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Book: Beirlant J., J.Teugels, Yu.Goegebeur, J.Segers. Statistics of Extremes.. Theory and Applications (Wiley,2004)(ISBN 0471976474)(504s).pdf ...

http://lib.org.by/info/M_Mathematics/MV_Probability/MVsa_Statistics and applications/Beirlant J., J.Teugels, Yu.Goegebeur, J.Segers. Statistics of Extremes.. Theory and Applications (Wiley,2004)(ISBN 0471976474)(504s).pdf

Library:M_Mathematics/MV_Probability/MVsa_Statistics%20and%20applications/Beirlant%20J.,%20J.Teugels,%20Yu.Goegebeur,%20J.Segers. ...

http://lib.org.by/info/M_Mathematics/MV_Probability/MVsa_Statistics%20and%20applications/Beirlant%20J.,%20J.Teugels,%20Yu.Goegebeur,%20J.Segers.%20Statistics%20of%20Extremes..%20Theory%20and%20Applications%20(Wiley,2004)(ISBN%200471976474)(504s).pdf

by J Beirlant - 2004 - Cited by 15

http://perso.telecom-paristech.fr/~moulines/enseignement/probast/TailIndexCovariate.pdf

by J Beirlanta - 2006 - Cited by 14

http://academic.sun.ac.za/statistics/beirlant2006.pdf

by J Beirlant - 2004 - Cited by 8

http://academic.sun.ac.za/statistics/Beirlant2004.pdf

Beirlant, Goegebeur, Segers and Teugels. Statistics of Extremes: Theory and Applications. Wiley 2004. Webpage: http://lstat.kuleuven.be/Wiley/index.html ...

http://www.axa-research.org/lib/rc/uploads2/e-library/expose_Jan_Beirlant.pdf

J. Beirlant, Y. Goegebeur, J. Segers, and J.L. Teugels. Statistics of Extremes: Theory and Applications. John Wiley & Sons, Chichester, 2004. ...

http://www.springerlink.com/index/k7457628tl4875j3.pdf

J. Beirlant, Y. Goegebeur, J. Segers & J.L. Teugels Statistics of Extremes: Theory and Applications J. Wiley & Sons, 2004. 3. J. Beirlant, E. Joossens & J. ...

http://www.springerlink.com/index/mq8481w7844p6m6v.pdf

by IF Alves - Related articles

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J Beirlant, Y Goegebeur, J Segers, and J Teugels. Statistics of Extremes: Theory and Applications. Wiley, Chichester, 2004. C A S Coelho, C A T Ferro, ...

http://www.nersc.no/~dagjs/rcourse_nzu/HW/CourseNZ0presentationEVA.pdf

by Y Goegebeur - 2008 - Cited by 2

http://www.ine.pt/revstat/pdf/rs080104.pdf

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http://www.ine.pt/revstat/pdf/rs040102.pdf

Many results can be found in a textbook J. Beirlant, Y.Goegebeur, J. Segers and J.L.. Teugels, Statistics of Extremes, Wiley, 2004. ...

http://statsactsci.ukzn.ac.za/Uploads/a06bedf0-ed6c-4f91-bc61-5fb2ae70a644/seminartopics.pdf

by J BEIRLANT - 2005 - Related articles

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by Y Goegebeur - Cited by 2

http://www.nat.sdu.dk/users/nat-sdu/yuri/slidesnordstat.pdf

(Beirlant, de Wet and Goegebeur, 2006) Assume X1,...,Xn i.i.d. ... (Goegebeur, Beirlant and de Wet, 2006) Consider X1,...,Xn i.i.d. ...

http://www.nat.sdu.dk/users/nat-sdu/yuri/slidesjsm.pdf

by J Beirlant - Cited by 7

http://www.philippeherlin.com/docs/WilmottMandelbrot.pdf

by S Coles - Cited by 1159

http://www.cces.ethz.ch/projects/hazri/EXTREMES/talks/colesDavisonDavosJan08.pdf

by E Brodin - Cited by 4

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by C Steinkohl - Related articles

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10 Apr 2010 ... J. Beirlant, Y. Goegebeur, J. Segers, J. Teugels (2004). Statistics of extremes, theory and applications. Wiley. ...

http://www.nd.edu/~carecob/April2010Conference/Einmahl.pdf

Statistics of Extremes: Theory and Applications J. Beirlant, Y. Goegebeur, J. Segers, and J. Teugels  2004 John Wiley & Sons, Ltd ISBN: 0-471-97647-4. ...

http://eknigu.org/info/M_Mathematics/MV_Probability/MVsa_Statistics and applications/Beirlant J., J.Teugels, Yu.Goegebeur, J.Segers. Statistics of Extremes.. Theory and Applications (Wiley,2004)(ISBN 0471976474)(504s).pdf

BEIRLANT, J., Y. GOEGEBEUR, J. SEGERS, AND J. L. TEUGELS. 2004. Statistics of. Extremes: Theory and Applications. Wiley, Chichester. BINSWANGER, K. 1997. ...

http://www.soa.org/files/pdf/ExtremeEventDependenceBibliography.doc 5-18-06.pdf

by DJ Dupuis - Cited by 3

http://www.soa.org/library/journals/north-american-actuarial-journal/2006/october/naaj0604_2.pdf

by M Sibuya - 2005 - Related articles

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Beirlant, J., Goegebeur, Y., Segers, J., Teugels J. (2004) Statistics of Extremes: Theory and. Applications, Wiley, Chapter 9. – Beirlant, J. and Vandewalle ...

http://sisla06.samsi.info/risk/mvmeth-risk/DISCUSSION_QIN.pdf

by RL Smith - Cited by 66

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by R Vitolo - Related articles

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by UU Müller - Related articles

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by MI Gomes - 2009 - Related articles

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Beirlant, Goegebeur, Segers, and Teugels (2004), for example. ..... estimation error as described in Section 4.7 ii of Beirlant, Goegebeur, Segers and ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1548442_code239642.pdf?abstractid=1348563

10 Jul 2009 ... [2] J. Beirlant, Y. Goegebeur, J. Segers and J. Teugels (2004), 'Statistics of Extremes: Theory and Applications', Wiley, New York. ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1433242_code847251.pdf?abstractid=1433242&mirid=1

Klüppelberg and Mikosch, 1997, and Beirlant, Goegebeur, Teugels and Segers, 2004), a popular way to estimate the Pareto exponent ζ is still to run the ...

http://www.nber.org/papers/t0342.pdf

Beirlant, J., and Goegebeur, Y., (2004), ``Local polynomial maximum likelihood estimation for Pareto-type distributions”, Journal Of ...

http://www.sbs-bvs.be/BSN34\bsn.34.pdf

butions of the minimum and the maximum (Beirlant, Goegebeur, Segers, & Teugels, 2004; Coles,. 2001; Galambos, 1978). All results are derived in terms of the ...

http://orm.sagepub.com/cgi/rapidpdf/1094428109342899v2.pdf

25 Jun 2007 ... J. Beirlant, Y. Goegebeur, J. Segers, and J. Teugels, Statistics of Extremes: Theory and Ap- plications, Wiley, Chichester, 2004. ...

http://www.ams.org/tpms/2007-74-00/S0094-9000-07-00692-8/S0094-9000-07-00692-8.pdf

by V FernandezThe latter is studied in detailed in Beirlant, Diercks, Goegebeur, and Matthys. (1999). The second approach derives estimators directly for u, ...

http://repec.org/esLATM04/up.15940.1079222825.pdf

Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J., De Waal, D.,. Ferro, C., 2004. Statistics of Extremes. Wiley, Chichester,. 522pp. Coles, S., 2001. ...

http://www.manfredmudelsee.com/publ/pdf/clim-x-detect.pdf

[2] Beirlant, J., Goegebeur, Y., Segers, J., and Teugels, J. (2004) Statistics of extremes: Theory and Applications. Wiley Series in Probability and ...

http://www.stat.ucl.ac.be/ISpersonnel/segers/bibliografie.pdf

by JHJ Einmahl - Cited by 9

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by A Ledford - 2008 - Related articles

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Chairperson: Jan Beirlant. Goegebeur, Yuri. Nonparametric Extreme Value Analysis of Conditional Claim Distributions. Alves, Isabel ...

http://pascal.iseg.utl.pt/~cemapre/ime2002/main_page/sessions/programme.pdf

by J Beirlant - 2002 - Cited by 8

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by A Necir - 2010 - Cited by 2

http://downloads.hindawi.com/journals/jps/2010/596839.pdf

Beirlant, J. and Y. Goegebeur, 2003, Discussion of the paper “Statistical tests on tail index of a probability distribution” by Jureckova J., Metron, vol. ...

https://merode.econ.kuleuven.ac.be/fetew/pdf_publicaties/activities/Onderzoeksverslag03.pdf

by Y Goegebeur - Related articles

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by B Vandewalle - Cited by 4

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by B Vandewallea - Cited by 14

http://wis.kuleuven.be/stat/robust/Papers/tailindex.pdf

by II Benktander - 2004Beirlant-Vandewalle estimator, 353. Benktander II distribution, 72 ... Theory and Applications J. Beirlant, Y. Goegebeur, J. Segers, and J. Teugels ...

http://media.wiley.com/product_data/excerpt/74/04719764/0471976474-2.pdf

by V Fernandez - Cited by 5

http://www.dii.uchile.cl/~ceges/publicaciones/ceges51.pdf