Matias Heikkilä

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All published works
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat A Simple General Approach to Inference About the Tail of a Distribution 1975 Bruce M. Hill
6
+ PDF Chat On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation 1985 Erich Haeusler
J. L. Teugels
5
+ Multivariate extremes, aggregation and dependence in elliptical distributions 2002 Henrik Hult
Filip Lindskog
5
+ PDF Chat Laws of Large Numbers for Sums of Extreme Values 1982 David M. Mason
5
+ PDF Chat Multivariate Hill Estimators 2015 Yves Dominicy
Pauliina Ilmonen
David Veredas
4
+ PDF Chat On asymptotic normality of the hill estimator 1998 Laurens de Haan
Sidney I. Resnick
3
+ DISTRIBUTION THEORY OF SPHERICAL DISTRIBUTIONS AND A LOCATION-SCALE PARAMETER GENERALIZATION 2016 Douglas Kelker
2
+ On Some Simple Estimates of an Exponent of Regular Variation 1982 Peter A. Hall
2
+ On the generalized distance in statistics 1936 P. C. Mahalanobis
2
+ Bivariate extreme statistics, I 1960 Masaaki Sibuya
2
+ RDELA—a Delaunay-triangulation-based, location and covariance estimator with high breakdown point 2012 Steffen Liebscher
Thomas Kirschstein
Claudia Becker
2
+ PDF Chat A Moment Estimator for the Index of an Extreme-Value Distribution 1989 Arnold Dekkers
J.H.J. Einmahl
Laurens de Haan
2
+ Comparison of tail index estimators 1998 Laurens de Haan
Liang Peng
2
+ Symmetric Multivariate and Related Distributions. 1991 Sanat K. Sarkar
Kai-Tai Fang
Samuel Kotz
Kai-Wang Ng
2
+ Multivariate Estimation with High Breakdown Point 1985 Peter J. Rousseeuw
2
+ Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire 1943 B Gnedenko
2
+ A Fast Algorithm for the Minimum Covariance Determinant Estimator 1999 Peter J. Rousseeuw
Katrien Van Driessen
2
+ Regular variation, subexponentiality and their applications in probability theory 1999 Thomas Mikosch
1
+ On tail index estimation based on multivariate data 2015 Antoine Dematteo
Stéphan Clémençon
1
+ Bridging centrality and extremity: Refining empirical data depth using extreme value statistics 2015 J.H.J. Einmahl
Jun Li
Regina Y. Liu
1
+ Minimum covariance determinant 2009 Mia Hubert
Michiel Debruyne
1
+ DTFE : the Delaunay Tessellation Field Estimator 2007 Willem Egbert Schaap
1
+ Handbook of Discrete and Computational Geometry, Second Edition 2004 Jacob E. Goodman
Joseph O’Rourke
1
+ A Multivariate Hill Estimator 2013 Yves Dominicy
Pauliina Ilmonen
David Veredas
1
+ PDF Chat Asymptotics for the Minimum Covariance Determinant Estimator 1993 Ronald W. Butler
P. L. Davies
Myoungshic Jhun
1
+ Identification of Outliers 1980 D. M. Hawkins
1
+ A Fast Algorithm for the Minimum Covariance Determinant Estimator 1999 Peter J. Rousseeuw
Katrien Van Driessen
1
+ Multivariate extremes, aggregation and dependence in elliptical distributions 2002 Henrik Hult
Filip Lindskog
1
+ Symmetric Multivariate and Related Distributions 1990 Kai‐Tai Fang
Samuel Kotz
Kai Wang Ng
1
+ PDF Chat Limit theory for multivariate sample extremes 1977 Laurens de Haan
Sidney I. Resnick
1
+ Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation 2010 Robert Serfling
1
+ Closure properties of the second-order regular variation under convolutions 2016 Qing Liu
Tiantian Mao
Taizhong Hu
1