D. Ceresetti

Finance · 2012–2016

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Ceresetti trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Stuart Coles
  2. Eric P. Smith
  3. David E. Rumelhart
  4. Laurent Gardes
  5. Geoffrey E. Hinton

Papers from D. Ceresetti's perspective

Ordered by how strongly the researchers D. Ceresetti trusts endorse each paper. Same corpus, a different order for every researcher.

  1. An Introduction to Statistical Modeling of Extreme Values
  2. Learning internal representations by error propagation
  3. An Introduction to Statistical Modeling of Extreme Values (Technometrics)
  4. Multilayer feedforward networks are universal approximators
  5. A moving window approach for nonparametric estimation of the conditional tail index
  6. Regional Frequency Analysis
  7. Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
  8. Kernel estimators of extreme level curves
  9. Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to Extreme­Value Data
  10. Local likelihood smoothing of sample extremes

Their papers