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type:"book"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Schätztheorie"
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Schätztheorie
Statistical distribution
42
Statistische Verteilung
42
Theorie
26
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26
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17
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11
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11
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tail dependence
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Einmahl, John H. J.
11
Chen Zhou
3
Segers, Johan
3
Ahmed, Hanan
2
Batenburg, Paul van
2
He, Yi
2
Kiriliouk, Anna
2
Krajina, Andrea
2
Moors, Hans
2
Stewart, Trevor
2
Strijbosch, Leo
2
Andreou, Elena
1
Danilov, Dmitry L.
1
Gantner, Maria
1
Groenendaal, Willem J. van
1
Haan, Laurens de
1
Mathijssen, A. C. A.
1
Moors, Johannes J. A.
1
Osiewalski, Jacek
1
Sawitzki, Günther
1
Schuld, M. H.
1
Steel, Mark F. J.
1
Strijbosch, L. W. G.
1
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19
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11
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10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
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10
Mathematics Preprint Archive
9
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8
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8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
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ECONIS (ZBW)
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
3
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:
4
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
5
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
Saved in:
6
Improved estimation of the extreme value index using related variables
Ahmed, Hanan
;
Einmahl, John H. J.
-
2018
Persistent link: https://www.econbiz.de/10011879741
Saved in:
7
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Segers, Johan
-
2016
Persistent link: https://www.econbiz.de/10011427965
Saved in:
8
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
9
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
10
An M-estimator of spatial tail dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
-
2014
Persistent link: https://www.econbiz.de/10010395535
Saved in:
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