Author:
Vandewalle B.,Beirlant J.
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference28 articles.
1. Residual life time at great age;Balkema;Annals of Probability,1974
2. Tail index estimation and an exponential regression model;Beirlant;Extremes,1999
3. Statistics of Extremes—Theory and Applications;Beirlant,2004
4. Heavy-tailed distributions and rating;Beirlant;ASTIN Bulletin,2001
5. Regular Variation;Bingham,1987
Cited by
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