Big Data: Progress in Automating Extreme Risk Analysis

Author:

Gissibl Nadine,Klüppelberg Claudia,Mager Johanna

Publisher

Springer Fachmedien Wiesbaden

Reference11 articles.

1. [1] E.S. Ayra. Risk analysis of runway overrun excursions at landing: a case study. http://www.agifors.org/award/submissions2013/EduardoAyra.pdf , 2013.

2. [2] J. Beirlant, Y. Goegebeur, J. Segers, and J. Teugels. Statistics of Extremes: Theory and Applications. Wiley, New York, 2004.

3. [3] P.J. Bickel and K.A. Doksum. Mathematical Statistics: Basic Ideas and Selected Topics, Volume I. Chapman & Hall/CRC, New York, 2 edition, 2001.

4. [4] M. Butter. DNS as risk variable for a runway overrun. Personal Communication, 2015.

5. [5] D.J. Dupuis and M-P. Victoria-Feser. A robust prediction error criterion for Pareto modelling of upper tails. Canadian Journal of Statistics, 34(4):639–658, 2006.

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