✦ LIBER ✦

Logarithmic transformations for extrapolative estimation of probability tails

✍ Scribed by Maurizio Guida; Maurizio Longo; Marco Lops

Publisher: Elsevier Science
Year: 1989
Tongue: English
Weight: 587 KB
Volume: 26
Category: Article
ISSN: 0951-8320
DOI: 10.1016/0951-8320(89)90069-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of probability tails based on

Estimation of probability tails based on generalized extreme value distributions

✍ Maurizio Guida; Maurizio Longo 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 944 KB

For high reliability devices or structures it is not uncommon that the probabilities to be estimated are lower than 10 -6 . In such cases the standard methods of the empirical fit approach and the counting approach may become impractical. In this paper the estimation problem is handled by extrapolat

Estimating tail probabilities of heavy t

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

✍ S. Juneja 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 381 KB

Logarithmic estimates for the Hilbert tr

Logarithmic estimates for the Hilbert transform and the Riesz projection

✍ Adam Osȩkowski 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 205 KB

Accuracy of transformed kernel density e

Accuracy of transformed kernel density estimates for a heavy-tailed distribution

✍ N. M. Markovich 📂 Article 📅 2005 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 250 KB

Comparison of ruin probability estimates

Comparison of ruin probability estimates in the presence of heavy tails

✍ D. G. Konstantinidis 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 750 KB

Refinement of Convergence Rates for Tail

Refinement of Convergence Rates for Tail Probabilities

✍ Deli Li; Aurel Spătaru 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 142 KB