Author: De Wet, Tertius
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