Author of the publication

On the estimation of high quantiles

, and . Journal of Statistical Planning and Inference, 35 (1): 1--13 (April 1993)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Multivariate generalized Pareto distributions, and . Bernoulli, 12 (5): 917-930 (2006)Tail Estimation for Window-Censored Processes., and . Technometrics, 58 (1): 95-103 (2016)A note on De Moivre's limit theorems: Easy proofs, and . Statistics & Probability Letters, 4 (5): 231--232 (August 1986)On the influence of the prior distribution in image reconstruction., and . Comput. Stat., 21 (3-4): 431-444 (2006)Extreme value statistics and wind storm losses: A case study, and . Scandinavian Actuarial Journal, 1997 (1): 70-94 (1997)Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions., , , and . Technometrics, 61 (1): 123-135 (2019)Attainable rates of convergence of maxima. Statistics & Probability Letters, 2 (4): 219--221 (August 1984)Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes, , , and . Stochastic Processes and their Applications, 32 (2): 213--224 (August 1989)Consistency in least-squares estimation: A Bayesian approach., and . Autom., 20 (4): 471-475 (1984)Central limit theory for martingales via random change of time. Probability and mathematical statistics, Uppsala Univ., Uppsala, (1983)