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Nonparametric Analysis of Univariate Heavy‐Tailed Data
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Nonparametric Analysis of Univariate Heavy‐Tailed Data (2007)Nonparametric Analysis of Univariate Heav…Maximum likelihood estimators based on the block maxima method (2019)Maximum likelihood estimators…Log-Transform Kernel Density Estimation of Income Distribution (2016)Log-Transform Kernel Density …Kernel density estimation for time series data (2011)Kernel density estimation for…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)CAViaR (2004)Spatial econometrics in an age of CyberGIScience (2012)Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models (2020)Score-Driven Time Series Models (2021)Statistical Size Distributions in Economics and Actuarial Sciences (2003)Kernel density estimation for heavy-tailed distributions using the champernowne transformation (2005)Income distribution and inequality measurement: The problem of extreme values (2007)Modelling Extremal Events (1997)An Introduction to Statistical Modeling of Extreme Values (2001)Statistics of Extremes (2004)A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach (2021)Analyzing long-term parking preferences at Imam Khomeini International Airport: a stated preference approach (2024)
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  • 2016Log-Transform Kernel Density Estimation of Income Distribution907 cited
  • 2011Kernel density estimation for time series data63 cited
  • 2019Maximum likelihood estimators based on the block maxima method47 cited

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