Similar Search Results - EconBiz

Largest-fit selection of random sizes under a sum constraint : comparisons by weak convergence

Boshuizen, Frans A.; Kertz, Robert P. - 1995

Persistent link: https://www.econbiz.de/10000910420

Beyond the sample : extreme quantile and probability estimation

Daníelsson, Jón; Vries, Casper G. de - 1997

Economic problems such as large claims analysis in insurance and value-at-risk in finance, requireassessment of the probability P of extreme realizations Q. This paper provided a semi-parametricmethod for estimation of extreme (P, Q) combinations for data with heavy tails. We solve the...

Persistent link: https://www.econbiz.de/10010533207

Beyond the sample : extreme quantile and probability estimation

Daníelsson, Jón; Vries, Casper G. de - 1998

Persistent link: https://www.econbiz.de/10000980742

Rate of convergence for bivariate extremes : (total variation metric)

Haan, Laurens de; Peng, Liang - 1994

Persistent link: https://www.econbiz.de/10000560737

Rate of convergence for bivariate extremes : (uniform metric)

Haan, Laurens de; Peng, Liang - 1994

Persistent link: https://www.econbiz.de/10000560742

Insensitivity in discrete-time generalized semi-Markov processes allowing multiple events and probabilistic service scheduling

Henderson, W. (contributor) - 1994

Persistent link: https://www.econbiz.de/10000151663

Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series

Terui, Nobuhiko; Kariya, Takeaki - 1997

Persistent link: https://www.econbiz.de/10000952482

Using a bootstrap method to choose the sample fraction in tail index estimation

Daníelsson, Jón (contributor) - 1997

Persistent link: https://www.econbiz.de/10000953451

On Markov chains and filtrations

Spreij, Peter - 1997

Persistent link: https://www.econbiz.de/10000956205

Estimating the index of a stable distribution

Haan, Laurens de; Pereira, T. Themido - 1997

Persistent link: https://www.econbiz.de/10000959255

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