach to Multidimensional Outlier-Proneness Marie-Francoise Barme-Delcroix
2002
2 p. 131-144
14 p.
artikel
14 An Isobar-Surfaces Approach to Multidimensional Outlier-Proneness Barme-Delcroix, Marie-Francoise
2002
2 p. 131-144
artikel
15 A Poisson process reparameterisation for Bayesian inference for extremes Sharkey, Paul
2016
2 p. 239-263
artikel
16 A regionalisation approach for rainfall based on extremal dependence Saunders, K. R.

2 p. 215-240
artikel
17 A spatio-temporal dynamic regression model for extreme wind speeds Mahmoudian, Behzad
2014
2 p. 221-245
artikel
18 Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes Chen, Wanfang

2 p. 267-292
artikel
19 Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles Albert, Clément

2 p. 349-380
artikel
20 Asymptotic Expansions for the Distribution of the Maximum of Gaussian Random Fields JEAN-MARC AZAÏS
2002
2 p. 181-212
32 p.
artikel
21 Asymptotic Expansions for the Distribution of the Maximum of Gaussian Random Fields AZAÏS, JEAN-MARC
2002
2 p. 181-212
artikel
22 Asymptotic Properties of Sums of Upper Records Arup Bose
2003
2 p. 147-164
18 p.
artikel
23 Asymptotic Properties of Sums of Upper Records Bose, Arup
2003
2 p. 147-164
artikel
24 A Test for Nonlinearity of Time Series with Infinite Variance Sidney Resnick
2000
2 p. 145-172
28 p.
artikel
25 A Test for Nonlinearity of Time Series with Infinite Variance Resnick, Sidney
2000
2 p. 145-172
artikel
26 Basin-wide spatial conditional extremes for severe ocean storms Shooter, Rob

2 p. 241-265
artikel
27 Bias correction in extreme value statistics with index around zero Cai, Juan-Juan
2012
2 p. 173-201
artikel
28 Book review: quantitative risk management: concepts, techniques and tools, revised edition, by A.F. McNeil, R. Frey and P. Embrechts. Princeton University Press, 2015, ISBN 978-0-691-16627-8, xix + 700 pp. Zhou, Chen
2017
2 p. 489-491
artikel
29 Book Review: Scan Statistics and Applications, edited by J. Glaz and N. Balakrishnan. A volume in the Statistics for Industry and Technology series, Birkhäuser, 1999, ISBN 0-8176-4041-X, 368 pp., 10 illus., 79.95 Malgorzata Roos
2000
2 p. 197-199
3 p.
artikel
30 Book Review: Scan Statistics and Applications, edited by J. Glaz and N. Balakrishnan. A volume in the “Statistics for Industry and Technology” series, Birkhäuser, 1999, ISBN 0-8176-4041-X, 368 pp., 10 illus., $79.95 Roos, Malgorzata
2000
2 p. 197-199
artikel
31 Certain bivariate distributions and random processes connected with maxima and minima Kozubowski, Tomasz J.
2018
2 p. 315-342
artikel
32 Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels Gardes, Laurent
2010
2 p. 177-204
artikel
33 Confidence Intervals and Accuracy Estimation for Heavy-Tailed Generalized Pareto Distributions Nader Tajvidi
2003
2 p. 111-123
13 p.
artikel
34 Confidence Intervals and Accuracy Estimation for Heavy-Tailed Generalized Pareto Distributions Tajvidi, Nader
2003
2 p. 111-123
artikel
35 Convergence of tail sum for records Bose, Arup
2006
2 p. 151-168
artikel
36 Correction to: Estimation and uncertainty quantification for extreme quantile regions Beranger, Boris

2 p. 377-378
artikel
37 Coupled Continuous Time Random Maxima Hees, Katharina
2017
2 p. 235-259
artikel
38 Criteria for Convergence of the Number of Near Maxima for Long Tails Pakes, Anthony G.
2005
2 p. 123-134
artikel
39 Dependence Between Extreme Values of Discrete and Continuous Time Locally Stationary Gaussian Processes Hüsler, J.
2005
2 p. 179-190
artikel
40 Dependence Estimation and Visualization in Multivariate Extremes with Applications to Financial Data Hsing, Tailen
2005
2 p. 99-121
artikel
41 Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment Fowler, Hayley J.
2010
2 p. 241-267
artikel
42 Detecting distributional changes in samples of independent block maxima using probability weighted moments Kojadinovic, Ivan
2016
2 p. 417-450
artikel
43 Detecting tail behavior: mean excess plots with confidence bounds Das, Bikramjit
2015
2 p. 325-349
artikel
44 Discrete and Continuous Time Extremes of Gaussian Processes Piterbarg*, Vladimir I.
2005
2 p. 161-177
artikel
45 Distribution of the height of local maxima of Gaussian random fields Cheng, Dan
2014
2 p. 213-240
artikel
46 Diversification limit of quantiles under dependence uncertainty Bignozzi, Valeria
2016
2 p. 143-170
artikel
47 Dynamically evolving Gaussian spatial fields Baxevani, Anastassia
2010
2 p. 223-251
artikel
48 Dynamic tail inference with log-Laplace volatility Chavez, Gordon V.

2 p. 287-315
artikel
49 Editorial: EVA 2021 data challenge on spatiotemporal prediction of wildfire extremes in the USA Opitz, Thomas

2 p. 241-250
artikel
50 Editorial: Special issue on marine safety and Rice’s formula Rootzén, Holger
2011
2 p. 153-155
artikel
51 Editorial: special issue on statistics of extremes in weather and climate Katz, Richard W.
2010
2 p. 107-108
artikel
52 Editorial to the special issue: Statistical modeling of environmental extremes Cooley, Dan

2 p. 197-198
artikel
53 Estimating extreme bivariate quantile regions Einmahl, John H. J.
2012
2 p. 121-145
artikel
54 Estimating the Mean of Heavy-Tailed Distributions Joachim Johansson
2003
2 p. 91-109
19 p.
artikel
55 Estimating the Mean of Heavy-Tailed Distributions Johansson, Joachim
2003
2 p. 91-109
artikel
56 Estimation and uncertainty quantification for extreme quantile regions Beranger, Boris

2 p. 349-375
artikel
57 Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process Kulik, Rafał
2012
2 p. 203-239
artikel
58 Estimation of return values for significant wave height from satellite data Rychlik, Igor
2010
2 p. 167-186
artikel
59 Estimation of the extremal index using censored distributions Holešovský, Jan

2 p. 197-213
artikel
60 Estimation of Value at Risk by Extreme Value Methods Sarah Lauridsen
2000
2 p. 107-144
38 p.
artikel
61 Estimation of Value at Risk by Extreme Value Methods Lauridsen, Sarah
2000
2 p. 107-144
artikel
62 Exact simulation of Brown-Resnick random fields at a finite number of locations Dieker, A. B.
2015
2 p. 301-314
artikel
63 Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds Cheng, Dan
2016
2 p. 475-487
artikel
64 Extremal dependence measure and extremogram: the regularly varying case Larsson, Martin
2011
2 p. 231-256
artikel
65 Extremal Forex Returns in Extremely Large Data Sets Michel M. Dacorogna
2001
2 p. 105-127
23 p.
artikel
66 Extremal Forex Returns in Extremely Large Data Sets Dacorogna, Michel M.
2001
2 p. 105-127
artikel
67 Extremal lifetimes of persistent cycles Chenavier, Nicolas

2 p. 299-330
artikel
68 Extremal linkage networks Heydenreich, Markus

2 p. 229-255
artikel
69 Extremal Processes with One Jump A.A. Balkema
2000
2 p. 173-195
23 p.
artikel
70 Extremal Processes with One Jump Balkema, A.A.
2000
2 p. 173-195
artikel
71 Extremal shot noises, heavy tails and max-stable random fields Dombry, Clément
2011
2 p. 129-158
artikel
72 Extremes of censored and uncensored lifetimes in survival data Maller, Ross

2 p. 331-361
artikel
73 Extremes of Gaussian random fields with regularly varying dependence structure Dȩbicki, Krzysztof
2016
2 p. 333-392
artikel
74 Extremes of independent stochastic processes: a point process approach Eyi-Minko, Frédéric
2016
2 p. 197-218
artikel
75 Extremes of projections of functional time series on data–driven basis systems Kokoszka, Piotr
2017
2 p. 177-204
artikel
76 Extremes of stationary Gaussian storage models Dębicki, Krzysztof
2016
2 p. 273-302
artikel
77 Extreme value distribution of a recursive-type detector in a linear model Aue, Alexander
2007
2 p. 135-166
artikel
78 Extreme Value Distributions for Random Coupon Collector and Birthday Problems Lars Holst
2001
2 p. 129-145
17 p.
artikel
79 Extreme Value Distributions for Random Coupon Collector and Birthday Problems Holst, Lars
2001
2 p. 129-145
artikel
80 Extreme value distributions of inclusions in six steels Ekengren, Jens
2011
2 p. 257-265
artikel
81 Extreme value properties of multivariate t copulas Nikoloulopoulos, Aristidis K.
2008
2 p. 129-148
artikel
82 Extreme Value Theory for Queues Via Cycle Maxima Søren Asmussen
1998
2 p. 137-168
32 p.
artikel
83 Extreme Value Theory for Queues Via Cycle Maxima Asmussen, Søren
1998
2 p. 137-168
artikel
84 Fitting phase–type scale mixtures to heavy–tailed data and distributions Bladt, Mogens
2017
2 p. 285-313
artikel
85 Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes Buhl, Sven
2019
2 p. 223-269
artikel
86 General max-stable laws Sreehari, M.
2008
2 p. 187-200
artikel
87 Gradient boosting with extreme-value theory for wildfire prediction Koh, Jonathan

2 p. 273-299
artikel
88 Handling missing extremes in tail estimation Xu, Hui

2 p. 199-227
artikel
89 Heavy tailed time series with extremal independence Kulik, Rafał
2015
2 p. 273-299
artikel
90 High extrema of Gaussian chaos processes Piterbarg, Vladimir I.
2016
2 p. 253-272
artikel
91 Identifying groups of variables with the potential of being large simultaneously Chiapino, Maël
2019
2 p. 193-222
artikel
92 Implicit extremes and implicit max–stable laws Scheffler, Hans-Peter
2016
2 p. 265-299
artikel
93 Improved threshold diagnostic plots for extreme value analyses Northrop, Paul J.
2014
2 p. 289-303
artikel
94 Inclusion Size Distribution and Endurance Limit of a Hard Steel Hubert Bomas
1999
2 p. 149-164
16 p.
artikel
95 Inclusion Size Distribution and Endurance Limit of a Hard Steel Bomas, Hubert
1999
2 p. 149-164
artikel
96 Invariance Principles for Paced Record Times and Applications Gratiane Ennadifi
1999
2 p. 201-217
17 p.
artikel
97 Invariance Principles for Paced Record Times and Applications Ennadifi, Gratiane
1999
2 p. 201-217
artikel
98 Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach Zhang, Zhongwei

2 p. 339-351
artikel
99 kth-order Markov extremal models for assessing heatwave risks Winter, Hugo C.
2016
2 p. 393-415
artikel
100 Large Deviations of a Storage Process with Fractional Brownian Motion as Input Vladimir I. Piterbarg
2001
2 p. 147-164
18 p.
artikel
101 Large Deviations of a Storage Process with Fractional Brownian Motion as Input Piterbarg, Vladimir I.
2001
2 p. 147-164
artikel
102 Light tails: all summands are large when the empirical mean is large Broniatowski, Michel
2014
2 p. 305-336
artikel
103 Limiting Distributions of Linear Programming Estimators Keith Knight
2001
2 p. 87-103
17 p.
artikel
104 Limiting Distributions of Linear Programming Estimators Knight, Keith
2001
2 p. 87-103
artikel
105 Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes Tan, Zhongquan
2013
2 p. 241-254
artikel
106 Limit theorems for record counts and times in the Fα-scheme Doukhan, Paul
2012
2 p. 147-171
artikel
107 Location invariant Weiss-Hill estimator Ling, Chengxiu
2011
2 p. 197-230
artikel
108 Managing local dependencies in asymptotic theory for maxima of stationary random fields Jakubowski, Adam
2018
2 p. 293-315
artikel
109 Maxima of random particles scores in Markov branching process with continuous time Lebedev, A. V.
2007
2 p. 203-216
artikel
110 Maximum loss and maximum gain of spectrally negative Lévy processes Vardar-Acar, Ceren
2016
2 p. 301-308
artikel
111 Max-stable processes and the functional D-norm revisited Aulbach, Stefan
2014
2 p. 191-212
artikel
112 Mixed moment estimator and location invariant alternatives Fraga Alves, M. Isabel
2008
2 p. 149-185
artikel
113 Modeling spatial extremes using normal mean-variance mixtures Zhang, Zhongwei

2 p. 175-197
artikel
114 Multiple thresholds in extremal parameter estimation Sun, Julian
2018
2 p. 317-341
artikel
115 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples Embrechts, Paul
2008
2 p. 107-127
artikel
116 Multivariate records and hitting scenarios Dombry, Clément
2018
2 p. 343-361
artikel
117 Multivariate subexponential distributions and their applications Samorodnitsky, Gennady
2016
2 p. 171-196
artikel
118 New estimators of the extreme value index under random right censoring, for heavy-tailed distributions Worms, Julien
2014
2 p. 337-358
artikel
119 Note on the estimation of crossing intensity for Laplace moving average Galtier, Thomas
2010
2 p. 157-166
artikel
120 On conditional extreme values of random vectors with polar representation Seifert, Miriam Isabel
2013
2 p. 193-219
artikel
121 On distributionally robust extreme value analysis Blanchet, Jose

2 p. 317-347
artikel
122 On Exponential Representations of Log-Spacings of Extreme Order Statistics J. Beirlant
2002
2 p. 157-180
24 p.
artikel
123 On Exponential Representations of Log-Spacings of Extreme Order Statistics Beirlant, J.
2002
2 p. 157-180
artikel
124 On Minimal-Moment Generating Functions M.C. Spruill
2002
2 p. 145-155
11 p.
artikel
125 On Minimal-Moment Generating Functions Spruill, M.C.
2002
2 p. 145-155
artikel
126 On Statistical Inference Based on Record Values Andrey Feuerverger
1998
2 p. 169-190
22 p.
artikel
127 On Statistical Inference Based on Record Values Feuerverger, Andrey
1998
2 p. 169-190
artikel
128 On tail dependence matrices Shyamalkumar, Nariankadu D.

2 p. 245-285
artikel
129 On tail trend detection: modeling relative risk Haan, Laurens de
2014
2 p. 141-178
artikel
130 On the asymptotic distribution of the multinomial maximum with an increasing number of classes Houdré, C.
2014
2 p. 179-190
artikel
131 On the asymptotics of supremum distribution for some iterated processes Arendarczyk, Marek
2016
2 p. 451-474
artikel
132 On the Extremal Behaviour of Generalised Periodic Sub-Sampled Moving Average Models with Regularly Varying Tails Hall, A.
2005
2 p. 149-160
artikel
133 On the Maximum of Bivariate Normal Random Variables Alan P. Ker
2001
2 p. 185-190
6 p.
artikel
134 On the Maximum of Bivariate Normal Random Variables Ker, Alan P.
2001
2 p. 185-190
artikel
135 On the regular variation of ratios of jointly Fréchet random variables Wang, Yizao
2011
2 p. 175-196
artikel
136 On the tail behavior of a class of multivariate conditionally heteroskedastic processes Pedersen, Rasmus Søndergaard
2017
2 p. 261-284
artikel
137 Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks Cai, Juan-Juan

2 p. 199-214
artikel
138 Parametric models for distributions when interest is in extremes with an application to daily temperature Stein, Michael L.

2 p. 293-323
artikel
139 Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis Bücher, Axel

2 p. 325-348
artikel
140 Power variations for a class of Brown-Resnick processes Robert, Christian Y.

2 p. 215-244
artikel
141 Random Features of the Fatigue Limit Thomas Svensson
1999
2 p. 165-176
12 p.
artikel
142 Random Features of the Fatigue Limit Svensson, Thomas
1999
2 p. 165-176
artikel
143 Reconstruction of incomplete wildfire data using deep generative models Ivek, Tomislav

2 p. 251-271
artikel
144 Ridge regression estimators for the extreme value index Buitendag, Sven
2018
2 p. 271-292
artikel
145 Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory Lin, Jianxi
2014
2 p. 247-262
artikel
146 Serial dependence in ARCH-models as measured by tail dependence coefficients Brummelhuis, Raymond
2007
2 p. 167-201
artikel
147 Simple random forest classification algorithms for predicting occurrences and sizes of wildfires Makowski, David

2 p. 331-338
artikel
148 Small Defects and Inhomogeneities in Fatigue Strength: Experiments, Models and Statistical Implications Y. Murakami
1999
2 p. 123-147
25 p.
artikel
149 Small Defects and Inhomogeneities in Fatigue Strength: Experiments, Models and Statistical Implications Murakami, Y.
1999
2 p. 123-147
artikel
150 Sources of uncertainty in the extreme value statistics of climate data Wehner, Michael
2010
2 p. 205-217
artikel
151 Stability of Maxima of Random Variables with Multidimensional Indices Li, Michael Z. F.
2005
2 p. 135-147
artikel
152 Statistical downscaling of extreme precipitation events using extreme value theory Friederichs, Petra
2010
2 p. 109-132
artikel
153 Statistical post-processing of forecasts for extremes using bivariate brown-resnick processes with an application to wind gusts Oesting, Marco
2016
2 p. 309-332
artikel
154 Synoptic airflow and UK daily precipitation extremes Maraun, Douglas
2010
2 p. 133-153
artikel
155 Tail and dependence behavior of levels that persist for a fixed period of time Ferreira, Marta
2007
2 p. 113-133
artikel
156 Tail approximations to the density function in EVT Hüsler, Jürg
2006
2 p. 131-149
artikel
157 Tail asymptotics for the sum of two heavy-tailed dependent risks Albrecher, Hansjörg
2006
2 p. 107-130
artikel
158 Tail correlation functions of max-stable processes Strokorb, Kirstin
2015
2 p. 241-271
artikel
159 Tail Index Estimation and an Exponential Regression Model J. Beirlant
1999
2 p. 177-200
24 p.
artikel
160 Tail Index Estimation and an Exponential Regression Model Beirlant, J.
1999
2 p. 177-200
artikel
161 Tail product-limit process for truncated data with application to extreme value index estimation Benchaira, Souad
2016
2 p. 219-251
artikel
162 Testing mean changes by maximal ratio statistics Gudan, Jovita

2 p. 257-298
artikel
163 Testing the Gumbel Hypothesis Via the Pot-Method Frank Marohn
1998
2 p. 191-213
23 p.
artikel
164 Testing the Gumbel Hypothesis Via the Pot-Method Marohn, Frank
1998
2 p. 191-213
artikel
165 Testing the independence of maxima: from bivariate vectors to spatial extreme fields Bacro, Jean-Noël
2010
2 p. 155-175
artikel
166 The Flooding Time in Random Graphs Remco Van Der Hofstad
2002
2 p. 111-129
19 p.
artikel
167 The Flooding Time in Random Graphs Hofstad, Remco Van Der
2002
2 p. 111-129
artikel
168 The tail dependograph Mercadier, Cécile
2019
2 p. 343-372
artikel
169 The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution Schlueter, Stephan
2011
2 p. 159-174
artikel
170 Transition kernels and the conditional extreme value model Resnick, Sidney I.
2014
2 p. 263-287
artikel
171 Wave Statistics in Non-Linear Random Sea Ulla Machado
2003
2 p. 125-146
22 p.
artikel
172 Wave Statistics in Non-Linear Random Sea Machado, Ulla
2003
2 p. 125-146
artikel
                             172 gevonden resultaten
 
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