michelcias's library 51 articles Export

	Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large [My Copy] Transactions of the American Mathematical Society, Vol. 54, No. 3. (1943), pp. 426-482. by Abraham Wald posted to no-tag by michelcias on 2009-11-17 18:28:36 as
	Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation [My Copy] Mathematical Proceedings of the Cambridge Philosophical Society, Vol. 44, No. 01. (1948), pp. 50-57. by C. Radhakrishna Rao posted to no-tag by michelcias on 2009-11-17 18:23:02 as
	On the Use and Interpretation of Certain Test Criteria for Purposes of Statistical Inference: Part I [My Copy] Biometrika, Vol. 20A, No. 1/2. (1928), pp. 175-240. by J. Neyman, E. S. Pearson posted to no-tag by michelcias on 2009-11-17 18:22:12 as
	The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses [My Copy] The Annals of Mathematical Statistics, Vol. 9, No. 1. (1938), pp. 60-62. by S. S. Wilks posted to no-tag by michelcias on 2009-11-17 17:34:03 as
	Score Test: Historical Review and Recent Developments [My Copy] Advances in Ranking and Selection, Multiple Comparisons, and Reliability (2005), pp. 3-20. by C. R. Rao posted to no-tag by michelcias on 2009-11-14 20:45:52 as
	Asymptotic Theory of Statistics and Probability (Springer Texts in Statistics) [My Copy] (07 March 2008) by Anirban DasGupta posted to no-tag by michelcias on 2009-11-13 01:56:17 as
	Large Sample Methods in Statistics: An Introduction with Applications [My Copy] (04 April 1994) by Pranab K. Sen, Julio M. Singer posted to no-tag by michelcias on 2009-11-13 01:37:02 as
	The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note [My Copy] The American Statistician, Vol. 36, No. 3. (1982), pp. 153-157. by A. Buse posted to no-tag by michelcias on 2009-11-08 14:50:02 as along with 3 people and 2 groups churchofbayes ctacmo rvxferreira Statistics_and_Social_Science Biostatistics
	De Finetti's Theorem for Markov Chains [My Copy] The Annals of Probability, Vol. 8, No. 1. (1980), pp. 115-130. by P. Diaconis, D. Freedman posted to no-tag by michelcias on 2009-02-26 18:17:02 as
	On the tails of extreme event distributions in hydrology [My Copy] Journal of Hydrology, Vol. 355, No. 1-4. (20 June 2008), pp. 16-33. by El, B. Bobée, T. B. M. J. Ouarda posted to no-tag by michelcias on 2009-02-20 05:59:15 as
	Extreme Quantile Estimation for Heavy-Tailed Distributions [My Copy] (2001) by G. Matthys, J. Beirlant posted to no-tag by michelcias on 2009-01-27 19:58:14 as
	On Exponential Representations of Log-Spacings of Extreme Order Statistics [My Copy] Extremes, Vol. 5, No. 2. (1 June 2002), pp. 157-180. by J. Beirlant, G. Dierckx, A. Guillou, C. Staăricaă posted to no-tag by michelcias on 2009-01-27 19:54:36 as
	Tail Index Estimation and an Exponential Regression Model [My Copy] Extremes, Vol. 2, No. 2. (1 June 1999), pp. 177-200. by J. Beirlant, G. Dierckx, Y. Goegebeur, G. Matthys posted to no-tag by michelcias on 2009-01-27 19:51:20 as
	Statistical Inference [My Copy] (18 June 2001) by George Casella, Roger L. Berger posted to no-tag by michelcias on 2009-01-21 05:26:54 as along with 6 people and 1 group fjanoos ahuesler brian toomash jake bangyuzhou Statistics_and_Social_Science
	Introduction to the Theory of Statistics [My Copy] (01 April 1974) by Alexander M. Mood, Franklin A. Graybill, Duane C. Boes posted to no-tag by michelcias on 2009-01-15 06:36:40 as along with 1 person sbarthelme
	Theory of Statistics (Springer Series in Statistics) [My Copy] (01 January 1997) by Mark J. Schervish posted to no-tag by michelcias on 2009-01-15 06:33:14 as along with 1 person bertelsen
	Confidence Intervals for Flood Return Level Estimates using a Bootstrap Approach Abstract [My Copy] by H. W. Rust, M. Kallache, -J, J. P. Kropp posted to no-tag by michelcias on 2009-01-08 17:47:16 as
	Analysis of Financial Time Series [My Copy] (15 October 2001) by Ruey S. Tsay posted to no-tag by michelcias on 2009-01-08 03:35:36 as along with 1 person ocs
	Parameter Estimation for a Generalized Gamma Distribution [My Copy] Technometrics, Vol. 7, No. 3. (1965), pp. 349-358. by E. W. Stacy, G. A. Mihram posted to no-tag by michelcias on 2008-12-20 21:46:22 as along with 1 person gtaralds
	A Simplex Method for Function Minimization [My Copy] The Computer Journal, Vol. 7, No. 4. (1 January 1965), pp. 308-313. by J. A. Nelder, R. Mead posted to no-tag by michelcias on 2008-12-20 18:49:59 as along with 11 people and 2 groups eyliu A_Coletta_Thesis tomt21 eindermu skoch3 pcoupe deitosrafael 0pika0 granujilla aogier abrentnall Structural Biology Group TorVergata Koch_Lab
	Quantiles of Generalised Gamma Distributions from a Bayesian Point of View, HKV-report [My Copy] (1999) by Jan M. Van Noortwijk posted to no-tag by michelcias on 2008-12-20 18:43:54 as
	Approximate Confidence Intervals for Quantiles of Gamma and Generalized Gamma Distributions [My Copy] Journal of Hydrologic Engineering, Vol. 3, No. 1. (1998), pp. 43-51. by Fahim Ashkar, Taha B. M. J. Ouarda posted to no-tag by michelcias on 2008-12-20 18:37:28 as
	Theory of Point Estimation (Springer Texts in Statistics) [My Copy] (09 September 2003) by E. L. Lehmann, George Casella posted to no-tag by michelcias on 2008-12-04 08:31:06 as along with 1 person and 1 group ciga Computational_Information_Geometry
	Applied Probability and Queues (Stochastic Modelling and Applied Probability) [My Copy] (15 May 2003) by Soeren Asmussen posted to no-tag by michelcias on 2008-11-25 05:29:21 as
	Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations [My Copy] Journal of Econometrics, Vol. 137, No. 2. (April 2007), pp. 556-576. by N. Hangchan, S. Deng, L. Peng, Z. Xia posted to no-tag by michelcias on 2008-11-12 17:24:32 as
	Statistics of Extremes: Theory and Applications [My Copy] (06 October 2004) by Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef Teugels posted to no-tag by michelcias on 2008-11-07 04:57:05 as
	An introduction to statistical modeling of extreme values [My Copy] (12 December 2001) by Stuart Coles posted to no-tag by michelcias on 2008-11-06 01:34:29 as
	Models for Exceedances over High Thresholds [My Copy] Journal of the Royal Statistical Society. Series B (Methodological), Vol. 52, No. 3. (1990), pp. 393-442. by A. C. Davison, R. L. Smith posted to no-tag by michelcias on 2008-10-14 04:41:56 as
	The estimation of heavy-tailed probability density functions, their mixtures and quantiles [My Copy] Comput. Netw., Vol. 40, No. 3. (2002), pp. 459-474. by Natalia M. Markovitch, Udo R. Krieger posted to no-tag by michelcias on 2008-09-25 05:42:11 as
	Empirical Likelihood [My Copy] (18 May 2001) by Art B. Owen posted to no-tag by michelcias on 2008-09-25 04:50:12 as along with 1 person ctacmo
	Estimating catastrophic quantile levels for heavy-tailed distributions [My Copy] Insurance: Mathematics and Economics, Vol. 34, No. 3. (18 June 2004), pp. 517-537. by Gunther Matthys, Emmanuel Delafosse, Armelle Guillou, Jan Beirlant posted to no-tag by michelcias on 2008-09-11 06:35:00 as
	On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation [My Copy] Ann. Statist., Vol. 13, No. 2. (1985), pp. 743-756. by E. Haeusler, J. L. Teugels posted to no-tag by michelcias on 2008-09-11 04:07:23 as
	Confidence regions for high quantiles of a heavy tailed distribution [My Copy] Ann. Statist., Vol. 34, No. 4. (9 Nov 2006), pp. 1964-1986. by Liang Peng, Yongcheng Qi posted to no-tag by michelcias on 2008-09-07 03:55:39 as along with 1 person proportional
	Data tilting for time series [My Copy] J. R. Stat. Soc. Ser. B Stat. Methodol., Vol. 65, No. 2. (2003), pp. 425-442. by Peter Hall, Qiwei Yao posted to no-tag by michelcias on 2008-08-06 20:12:14 as
	A simple general approach to inference about the tail of a distribution [My Copy] Ann. Statist., Vol. 3, No. 5. (1975), pp. 1163-1174. by Bruce M. Hill posted to no-tag by michelcias on 2008-08-06 20:10:34 as
	Estimation of quantiles of the maximum of $N$ observations [My Copy] Biometrika, Vol. 74, No. 2. (1987), pp. 347-354. by Harry Joe posted to no-tag by michelcias on 2008-08-06 20:08:18 as
	Likelihood based confidence intervals for the tail index [My Copy] Extremes, Vol. 5, No. 4. (2002), pp. 337-352 (2003). by Jye C. Lu, Liang Peng posted to no-tag by michelcias on 2008-08-06 20:07:41 as
	Empirical likelihood ratio confidence intervals for a single functional [My Copy] Biometrika, Vol. 75, No. 2. (1 June 1988), pp. 237-249. by Art B. Owen posted to no-tag by michelcias on 2008-08-06 20:05:33 as along with 2 people reconnie ctacmo
	Empirical likelihood ratio confidence regions [My Copy] Ann. Statist., Vol. 18, No. 1. (1990), pp. 90-120. by Art Owen posted to no-tag by michelcias on 2008-08-06 20:04:58 as
	Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution [My Copy] Ann. Statist., Vol. 32, No. 3. (2004), pp. 1192-1214. by Liang Peng posted to no-tag by michelcias on 2008-08-06 20:04:06 as
	Threshold methods for sample extremes [My Copy] In Statistical extremes and applications (Vimeiro, 1983), Vol. 131 (1984), pp. 621-638. by Richard L. Smith posted to no-tag by michelcias on 2008-08-06 20:03:12 as
	Estimation of parameters and large quantiles based on the $k$ largest observations [My Copy] J. Amer. Statist. Assoc., Vol. 73, No. 364. (1978), pp. 812-815. by Ishay Weissman posted to no-tag by michelcias on 2008-08-06 20:01:36 as
	Estimating the first- and second-order parameters of a heavy-tailed distribution [My Copy] Aust. N. Z. J. Stat., Vol. 46, No. 2. (2004), pp. 305-312. by Liang Peng, Yongcheng Qi posted to no-tag by michelcias on 2008-08-06 19:46:48 as
	On the theory of mortality measurement. II [My Copy] Skand. Aktuarietidskr., Vol. 39 (1956), pp. 125-153 (1957). by Ulf Grenander posted to no-tag by michelcias on 2008-08-06 19:44:47 as
	Generalizations of the Hill estimator-asymptotic versus finite sample behaviour [My Copy] J. Statist. Plann. Inference, Vol. 93, No. 1-2. (2001), pp. 161-180. by Ivette M. Gomes, João M. Martins posted to no-tag by michelcias on 2008-08-06 19:44:00 as
	Modelling extremal events [My Copy] Vol. 33 (1997) by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch posted to no-tag by michelcias on 2008-08-06 19:43:14 as
	Empirical likelihood is Bartlett-correctable [My Copy] Ann. Statist., Vol. 19, No. 2. (1991), pp. 1053-1061. by Thomas Diciccio, Peter Hall, Joseph Romano posted to no-tag by michelcias on 2008-08-06 19:41:54 as
	Asymptotic expansions of estimators for the tail index with applications [My Copy] Scand. J. Statist., Vol. 25, No. 4. (1998), pp. 717-728. by Shihong Cheng, Jiazhu Pan posted to no-tag by michelcias on 2008-08-06 19:40:43 as
	Comparison of tail index estimators [My Copy] Statist. Neerlandica, Vol. 52, No. 1. (1998), pp. 60-70. by L. de Haan, L. Peng posted to no-tag by michelcias on 2008-08-06 19:39:24 as
	Generalized regular variation of second order [My Copy] J. Austral. Math. Soc. Ser. A, Vol. 61, No. 3. (1996), pp. 381-395. by Laurens de Haan, Ulrich Stadtmüller posted to no-tag by michelcias on 2008-08-06 19:37:22 as

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