Author of the publication

On optimising the estimation of high quantiles of a probability distribution

, , and . Statistics, 37 (5): 401--434 (2003)

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

The index of the outstanding observation among n independent ones, and . Stochastic Processes and their Applications, (1987)Second-order regular variation, convolution and the central limit theorem, , , and . Stochastic Processes and their Applications, 69 (2): 139--159 (Sep 1, 1997)On spatial extremes: with application to a rainfall problem, , and . ArXiv e-prints, (July 2008)On optimising the estimation of high quantiles of a probability distribution, , and . Statistics, 37 (5): 401--434 (2003)Estimating the index of a stable distribution, and . Statistics & Probability Letters, 41 (1): 39--55 (Jan 1, 1999)Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions, and . Stochastic Processes and their Applications, 8 (3): 349--355 (May 1979)On regular variation of probability densities, and . Stochastic Processes and their Applications, (1987)Residual Life Time at Great Age, and . The Annals of Probability, 2 (5): pp. 792-804 (1974)Integrals and derivatives of regularly varying functions in d and domains of attraction of stable distributions II., and . Stochastic Processes and their Applications, 16 (2): 157--170 (February 1984)Embedding a stochastic difference equation into a continuous-time process, and . Stochastic Processes and their Applications, 32 (2): 225--235 (August 1989)