//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Einmahl, John H. J."
~person:"Jewson, Stephen"
~person:"Stupfler, Gilles"
~subject:"Ausreißer"
~subject:"Schätzung"
~subject:"Statistical inference"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Extremwerttheorie"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Schätzung
Statistical inference
Outliers
38
Estimation theory
22
Schätztheorie
22
Statistical distribution
22
Statistische Verteilung
22
Theorie
11
Theory
11
Estimation
9
Multivariate Verteilung
7
Multivariate distribution
7
Risikomanagement
7
Risikomaß
7
Risk management
7
Risk measure
7
Extreme values
6
Heavy tails
5
Probability theory
5
Risiko
5
Risk
5
Wahrscheinlichkeitsrechnung
5
tail dependence
5
Expectiles
4
Extrapolation
4
Extreme value statistics
4
Induktive Statistik
4
Portfolio selection
4
Portfolio-Management
4
Statistical method
4
Statistical test
4
Statistische Methode
4
Statistischer Test
4
Asymptotic normality
3
Extreme value theory
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
more ...
less ...
Online availability
All
Free
32
Undetermined
2
Type of publication
All
Book / Working Paper
34
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
28
Working Paper
28
Graue Literatur
26
Non-commercial literature
26
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
38
Author
All
Einmahl, John H. J.
Jewson, Stephen
Stupfler, Gilles
Chen Zhou
23
Herrera, Rodrigo
13
Daouia, Abdelaati
12
Stoja, Evarist
10
Straetmans, Stefan
10
Haan, Laurens de
8
Vries, Casper G. de
8
Acemoglu, Daron
7
Fabozzi, Frank J.
7
Kumar, Dilip
7
Stoyanov, Stoyan V.
7
Tahbaz-Salehi, Alireza
7
Yang, Fan
7
Allen, David E.
6
Beirlant, Jan
6
Bormann, Carsten
6
Giudici, Paolo
6
Härdle, Wolfgang
6
McAleer, Michael
6
Ozdaglar, Asuman E.
6
Schaumburg, Julia
6
Schienle, Melanie
6
Segers, Johan
6
Stork, Philip
6
Zhang, Zhengjun
6
Ahelegbey, Daniel Felix
5
Chernozhukov, Victor
5
Cotter, John
5
Fernández-Villaverde, Jesús
5
Girard, Stéphane
5
He, Yi
5
Hou, Yanxi
5
Langenbahn, Claus-Michael
5
Levintal, Oren
5
Li, Deyuan
5
Li, Yushu
5
Mojtahedi, Fatemeh
5
Nadarajah, Saralees
5
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
1
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
20
Working papers / TSE : WP
8
CentER Discussion Paper Series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Astin bulletin : the journal of the International Actuarial Association
1
CentER Discussion Paper Nr. 2021-007
1
Journal of econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
3
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
4
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:
5
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
6
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
7
On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170019
Saved in:
8
Extreme value inference for general heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2022
Persistent link: https://www.econbiz.de/10013343247
Saved in:
9
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:
10
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->