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                             193 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A Bayesian spatio-temporal model for precipitation extremes—STOR team contribution to the EVA2017 challenge Barlow, Anna Maria
2018
3 p. 431-439
artikel
2 A complete convergence theorem for stationary regularly varying multivariate time series Basrak, Bojan
2016
3 p. 549-560
artikel
3 A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values Barbe, Philippe
2016
3 p. 351-370
artikel
4 Adapting the Hill estimator to distributed inference: dealing with the bias Chen, Liujun

3 p. 389-416
artikel
5 A Directory of Coefficients of Tail Dependence Janet E. Heffernan
2000
3 p. 279-290
12 p.
artikel
6 A Directory of Coefficients of Tail Dependence Heffernan, Janet E.
2000
3 p. 279-290
artikel
7 A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection Arnoldo Frigessi
2002
3 p. 219-235
17 p.
artikel
8 A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection Frigessi, Arnoldo
2002
3 p. 219-235
artikel
9 A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes Gardes, Laurent
2015
3 p. 479-510
artikel
10 A generalization of the maximal-spacings in several dimensions and a convexity test. Aaron, Catherine
2017
3 p. 605-634
artikel
11 A Location Invariant Hill-Type Estimator M.I. Fraga Alves
2001
3 p. 199-217
19 p.
artikel
12 A Location Invariant Hill-Type Estimator Fraga Alves, M.I.
2001
3 p. 199-217
artikel
13 A Loss function approach to identifying environmental exceedances Craigmile, Peter F.
2006
3 p. 143-159
artikel
14 Alternatives to a Semi-Parametric Estimator of Parameters of Rare EventsThe Jackknife Methodology M. Ivette Gomes
2000
3 p. 207-229
23 p.
artikel
15 Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology* Ivette Gomes, M.
2000
3 p. 207-229
artikel
16 An extension of almost sure central limit theorem for order statistics Bin, Tong
2008
3 p. 201-209
artikel
17 A nonparametric method for producing isolines of bivariate exceedance probabilities Cooley, Daniel
2019
3 p. 373-390
artikel
18 A note on the representation of parametric models for multivariate extremes Boldi, Marc-Olivier
2008
3 p. 211-218
artikel
19 An Upper Bound on the Binomial Process Approximation to the Exceedance Process E. Kaufmann
2002
3 p. 253-269
17 p.
artikel
20 An Upper Bound on the Binomial Process Approximation to the Exceedance Process Kaufmann, E.
2002
3 p. 253-269
artikel
21 A refined Weissman estimator for extreme quantiles Allouche, Michaël

3 p. 545-572
artikel
22 Asymptotic behavior of mean uniform norms for sequences of Gaussian processes and fields Seleznjev, Oleg
2006
3 p. 161-169
artikel
23 Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity Wang, Tiandong

3 p. 417-450
artikel
24 Asymptotic expansion of Gaussian chaos via probabilistic approach Hashorva, Enkelejd
2015
3 p. 315-347
artikel
25 Asymptotic normality of location invariant heavy tail index estimator Li, Jiaona
2009
3 p. 269-290
artikel
26 Asymptotic properties of near Pfeifer records Bose, Arup
2010
3 p. 253-265
artikel
27 Asymptotics of Maxima of Discrete Random Variables Saralees Nadarajah
2002
3 p. 287-294
8 p.
artikel
28 Asymptotics of Maxima of Discrete Random Variables Nadarajah, Saralees
2002
3 p. 287-294
artikel
29 A two-step estimator of the extreme value index Zhou, Chen
2008
3 p. 281-302
artikel
30 A weak law of large numbers for maxima Szewczak, Zbigniew Stanisław
2010
3 p. 325-341
artikel
31 A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution Stein, Michael L.

3 p. 469-507
artikel
32 Bayesian inference for clustered extremes Fawcett, Lee
2007
3 p. 217-233
artikel
33 Bayesian model averaging for multivariate extremes Sabourin, Anne
2013
3 p. 325-350
artikel
34 Bayesian uncertainty management in temporal dependence of extremes Lugrin, T.
2016
3 p. 491-515
artikel
35 Bias-corrected estimation for conditional Pareto-type distributions with random right censoring Goegebeur, Yuri
2019
3 p. 459-498
artikel
36 Bivariate extreme-value copulas with discrete Pickands dependence measure Mai, Jan-Frederik
2010
3 p. 311-324
artikel
37 Causal modelling of heavy-tailed variables and confounders with application to river flow Pasche, Olivier C.

3 p. 573-594
artikel
38 Chord-length distribution functions and Rice formulae. Application to random media Estrade, Anne
2011
3 p. 333-352
artikel
39 Clusters of extremes: modeling and examples Markovich, Natalia M.
2017
3 p. 519-538
artikel
40 Comments on “Human life is unlimited – but short” by H. Rootzén and D. Zholud Segers, Johan
2018
3 p. 387-390
artikel
41 Comments to Rootzén & Zholud: Human life is unlimited – but short Keiding, Niels
2018
3 p. 383-386
artikel
42 Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences Mikael Raab
1999
3 p. 295-321
27 p.
artikel
43 Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences Raab, Mikael
1999
3 p. 295-321
artikel
44 Conditional limit results for type I polar distributions Hashorva, Enkelejd
2008
3 p. 239-263
artikel
45 Conditional normal extreme-value copulas Krupskii, Pavel

3 p. 403-431
artikel
46 Constrained stochastic simulation—generation of time series around some specific event in a normal process Bierbooms, Wim
2006
3 p. 207-224
artikel
47 Continuous simulation of storm processes Demangeot, Marine

3 p. 363-387
artikel
48 Convergence of extreme values of Poisson point processes at small times Buchmann, Boris

3 p. 501-529
artikel
49 Convex geometry of max-stable distributions Molchanov, Ilya
2008
3 p. 235-259
artikel
50 Critical branching processes in random environment with immigration: survival of a single family Smadi, Charline

3 p. 433-460
artikel
51 CRPS M-estimation for max-stable models Yuen, Robert
2014
3 p. 387-410
artikel
52 Diagnostics for Pairwise Extremal Dependence in Spatial Processes Miguel A. Ancona-Navarrete
2002
3 p. 271-285
15 p.
artikel
53 Diagnostics for Pairwise Extremal Dependence in Spatial Processes Ancona-Navarrete, Miguel A.
2002
3 p. 271-285
artikel
54 Discretization of distributions in the maximum domain of attraction Shimura, Takaaki
2011
3 p. 299-317
artikel
55 Discussion of “human life is unlimited-but short” by H Rootzén and D Zholud Nerman, Olle
2018
3 p. 411-413
artikel
56 Discussion on “Human life is unlimited but short” by Holger Rootzén and Dmitrii Zholud Zhou, Chen
2018
3 p. 405-410
artikel
57 Distances in random graphs with infinite mean degrees Esker, Henri van den
2006
3 p. 111-141
artikel
58 Distribution-free inference in record series Hoayek, Anis S.
2017
3 p. 585-603
artikel
59 Editorial: special issue on the extreme value analysis conference challenge “prediction of extremal precipitation” Wintenberger, Olivier
2018
3 p. 425-429
artikel
60 Editorial: special issue on time series extremes Kulik, Rafal
2016
3 p. 463-466
artikel
61 Editorial: The 20th Anniversary of the Extremes Journal Rootzén, Holger
2018
3 p. 363-364
artikel
62 Environmental contours as Voronoi cells Hafver, Andreas

3 p. 451-486
artikel
63 Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC Roberts, Gareth O.
2010
3 p. 373-374
artikel
64 Estimation of a Support Curve via Order Statistics I. Gijbels
2000
3 p. 251-277
27 p.
artikel
65 Estimation of a Support Curve via Order Statistics Gijbels, I.
2000
3 p. 251-277
artikel
66 Estimation of the extreme value index and extreme quantiles under random censoring Beirlant, Jan
2007
3 p. 151-174
artikel
67 Evaluating Improvements for Spacings of Order Statistics Mohammad Z. Raqab
2003
3 p. 259-273
15 p.
artikel
68 Evaluating Improvements for Spacings of Order Statistics Raqab, Mohammad Z.
2003
3 p. 259-273
artikel
69 Exceedance-based nonlinear regression of tail dependence Mhalla, Linda
2019
3 p. 523-552
artikel
70 Exceedances over High Thresholds: A Guide to Threshold Selection D.J. Dupuis
1999
3 p. 251-261
11 p.
artikel
71 Exceedances over High Thresholds: A Guide to Threshold Selection Dupuis, D.J.
1999
3 p. 251-261
artikel
72 Extrapolation of Rainflow Matrices Pär Johannesson
2001
3 p. 241-262
22 p.
artikel
73 Extrapolation of Rainflow Matrices Johannesson, Pär
2001
3 p. 241-262
artikel
74 Extremal behavior of the heat random field Kozachenko, Yu. V.
2006
3 p. 191-205
artikel
75 Extreme Shock Models Allan Gut
1999
3 p. 295-307
13 p.
artikel
76 Extreme Shock Models Gut, Allan
1999
3 p. 295-307
artikel
77 Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates Konakov, Valentin

3 p. 617-651
artikel
78 Extremes of independent Gaussian processes Kabluchko, Zakhar
2010
3 p. 285-310
artikel
79 Extremes of Integer-Valued Moving Average Models with Regularly Varying Tails Andreia Hall
2001
3 p. 219-239
21 p.
artikel
80 Extremes of Integer-Valued Moving Average Models with Regularly Varying Tails Hall, Andreia
2001
3 p. 219-239
artikel
81 Extremes of Lévy driven mixed MA processes with convolution equivalent distributions Fasen, Vicky
2008
3 p. 265-296
artikel
82 Extremes of Markov random fields on block graphs: Max-stable limits and structured Hüsler–Reiss distributions Asenova, Stefka

3 p. 433-468
artikel
83 Extremes of spherical fractional Brownian motion Cheng, Dan
2019
3 p. 433-457
artikel
84 Extremes of stationary random fields on a lattice Ling, Chengxiu
2019
3 p. 391-411
artikel
85 Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series Davis, Richard A.
2016
3 p. 517-547
artikel
86 Extreme value copula estimation based on block maxima of a multivariate stationary time series Bücher, Axel
2014
3 p. 495-528
artikel
87 Extreme values for characteristic radii of a Poisson-Voronoi Tessellation Calka, Pierre
2014
3 p. 359-385
artikel
88 Extreme values of a portfolio of Gaussian processes and a trend Hüsler, Jürg
2006
3 p. 171-189
artikel
89 Extreme values of the uniform order 1 autoregressive processes and missing observations Glavaš, Lenka
2017
3 p. 671-690
artikel
90 First passage times for Slepian process with linear and piecewise linear barriers Zhigljavsky, Anatoly

3 p. 565-589
artikel
91 Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the M1-topology Iksanov, Alexander
2017
3 p. 567-583
artikel
92 Functional regular variation of Lévy-driven multivariate mixed moving average processes Moser, Martin
2013
3 p. 351-382
artikel
93 Generalized Pickands constants and stationary max-stable processes Dȩbicki, Krzysztof
2017
3 p. 493-517
artikel
94 Heavy-tailed phase-type distributions: a unified approach Bladt, Martin

3 p. 529-565
artikel
95 High-dimensional inference using the extremal skew-t process Beranger, B.

3 p. 653-685
artikel
96 Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables Asenova, Stefka

3 p. 461-500
artikel
97 Inference on the endpoint of human lifespan and its inherent statistical difficulty Stoev, Stilian A.
2018
3 p. 391-404
artikel
98 INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles Opitz, Thomas
2018
3 p. 441-462
artikel
99 Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud) Ferreira, A.
2018
3 p. 373-382
artikel
100 Jump tail dependence in Lévy copula models Grothe, Oliver
2012
3 p. 303-324
artikel
101 Lan of Thinned Empirical Processes with an Application to Fuzzy Set Density Estimation Michael Falk
1999
3 p. 323-349
27 p.
artikel
102 Lan of Thinned Empirical Processes with an Application to Fuzzy Set Density Estimation Falk, Michael
1999
3 p. 323-349
artikel
103 Large Deviation Probabilities for Square-Gaussian Stochastic Processes Yuri Kozachenko
1999
3 p. 269-293
25 p.
artikel
104 Large Deviation Probabilities for Square-Gaussian Stochastic Processes Kozachenko, Yuri
1999
3 p. 269-293
artikel
105 Large excursion probabilities for random fields close to Gaussian ones Rudzkis, Rimantas

3 p. 591-615
artikel
106 Large nearest neighbour balls in hyperbolic stochastic geometry Otto, Moritz

3 p. 413-431
artikel
107 Level curves crossings and applications for Gaussian models Kratz, Marie F.
2009
3 p. 315-351
artikel
108 Limit theorems for the diameter of a random sample in the unit ball Mayer, Michael
2007
3 p. 129-150
artikel
109 Mass distributions of two-dimensional extreme-value copulas and related results Trutschnig, Wolfgang
2016
3 p. 405-427
artikel
110 Matrix Mittag–Leffler distributions and modeling heavy-tailed risks Albrecher, Hansjörg

3 p. 425-450
artikel
111 Maxima and sums of non-stationary random length sequences Markovich, Natalia M.

3 p. 451-464
artikel
112 Maxima of moving maxima of continuous functions Meinguet, Thomas
2011
3 p. 267-297
artikel
113 Modelling Extremal Events for Insurance and Finance, by P. Embrechts, C. Klu¨ppelberg, and T. Mikosch. Springer, Applications of Mathematics vol. 33, 1997, ISBN 3-540-60931-8, DM 118:- Anders Martin-Lo¨f
1999
3 p. 365-366
2 p.
artikel
114 Modelling Extremal Events for Insurance and Finance, by P. Embrechts, C. Klu¨ppelberg, and T. Mikosch. Springer, Applications of Mathematics vol. 33, 1997, ISBN 3-540-60931-8, DM 118:- Martin-Lo¨f, Anders
1999
3 p. 365-366
artikel
115 Models and Inference for Corrosion Pit Depth Data Isogai, Takafumi
2005
3 p. 253-270
artikel
116 Multi-normex distributions for the sum of random vectors. Rates of convergence Kratz, Marie

3 p. 509-544
artikel
117 New Estimators for the Extremal Index and Other Cluster Characteristics Fabrizio Laurini
2003
3 p. 189-211
23 p.
artikel
118 New Estimators for the Extremal Index and Other Cluster Characteristics Laurini, Fabrizio
2003
3 p. 189-211
artikel
119 Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles Durrieu, Gilles
2015
3 p. 437-478
artikel
120 Non-Parametric Estimation of the Limit Dependence Function of Multivariate Extremes B. Abdous
1999
3 p. 245-268
24 p.
artikel
121 Non-Parametric Estimation of the Limit Dependence Function of Multivariate Extremes Abdous, B.
1999
3 p. 245-268
artikel
122 On agricultural commodities’ extreme price risk van Oordt, Maarten R. C.

3 p. 531-563
artikel
123 On a Test Statistic for Linear Trend J.M.P. Albin
2003
3 p. 247-258
12 p.
artikel
124 On a Test Statistic for Linear Trend Albin, J.M.P.
2003
3 p. 247-258
artikel
125 On convergence of extremes under power normalization Peng, Zuoxiang
2012
3 p. 285-301
artikel
126 On Extreme Regression Quantiles Stephen Portnoy
1999
3 p. 227-243
17 p.
artikel
127 On Extreme Regression Quantiles Portnoy, Stephen
1999
3 p. 227-243
artikel
128 On Lower Tail Probabilities of Positive Random Sums Albin, J. M. P.
2005
3 p. 199-220
artikel
129 On maximum of Gaussian random field having unique maximum point of its variance Kobelkov, Sergey G.
2019
3 p. 413-432
artikel
130 On maximum of Gaussian random field having unique maximum point of its variance Kobelkov, Sergey G.

3 p. 413-432
artikel
131 On max-stable processes and the functional D-norm Aulbach, Stefan
2012
3 p. 255-283
artikel
132 On Rates of Uniform Convergence of Lower Extreme Generalized Order Statistics Marohn, Frank
2005
3 p. 271-280
artikel
133 On shape of high massive excursions of trajectories of Gaussian homogeneous fields Hüsler, Jürg
2016
3 p. 691-711
artikel
134 On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws Maddipatla, Sreehari
2010
3 p. 267-283
artikel
135 On the asymptotic distribution of the scan statistic for empirical distributions Ying, Andrew

3 p. 487-528
artikel
136 On the infimum attained by the reflected fractional Brownian motion Dębicki, K.
2014
3 p. 431-446
artikel
137 On the Influence of Weights on Extremes Charles El-Nouty
1999
3 p. 309-331
23 p.
artikel
138 On the Influence of Weights on Extremes El-Nouty, Charles
1999
3 p. 309-331
artikel
139 On the max-domain of attractions of bivariate elliptical arrays Hashorva, Enkelejd
2006
3 p. 225-233
artikel
140 On the measurement and treatment of extremes in time series McElroy, Tucker
2016
3 p. 467-490
artikel
141 Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds Drees, Holger

3 p. 465-491
artikel
142 Polar decomposition of regularly varying time series in star-shaped metric spaces Segers, Johan
2017
3 p. 539-566
artikel
143 Polynomial power-Pareto quantile function models Cai, Yuzhi
2009
3 p. 291-314
artikel
144 Prediction of extremal precipitation by quantile regression forests: from SNU Multiscale Team Park, Seoncheol
2018
3 p. 463-476
artikel
145 Priority statement and some properties of t-lgHill estimator Stehlík, Milan

3 p. 493-499
artikel
146 Randomly weighted sums of subexponential random variables with application to capital allocation Tang, Qihe
2014
3 p. 467-493
artikel
147 Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory Qihe Tang
2003
3 p. 171-188
18 p.
artikel
148 Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory Tang, Qihe
2003
3 p. 171-188
artikel
149 Rare-event asymptotics for the number of exceedances of multiplicative factor models Robert, Christian Y.
2015
3 p. 511-527
artikel
150 Rejoinder to discussion of the paper “Human life is unlimited—but short” Rootzén, Holger
2018
3 p. 415-424
artikel
151 Remark on rates of convergence to extreme value distributions via the Stein equations Kusumoto, Hideaki

3 p. 411-423
artikel
152 Remembering Ross Leadbetter: some personal recollections Hsing, Tailen

3 p. 399-412
artikel
153 Risk concentration under second order regular variation Das, Bikramjit

3 p. 381-410
artikel
154 Robust and Efficient Estimation for the Generalized Pareto Distribution Juárez, Sergio F.
2005
3 p. 237-251
artikel
155 Robust Estimation of Tail Parameters for Two-Parameter Pareto and Exponential Models via Generalized Quantile Statistics Vytaras Brazauskas
2000
3 p. 231-249
19 p.
artikel
156 Robust Estimation of Tail Parameters for Two-Parameter Pareto and Exponential Models via Generalized Quantile Statistics Brazauskas, Vytaras
2000
3 p. 231-249
artikel
157 Second-order properties of tail probabilities of sums and randomly weighted sums Mao, Tiantian
2015
3 p. 403-435
artikel
158 Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks Kortschak, Dominik
2011
3 p. 353-388
artikel
159 Simulation of certain multivariate generalized Pareto distributions Michel, René
2007
3 p. 83-107
artikel
160 Simultaneous Distributions of Space-Time Wave Characteristics in a Gaussian Sea Eva Sjö
2001
3 p. 263-288
26 p.
artikel
161 Simultaneous Distributions of Space-Time Wave Characteristics in a Gaussian Sea Sjö, Eva
2001
3 p. 263-288
artikel
162 Smoothing Sample Extremes with Dynamic Models Gaetan, Carlo
2005
3 p. 221-236
artikel
163 Smoothing the Moment Estimator of the Extreme Value Parameter Sidney Resnick
1999
3 p. 263-293
31 p.
artikel
164 Smoothing the Moment Estimator of the Extreme Value Parameter Resnick, Sidney
1999
3 p. 263-293
artikel
165 Software for the analysis of extreme events: The current state and future directions Stephenson, Alec
2006
3 p. 87-109
artikel
166 Some asymptotic results on extremes of incomplete samples Tan, Zhongquan
2011
3 p. 319-332
artikel
167 Spatial risk measures and applications to max-stable processes Koch, Erwan
2017
3 p. 635-670
artikel
168 Statistics for tail processes of Markov chains Drees, Holger
2015
3 p. 369-402
artikel
169 Sup-norm convergence rates for Lévy density estimation Konakov, Valentin
2016
3 p. 371-403
artikel
170 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals Dębicki, Krzysztof
2014
3 p. 411-429
artikel
171 Tail behavior of random sums under consistent variation with applications to the compound renewal risk model Aleškevičienė, Aldona
2008
3 p. 261-279
artikel
172 Tail Dependence from a Distributional Point of View Alessandro Juri
2003
3 p. 213-246
34 p.
artikel
173 Tail Dependence from a Distributional Point of View Juri, Alessandro
2003
3 p. 213-246
artikel
174 Tail fitting for truncated and non-truncated Pareto-type distributions Beirlant, Jan
2016
3 p. 429-462
artikel
175 Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold Gomes, M. Ivette
2008
3 p. 303-328
artikel
176 Tails of Le´vy Measure of Geometric Stable Random Variables Tomasz J. Kozubowski
1999
3 p. 367-378
12 p.
artikel
177 Tails of Le´vy Measure of Geometric Stable Random Variables Kozubowski, Tomasz J.
1999
3 p. 367-378
artikel
178 Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks Resnick, Sidney
2015
3 p. 349-367
artikel
179 Testing the Gumbel hypothesis by Galtons ratio Johan Segers
2000
3 p. 291-303
13 p.
artikel
180 Testing the Gumbel hypothesis by Galton's ratio Segers, Johan
2000
3 p. 291-303
artikel
181 Testing the tail–dependence based on the radial component Frick, Melanie
2007
3 p. 109-128
artikel
182 The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences Weng, Zhichao
2011
3 p. 389-406
artikel
183 The Asymptotic Distributions of Sums of Records Barry C. Arnold
1999
3 p. 351-363
13 p.
artikel
184 The Asymptotic Distributions of Sums of Records Arnold, Barry C.
1999
3 p. 351-363
artikel
185 The expected payoff to Internet auctions de Haan, Laurens
2008
3 p. 219-238
artikel
186 The Largest Inclusions in a Piece of Steel C.W. Anderson
2002
3 p. 237-252
16 p.
artikel
187 The Largest Inclusions in a Piece of Steel Anderson, C.W.
2002
3 p. 237-252
artikel
188 ‘The life of man, solitary, poore, nasty, brutish, and short’: Discussion of the paper by Rootzén and Zholud Davison, A. C.
2018
3 p. 365-372
artikel
189 The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles Stephenson, Alec G.
2018
3 p. 477-484
artikel
190 The time of ultimate recovery in Gaussian risk model Dȩbicki, Krzysztof
2019
3 p. 499-521
artikel
191 Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data Huang, Zhendong

3 p. 379-402
artikel
192 Uniform in bandwidth consistency of kernel estimators of the tail index Dony, Julia
2009
3 p. 353-371
artikel
193 Weak convergence of partial maxima processes in the M1 topology Krizmanić, Danijel
2014
3 p. 447-465
artikel
                             193 gevonden resultaten
 
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