Sample extremes: an elementary introduction
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DOI: 10.1111/j.1467-9574.1976.tb00275.x
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Cited by:
- John Hodgson, M. & Rosing, K. E. & Leontien, A. & Storrier, G., 1996. "Applying the flow-capturing location-allocation model to an authentic network: Edmonton, Canada," European Journal of Operational Research, Elsevier, vol. 90(3), pages 427-443, May.
- Ahmed Ghorbel & Wajdi Hamma & Anis Jarboui, 2017. "Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(9), pages 1509-1542, July.
- Jose Olmo, 2015. "A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index," Econometrics, MDPI, vol. 3(3), pages 1-21, August.
- Olmo, José, 2005. "Testing the existence of clustering in the extreme values," UC3M Working papers. Economics we051809, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Muteba Mwamba, John & Mhlanga, Isaah, 2013. "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper 64387, University Library of Munich, Germany.
- David Assaf & Larry Goldstein & Ester Samuel-Cahn, 2002. "Two Choice Optimal Stopping," Discussion Paper Series dp306, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Nidhin, K. & Chandran, C., 2009. "Limit theorems of general functions of independent and identically distributed random variables," Statistics & Probability Letters, Elsevier, vol. 79(23), pages 2397-2404, December.
- Ling Peng & Lei Gao, 2019. "Limiting Distributions for the Minimum-Maximum Models," Mathematics, MDPI, vol. 7(8), pages 1-11, August.
- Olmo, J., 2006. "A new family of estimators for the extremal index," Working Papers 06/01, Department of Economics, City University London.
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