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Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
Einmahl, John, (2006)
Records in Athletics through Extreme-Value Theory
A new partially reduced-bias mean-of-order p class of extreme value index estimators
Gomes, M. Ivette, (2015)
Optimal Control of Linear Systems with Time Varying Drift Parameters: the Gaussian Case.
Christopeit, Norbert, (1996)
On the Approximation of Random Variables by Stochastic Integrals with Respect to Semimartingales
Christopeit, Norbert, (1994)
On Minimax Estimation in Linear Regression Models with Ellipsoidal Constraints
Christopeit, Norbert, (1991)