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~person:"Einmahl, John H. J."
~person:"Jewson, Stephen"
~person:"Stupfler, Gilles"
~subject:"Ausreißer"
~subject:"Schätzung"
~subject:"Statistical inference"
~type_genre:"Article in journal"
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Search: subject_exact:"Extremwerttheorie"
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Statistical inference
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Einmahl, John H. J.
Jewson, Stephen
Stupfler, Gilles
Chen Zhou
9
Herrera, Rodrigo
8
Kumar, Dilip
7
Yang, Fan
6
Zhang, Zhengjun
6
Cotter, John
5
Hou, Yanxi
5
Straetmans, Stefan
5
Trabelsi, Abdelwahed
5
Asimit, Alexandru V.
4
Chen, Yu
4
Echaust, Krzysztof
4
Fabozzi, Frank J.
4
Ghorbel, Ahmed
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Guillou, Armelle
4
Hoga, Yannick
4
Hussain, Saiful Izzuan
4
Karmakar, Madhusudan
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Li, Steven
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Mao, Tiantian
4
Nadarajah, Saralees
4
Qin, Xiao
4
Stork, Philip
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Stoyanov, Stoyan V.
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Tang, Qihe
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Trapin, Luca
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3
Beirlant, Jan
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Chan, Stephen
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Chaudhry, Sajid M.
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Chikobvu, Delson
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Dowd, Kevin
3
Embrechts, Paul
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Giudici, Paolo
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Goegebeur, Yuri
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Gonpot, Preethee Nunkoo
3
Hu, Taizhong
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of econometrics
1
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ECONIS (ZBW)
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Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
2
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
4
Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
;
Yang, Fan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
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