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On the tails of extreme event distributions in hydrology
12 references·2 citing·39 second hop
On the tails of extreme event distributions in hydrology (2008)On the tails of extreme event distributio…Statistical Analysis of Extreme Values (2007)Statistical Analysis of Extre…Statistics of Extremes: Theory and Applications (2005)Statistics of Extremes: Theor…Power laws, Pareto distributions and Zipf's law (2005)Power laws, Pareto distributi…Statistics of Extremes: Theory and Applications (2004)Statistics of Extremes: Theor…A Brief History of Generative Models for Power Law and Lognormal Distributions (2004)A Brief History of Generative…A Practical Guide to Heavy Tails (2000)A Practical Guide to Heavy Ta…Selecting the optimal sample fraction in univariate extreme value estimation (1998)Selecting the optimal sample …Comparison of tail index estimators (1998)Comparison of tail index esti…Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Residual Life Time at Great Age (1974)Residual Life Time at Great A…Portfolio Analysis in a Stable Paretian Market (1965)Portfolio Analysis in a Stabl…A Model of Income Distribution (1953)A Model of Income DistributionComparative analysis of scalar upper tail indicators (2020)Comparative analysis of scala…Irreversibility and complex network behavior of stream flow fluctuations (2016)Irreversibility and complex n…Extreme Values, Regular Variation and Point Processes (1987)Conditional value-at-risk for general loss distributions (2002)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Top Incomes in the Long Run of History (2011)From value at risk to stress testing: The extreme value approach (2000)An Introduction to Statistical Modeling of Extreme Values (2001)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)Stochastic Dynamics of Marine Structures (2012)The frequency distribution of scientific productivity (1926)Human behavior and the principle of least effort (1949)The Pricing of Options and Corporate Liabilities (1973)Cumulative Advantage as a Mechanism for Inequality: A Review of Theoretical and Empirical Developments (2006)Power Laws in Economics and Finance (2009)Dynamic population mapping using mobile phone data (2014)Brownian Motion in the Stock Market (1959)A Simplified Model for Portfolio Analysis (1963)RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS (1968)Multiperiod Consumption-Investment Decisions (1975)Portfolio selection and skewness: Evidence from international stock markets (1997)The variation of certain speculative prices (1997)The Matthew Effect in Science (1968)The Matthew effect in science. The reward and communication systems of science are considered. (1968)Power-Law Distributions in Empirical Data (2009)Power-law distributions in empirical data (2018)Statistical Modeling of Spatial Extremes (2012)Tail Risk and Asset Prices (2014)Understanding Heterogeneity in Clinical Cohorts Using Normative Models: Beyond Case-Control Studies (2016)Quantitative models for operational risk: Extremes, dependence and aggregation (2006)Power Laws in Economics and Finance (2008)Jump tails, extreme dependencies, and the distribution of stock returns (2012)Fractional market dynamics (2000)Estimating long range dependence: finite sample properties and confidence intervals (2001)Inference in Arch and Garch Models with Heavy-Tailed Errors (2003)Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Extreme Correlation of International Equity Markets (2001)Distribution of Income and Wealth Among Individuals (1969)Chapter 53 The evolution of city size distributions (2004)On the Evolution of Firm Size Distributions (2008)
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References

  • 2005Power laws, Pareto distributions and Zipf's law5,744 cited
  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 2004A Brief History of Generative Models for Power Law and Lognormal Distributions1,809 cited
  • 1974Residual Life Time at Great Age1,484 cited
  • 2004Statistics of Extremes: Theory and Applications1,093 cited
  • 1953A Model of Income Distribution913 cited
  • 2007Statistical Analysis of Extreme Values523 cited
  • 2005Statistics of Extremes: Theory and Applications501 cited
  • 1965Portfolio Analysis in a Stable Paretian Market468 cited
  • 2000A Practical Guide to Heavy Tails451 cited
  • 1998Selecting the optimal sample fraction in univariate extreme value estimation256 cited
  • 1998Comparison of tail index estimators226 cited

Cited by

  • 2016Irreversibility and complex network behavior of stream flow fluctuations54 cited
  • 2020Comparative analysis of scalar upper tail indicators39 cited

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