Parameter and quantile estimation for the generalized pareto distribution

The four-parameter kappa distribution

IBM Journal of Research and Development

On the use of the peaks over thresholds method for estimating out-of-sample quantiles

Computational Statistics & Data Analysis

An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators

Computational Statistics & Data Analysis

Regression with response distributions of Pareto-type

Computational Statistics & Data Analysis

An Application of Extreme Value Theory for Measuring Financial Risk

Computational Economics

Statistical blockade: a novel method for very fast Monte Carlo simulation of rare circuit events, and its application

Proceedings of the conference on Design, automation and test in Europe

A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution

Computational Statistics & Data Analysis

Fair, effective, efficient and differentiated scheduling in an enterprise data warehouse

Proceedings of the 12th International Conference on Extending Database Technology: Advances in Database Technology

A bootstrap goodness of fit test for the generalized Pareto distribution

Computational Statistics & Data Analysis

A method for estimating parameters and quantiles of distributions of continuous random variables

Computational Statistics & Data Analysis

Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators

Computational Statistics & Data Analysis

Scoring and thresholding for availability

IBM Systems Journal

Statistical blockade: very fast statistical simulation and modeling of rare circuit events and its application to memory design

IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems

Restricted optimal retention in stop-loss reinsurance under VaR risk measure

MAMECTIS'10 Proceedings of the 12th WSEAS international conference on Mathematical methods, computational techniques and intelligent systems

Two fast methods for estimating the minimum standby supply voltage for large SRAMs

IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems

Original article: The beta generalized Pareto distribution with application to lifetime data

Mathematics and Computers in Simulation

Optimal task assignment in multithreaded processors: a statistical approach

ASPLOS XVII Proceedings of the seventeenth international conference on Architectural Support for Programming Languages and Operating Systems

Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data

Computational Economics

A new risk management model using quantile-based risk measure, with applications to non-normal distributions

BICA'12 Proceedings of the 5th WSEAS congress on Applied Computing conference, and Proceedings of the 1st international conference on Biologically Inspired Computation

A quantile estimation for massive data with generalized Pareto distribution

Computational Statistics & Data Analysis

Kernel Partitioning of Streaming Applications: A Statistical Approach to an NP-complete Problem

MICRO-45 Proceedings of the 2012 45th Annual IEEE/ACM International Symposium on Microarchitecture

Fast and accurate BER estimation methodology for I/O links based on extreme value theory

Proceedings of the Conference on Design, Automation and Test in Europe

Multi-target tracking on confidence maps: An application to people tracking

Computer Vision and Image Understanding

Original article: Forecasting Value-at-Risk with a duration-based POT method

Mathematics and Computers in Simulation