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Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
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This article is published in Annals of Mathematics.The article was published on 1943-07-01. It has received 2037 citations till now.read more
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Efficiency and the logit model
TL;DR: This paper discusses model building for discrete choice problems in the simplest case - the logit model, and concludes that the efficiency approach lies in its simple, testable basic behavioral assumptions.
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A mixture model for the PDF of a diffusing scalar in a turbulent flow
TL;DR: In this article, the authors propose to represent the probability density function of a scalar diffusing in a turbulent flow as a mixture of two probability density functions, and apply it to a wide variety of experimental data sets including those obtained from large-scale environmental flows.
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Operational Risk : The Sting is Still in the Tail But the Poison Dependson the Dose
TL;DR: In this paper, the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk were investigated in the New Basel Capital Accord ("Basel II").
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Climate as a game of chance
TL;DR: The role of randomness in chaotic systems, like Earth's climate, in response to external forcing is examined in this article, where a simple homogeneous system is determined by its correlation function in accordance with the fluctuation-dissipation theorem.
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Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models
Niklas Wagner,Terry A. Marsh +1 more
TL;DR: In this article, the authors provide a small sample simulation study of adaptive estimators under ARCH-type dependence and find that the Hill estimator is dominated by a ratio estimator.