Subsampling extremes: From block maxima to smooth tail estimation (English)
- New search for: Wager, Stefan
- New search for: Wager, Stefan
In:
Journal of multivariate analysis
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130
; 335-353
;
2014
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ISSN:
- Article (Journal) / Print
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Title:Subsampling extremes: From block maxima to smooth tail estimation
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Contributors:Wager, Stefan ( author )
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Published in:Journal of multivariate analysis ; 130 ; 335-353
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Publisher:
- New search for: Elsevier
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Place of publication:Amsterdam [u.a.]
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Publication date:2014
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ISSN:
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ZDBID:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 31.73 / 70.03
- Further information on Basic classification
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Keywords:
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Classification:
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Source:
Table of contents – Volume 130
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risksCossette, Hélène / Côté, Marie-Pier / Mailhot, Mélina / Marceau, Etienne et al. | 2013
- 21
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Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factorWang, Y. / Daniels, M.J. et al. | 2013
- 27
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Estimations for some functions of covariance matrix in high dimension under non-normality and its applicationsHimeno, Tetsuto / Yamada, Takayuki et al. | 2012
- 45
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Analyzing right-censored and length-biased data with varying-coefficient transformation modelLin, Cunjie / Zhou, Yong et al. | 2013
- 64
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Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlationHu, Jianhua / Liu, Fuxiang / You, Jinhong et al. | 2012
- 90
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High-dimensional mean estimation via penalized normal likelihoodKatayama, Shota et al. | 2012
- 90
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High-dimensional mean estimation via penalized normal likelihoodKatayama, Shota et al. | 2014
- 107
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The spatial sign covariance matrix with unknown locationDürre, Alexander / Vogel, Daniel / Tyler, David E. et al. | 2013
- 118
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Specification test for Markov models with measurement errorsKim, Seonjin / Zhao, Zhibiao et al. | 2013
- 134
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Dependence properties of multivariate max-stable distributionsPapastathopoulos, Ioannis / Tawn, Jonathan A. et al. | 2012
- 141
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Semiparametric estimation of a class of generalized linear models without smoothingSancetta, Alessio et al. | 2013
- 155
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Infinitely divisible multivariate and matrix Gamma distributionsPérez-Abreu, Victor / Stelzer, Robert et al. | 2012
- 176
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Goodness of fit tests for linear mixed modelsTang, Min / Slud, Eric V. / Pfeiffer, Ruth M. et al. | 2013
- 194
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A note on the CLT of the LSS for sample covariance matrix from a spiked population modelWang, Qinwen / Silverstein, Jack W. / Yao, Jian-feng et al. | 2013
- 208
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Higher-order accuracy of multiscale-double bootstrap for testing regionsShimodaira, Hidetoshi et al. | 2013
- 224
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Tests for real and complex unit roots in vector autoregressive modelsNyblom, Jukka / Suomala, Jaakko et al. | 2013
- 240
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Stochastic comparison of lifetimes of two -out-of- systems with heterogeneous dependent componentsRezapour, Mohsen / Alamatsaz, Mohammad Hossein et al. | 2013
- 240
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Stochastic comparison of lifetimes of two -out-of- systems with heterogeneous dependent componentsRezapour, Mohsen et al. | 2014
- 252
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Binary distributions of concentric ringsWermuth, Nanny / Marchetti, Giovanni M. / Zwiernik, Piotr et al. | 2013
- 261
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Identifiability of cure models revisitedHanin, Leonid / Huang, Li-Shan et al. | 2014
- 275
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Empirical likelihood for partly linear models with errors in all variablesYan, Li / Chen, Xia et al. | 2013
- 289
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Tests for covariance matrices in high dimension with less sample sizeSrivastava, Muni S. / Yanagihara, Hirokazu / Kubokawa, Tatsuya et al. | 2013
- 310
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Generalized canonical correlation analysis for classificationShen, Cencheng / Sun, Ming / Tang, Minh / Priebe, Carey E. et al. | 2013
- 323
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Multivariate copulas with hairpin supportDurante, Fabrizio / Fernández Sánchez, Juan / Trutschnig, Wolfgang et al. | 2013
- 335
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Subsampling extremes: From block maxima to smooth tail estimationWager, Stefan et al. | 2014
- 354
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Partially linear single index models for repeated measurementsMa, Shujie / Liang, Hua / Tsai, Chih-Ling et al. | 2013
- 376
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Semiparametric efficiency for partially linear single-index regression modelsChen, Tao / Parker, Thomas et al. | 2013
- 387
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Phi-divergence statistics for the likelihood ratio order: An approach based on log-linear modelsMartin, Nirian / Mata, Raquel / Pardo, Leandro et al. | 2013
- 409
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Variable selection and estimation for longitudinal survey dataWang, Li / Wang, Suojin / Wang, Guannan et al. | 2012
- IFC
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Editorial Board| 2014