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Sample Extremes: An Elementary Introduction

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  • de Haan, Laurens

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  • de Haan, Laurens, 1976. "Sample Extremes: An Elementary Introduction," Econometric Institute Archives 272130, Erasmus University Rotterdam.
    • Handle: RePEc:ags:eureia:272130
    DOI: 10.22004/ag.econ.272130
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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Olmo, José, 2005. "Testing the existence of clustering in the extreme values," UC3M Working papers. Economics we051809, Universidad Carlos III de Madrid. Departamento de Economía.
    5. 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.
    6. 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.
    7. 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.
    8. Ling Peng & Lei Gao, 2019. "Limiting Distributions for the Minimum-Maximum Models," Mathematics, MDPI, vol. 7(8), pages 1-11, August.
    9. 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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