Similar Items: Improved estimation procedures for a positive extreme value index
- Empirical Bayes estimation of the extreme value index in an ANOVA setting
- 'n Ondersoek na die eindige steekproefgedrag van inferensiemetodes in ekstreemwaarde-teorie
- Statistical inference for inequality measures based on semi-parametric estimators
- A Bayesian extreme value approach to the optimal reinsurance problem in a multivariate risk setting
- Extreme quantile inference
- Value at risk and expected shortfall : traditional measures and extreme value theory enhancements with a South African market application
Author: De Wet, Tertius
- 'n Ondersoek na die eindige steekproefgedrag van inferensiemetodes in ekstreemwaarde-teorie
- Extreme quantile inference
- The saddle-point method and its application to the hill estimator
- An analysis of income and poverty in South Africa
- Time series forecasting and model selection in singular spectrum analysis
- Comparison of methods to calculate measures of inequality based on interval data