Extreme values for dependent data (by Qiwei Yao)



• Estimation of extreme quantiles for functions of dependent random variables. (R-codes) (with J. Gong, Y. Li and L. Peng.) J. Royal. Statist. Soc., B. 2015, 77, 1001-1024.

• Moving-maximum models for extrema of time series. (With P.Hall and L.Peng) J. Stats. Plann. Inference, 2002, 103, 51-63.

  
  

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