Extremes: statistical theory and applications in science, engineering and economics
Collection
Collection
- ISSN: 13861999
Published by Kluwer Academic Publishers, Dordrecht etc.
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Extremal forex returns in extremely large data sets Article
Extremes: statistical theory and applications in science, engineering and economics, 105-127.M.M. Dacorogna (Michel), U.A. Muller (Ulrich), O.V. Pictet (Olivier) and C.G. de Vries (Casper)
January 2001 -
Discussion of "copulas: Tales and facts", by Thomas Mikosch Conference Paper
March 2006 -
Discussion of ‘Copulas: Tales and facts,’ by T. Mikosch Conference Paper
March 2006 -
A two-step estimator of the extreme value index Article
Extremes: statistical theory and applications in science, engineering and economics, 11(3), 281-302.September 2008 -
The expected payoff to Internet auctions Article
Extremes: statistical theory and applications in science, engineering and economics, 12(3), 219-238.L.F.M. de Haan (Laurens), C.G. de Vries (Casper) and C. Zhou (Chen)
January 2009
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Mixed moment estimator and location invariant alternatives Article
Extremes: statistical theory and applications in science, engineering and economics, 12(2), 149-185.M.I. Fraga Alves (Isabel), M.I. Gomes (Ivette), L.F.M. de Haan (Laurens) and C. Neves (Claudia)
June 2009 -
Estimating extreme bivariate quantile regions Article
Extremes: statistical theory and applications in science, engineering and economics, 16(2), 121-145.J.H.J. Einmahl (John), L.F.M. de Haan (Laurens) and A. Krajina (Andrea)
June 2013 -
Bias correction in extreme value statistics with index around zero Article
Extremes: statistical theory and applications in science, engineering and economics, 16(2), 173-201.J.J. Cai (Juan-Juan), L.F.M. de Haan (Laurens) and C. Zhou (Chen)
June 2013