BIAS REDUCED PEAKS OVER THRESHOLD TAIL ESTIMATION
Beirlant, Jan, Maribe, Gaonyalelwe, Naveau, Philippe, Verster, Andrehette
Published in Revstat (01.07.2022)
Published in Revstat (01.07.2022)
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Journal Article
Kernel estimators for the second order parameter in extreme value statistics
Goegebeur, Yuri, Beirlant, Jan, de Wet, Tertius
Published in Journal of statistical planning and inference (01.09.2010)
Published in Journal of statistical planning and inference (01.09.2010)
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Journal Article
GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA
Li, Zhengxiao, Beirlant, Jan, Meng, Shengwang
Published in ASTIN Bulletin : The Journal of the IAA (01.01.2021)
Published in ASTIN Bulletin : The Journal of the IAA (01.01.2021)
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Journal Article
Outlier detection based on extreme value theory and applications
Bhattacharya, Shrijita, Kamper, Francois, Beirlant, Jan
Published in Scandinavian journal of statistics (01.09.2023)
Published in Scandinavian journal of statistics (01.09.2023)
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Journal Article
A new class of copula regression models for modelling multivariate heavy-tailed data
Li, Zhengxiao, Beirlant, Jan, Yang, Liang
Published in Insurance, mathematics & economics (01.05.2022)
Published in Insurance, mathematics & economics (01.05.2022)
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Journal Article
Obg and Membrane Depolarization Are Part of a Microbial Bet-Hedging Strategy that Leads to Antibiotic Tolerance
Verstraeten, Natalie, Knapen, Wouter Joris, Kint, Cyrielle Ines, Liebens, Veerle, Van den Bergh, Bram, Dewachter, Liselot, Michiels, Joran Elie, Fu, Qiang, David, Charlotte Claudia, Fierro, Ana Carolina, Marchal, Kathleen, Beirlant, Jan, Versées, Wim, Hofkens, Johan, Jansen, Maarten, Fauvart, Maarten, Michiels, Jan
Published in Molecular cell (02.07.2015)
Published in Molecular cell (02.07.2015)
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Journal Article
Estimation of tail parameters with missing largest observations
Beirlant, Jan, Bladt, Martin, Maribe, Gao, Verster, Andrehette
Published in Electronic journal of statistics (01.01.2023)
Published in Electronic journal of statistics (01.01.2023)
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Journal Article
Confidence intervals for extreme Pareto‐type quantiles
Buitendag, Sven, Beirlant, Jan, Wet, Tertius
Published in Scandinavian journal of statistics (01.03.2020)
Published in Scandinavian journal of statistics (01.03.2020)
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Journal Article
Bias-corrected estimation of stable tail dependence function
Beirlant, Jan, Escobar-Bach, Mikael, Goegebeur, Yuri, Guillou, Armelle
Published in Journal of multivariate analysis (01.01.2016)
Published in Journal of multivariate analysis (01.01.2016)
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Journal Article