Extreme value

A moment estimator for the index of an extreme-value distribution / A.L.M. Dekkers, L. de Haanschema:ProductModel A moment estimator for the index of an extreme-value distribution : a.s. convergence / J.H.J. Einmahl, L. de Haanschema:ProductModel A new proof for Weber's characterization of the random order values / Jean Derksschema:ProductModel A study about singularities with non-isolated critical locus / Alexandru Zahariaschema:ProductModel Almost sure convergence in extreme value theory / Shihong Cheng, Liang Peng, Yongcheng Qischema:ProductModel An M-estimator of multivariate tail dependence / Andrea Krajinaschema:ProductModel Approximation by penultimate extreme value distributions / Laurens F.M. de Haanschema:ProductModel Beyond the sample : extreme quantile and probability estimation / Jón Daníelsson, Casper G. de Vriesschema:ProductModel Comparison of tail index estimators / L. de Haan, L. Pengschema:ProductModel Elements of the theory of extrema / V. Tikhomirovschema:ProductModel Energy stress testing : estimation of extreme tail risk in the NYMEX energy division : an unconditional extreme value approach / R.P. Kneepkensschema:ProductModel Estimating failure probability when failure is rare : multidimensional case / Ashoke Kumar Sinhaschema:ProductModel Estimation of the tail index of a distribution / Rudolf Grübel, Peter-Paul de Wolfschema:ProductModel Extreme events in financial risk management / Thorsten Lehnertschema:ProductModel Extreme events in financial risk management / Thorsten Lehnertschema:ProductModel Extreme values in auctions and risk analysis / Silvia Paola Casertaschema:ProductModel Fat tails in power prices / Ronald Huisman and Christian Huurmanschema:ProductModel Interpolational and extremal properties of L-spline functions / Henricus Gerhardus ter Morscheschema:ProductModel Mandelbrot's extremism / by J. Beirlant, W. Schoutens, J.J.J. Segersschema:ProductModel Measuring credit spread risk : incorporating the tails / Rachel Campbell and Ronald Huismanschema:ProductModel ... show all 47