//--> //--> //-->
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
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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:"Extreme value theory"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ausreißer
22
Outliers
22
Estimation theory
13
Schätztheorie
13
Statistical distribution
12
Statistische Verteilung
12
Estimation
6
Schätzung
6
Theorie
6
Theory
6
Multivariate Verteilung
5
Multivariate distribution
5
tail dependence
5
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Extreme value statistics
3
Multivariate Analyse
3
Multivariate analysis
3
Statistical method
3
Statistical test
3
Statistische Methode
3
Statistischer Test
3
extreme value statistics
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risikomanagement
2
Risk management
2
Time series analysis
2
Zeitreihenanalyse
2
functional limit theorems
2
multivariate extremes
2
non-identical distributions
2
stable tail dependence function
2
1991-2008
1
Anthropogenic seismicity
1
Asymptotic normality
1
Athletes
1
Bibliometrics
1
Bibliometrie
1
Brown-Resnick process
1
more ...
less ...
Online availability
All
Free
17
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
22
Working Paper
22
Graue Literatur
19
Non-commercial literature
19
Language
All
English
22
Author
All
Einmahl, John H. J.
21
Chen Zhou
5
He, Yi
4
Segers, Johan
4
Haan, Laurens de
3
Beirlant, Jan
2
Kiriliouk, Anna
2
Li, Jun
2
Liu, Regina Y.
2
Ahmed, Hanan
1
Can, Sami Umut
1
Dagsvik, John K.
1
Ferreira, Ana
1
Khmaladze, Estate V.
1
Kijko, Andrzej
1
Krajina, Andrea
1
Laeven, Roger J. A.
1
Li, Deyuan
1
Magnus, Jan R.
1
Neves, Claudia
1
Reynkens, Tom
1
Smeets, Sander G. W. R.
1
Yang, Fan
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
1
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Insurance / Mathematics & economics
33
MPRA Paper
27
Journal of banking & finance
18
Applied economics
17
Economic modelling
16
Discussion paper / Tinbergen Institute
15
Journal of econometrics
15
Risks : open access journal
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Finance research letters
13
International review of financial analysis
12
Working papers / TSE : WP
12
Journal of empirical finance
11
Physica A: Statistical Mechanics and its Applications
11
The journal of operational risk
11
Tinbergen Institute Discussion Papers
11
Economics letters
10
Energy economics
9
Journal of risk
9
DNB working paper
8
International journal of forecasting
8
International review of economics & finance : IREF
8
Journal of Banking & Finance
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of international money and finance
7
SFB 649 discussion paper
7
Tinbergen Institute Discussion Paper
7
DNB Working Papers
6
ECB Working Paper
6
European journal of operational research : EJOR
6
Journal of mathematical finance
6
Risks
6
The journal of risk model validation
6
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Annals of the Institute of Statistical Mathematics
5
Applied economics letters
5
Astin bulletin : the journal of the International Actuarial Association
5
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
22
of
22
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 value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
3
Extreme value inference for general heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2022
Persistent link: https://www.econbiz.de/10013343247
Saved in:
4
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:
5
Estimating the maximum possible earthquake magnitude using extreme value methodology : the Groningen case
Beirlant, Jan
;
Kijko, Andrzej
;
Reynkens, Tom
;
Einmahl, …
-
2017
Persistent link: https://www.econbiz.de/10011764578
Saved in:
6
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
Saved in:
7
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
8
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
9
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
10
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:
11
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.
;
Li, Jun
;
Liu, Regina Y.
-
2015
Persistent link: https://www.econbiz.de/10011350125
Saved in:
12
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
13
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
Saved in:
14
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
15
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:
16
Asymptotics for the Hirsch index
Beirlant, Jan
(
contributor
);
Einmahl, John H. J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003686469
Saved in:
17
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Saved in:
18
Ultimate 100m world records through extreme-value theory
Einmahl, John H. J.
;
Smeets, Sander G. W. R.
-
2009
Persistent link: https://www.econbiz.de/10003865811
Saved in:
19
Maximum empirical likelihood estimation of the spectral measure of an extreme value distribution
Einmahl, John H. J.
(
contributor
);
Segers, Johan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003736689
Saved in:
20
Records in athletics through extreme - value theory
Einmahl, John H. J.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003384924
Saved in:
21
Extreme value theory approach to simultaneous monitoring and tresholding of multiple risk indicators
Einmahl, John H. J.
(
contributor
);
Li, Jun
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003387380
Saved in:
22
The generalized extreme value random utility model for continuous choice
Dagsvik, John K.
-
1989
Persistent link: https://www.econbiz.de/10000782886
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->