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  • Search: subject:"extreme value theorem"
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Year of publication
Subject
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extreme value theorem 2 (multivariate) Pareto distribution 1 Bernstein's theorem 1 Bessel transform 1 Estimation theory 1 Fermat’s extreme value theorem 1 Multivariate Analyse 1 Multivariate analysis 1 Probability theory 1 QQ-plots 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Theorem of Lagrange 1 Wahrscheinlichkeitsrechnung 1 Zero-derivative point 1 aggregation 1 central limit theorem 1 dependence 1 duality 1 geometrical quantiles 1 multivariate regular variation 1 ordered statistics 1 radial distribution 1 rate of convergence 1 second order regular variation 1 sum of random vectors 1 t-distribution 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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Bailey, Ralph W. 1 Kratz, Marie 1 Prokopenko, Evgeny 1 Zlobec, Sanjo 1
Institution
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Department of Economics, University of Birmingham 1
Published in...
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Discussion Papers / Department of Economics, University of Birmingham 1 Documents de recherche / ESSEC Centre de Recherche 1 Journal of Global Optimization 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Multi-normex distributions for the sum of random vectors : rates of convergence
Kratz, Marie; Prokopenko, Evgeny - 2021
Persistent link: https://www.econbiz.de/10013173635
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Sums and Extreme Values of Random Variables: Duality Properties
Bailey, Ralph W. - Department of Economics, University of Birmingham - 2009
The inversion theorem for radially-distributed complex random variables provides a completely symmetric relationship between their characteristic functions and their distribution functions, suitably defi- ?ned. If the characteristic function happens also to be a distribution function, then a...
Persistent link: https://www.econbiz.de/10005007669
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Cover Image
Characterizing zero-derivative points
Zlobec, Sanjo - In: Journal of Global Optimization 46 (2010) 1, pp. 155-161
Persistent link: https://www.econbiz.de/10008458192
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