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Extremes

Statistical Theory and Applications in Science, Engineering and Economics

Short Title: Extremes
Publisher: Springer US, New York, NY
ISSN: 1386-1999; 1572-915X/e
Online: https://link.springer.com/journal/10687/volumes-and-issues
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 613 Publications (since 1998)
References Indexed: 500 Publications with 13,876 References.
all top 5

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...and 2 more Volumes
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Authors

18 Resnick, Sidney Ira
16 Tawn, Jonathan A.
14 Hashorva, Enkelejd
14 Segers, Johan
13 Hüsler, Jürg
13 Nadarajah, Saralees
11 de Haan, Laurens
11 Leal de Carvalho Gomes, Maria Ivette
10 Piterbarg, Vladimir Il’ich
10 Schlather, Martin
9 Dębicki, Krzysztof
9 Falk, Michael
9 Opitz, Thomas
8 Beirlant, Jan
8 Peng, Liang
8 Peng, Zuoxiang
8 Stephenson, Alec G.
8 Stoev, Stilian A.
7 Bücher, Axel
7 Girard, Stéphane
7 Klüppelberg, Claudia
7 Kulik, Rafał
7 Mikosch, Thomas
7 Rootzén, Holger
7 Samorodnitsky, Gennady Pinkhosovich
7 Zhou, Chen
6 Bose, Arup
6 Davis, Richard A.
6 Drees, Holger
6 Fraga Alves, M. Isabel
6 Huser, Raphaël
6 Kratz, Marie-France
6 Rychlik, Igor
6 Soulier, Philippe
5 Coles, Stuart G.
5 Das, Bikramjit
5 Dombry, Clément
5 Engelke, Sebastian
5 Gangopadhyay, Sreela
5 Guillou, Armelle
5 Heffernan, Janet E.
5 Kabluchko, Zakhar A.
5 Podgórski, Krzysztof
5 Reiss, Rolf-Dieter
5 Wang, Yuebao
4 Cai, Juan-Juan
4 Cheng, Dan
4 Cooley, Daniel S.
4 Davison, Anthony C.
4 Embrechts, Paul
4 Fougères, Anne-Laure
4 Gardes, Laurent
4 Goegebeur, Yuri
4 Li, Deyuan
4 Liu, Peng
4 Mai, Jan-Frederik
4 Mao, Tiantian
4 Markovich, Natalia M.
4 Marohn, Frank
4 Naveau, Philippe
4 Oesting, Marco
4 Pakes, Anthony G.
4 Scherer, Matthias
4 Simpson, Emma S.
4 Sisson, Scott A.
4 Stupfler, Gilles
4 Tang, Qihe
4 Wadsworth, Jennifer L.
4 Wang, Tiandong
4 Wintenberger, Olivier
4 Zholud, Dmitrii
3 Albrecher, Hansjörg
3 Anderson, Clive W.
3 Aulbach, Stefan
3 Beranger, Boris
3 Bladt, Martin
3 Canto e Castro, Luísa
3 Chenavier, Nicolas
3 Dierckx, Goedele
3 Dupuis, Debbie J.
3 Einmahl, John H. J.
3 Genest, Christian
3 Genton, Marc G.
3 Gut, Allan
3 Hall, Andreia O.
3 Hooghiemstra, Gerard
3 Janßen, Anja
3 Ji, Lanpeng
3 Jurečková, Jana
3 Kaufmann, Edgar
3 Kim, Joonpyo
3 Korshunov, Dmitriĭ Alekseevich
3 Lantuéjoul, Christian
3 Maller, Ross Arthur
3 McCormick, William P.
3 Mercadier, Cécile
3 Mladenović, Pavle
3 Nešlehová, Johanna G.
3 Neves, Cláudia
3 Northrop, Paul J.
...and 648 more Authors
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Fields

431 Statistics (62-XX)
401 Probability theory and stochastic processes (60-XX)
40 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
30 Numerical analysis (65-XX)
17 Geophysics (86-XX)
10 General and overarching topics; collections (00-XX)
8 Computer science (68-XX)
7 Combinatorics (05-XX)
6 History and biography (01-XX)
5 Real functions (26-XX)
5 Convex and discrete geometry (52-XX)
4 Operations research, mathematical programming (90-XX)
3 Algebraic topology (55-XX)
2 Special functions (33-XX)
2 Approximations and expansions (41-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Measure and integration (28-XX)
1 Partial differential equations (35-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Difference and functional equations (39-XX)
1 Sequences, series, summability (40-XX)
1 Functional analysis (46-XX)
1 Geometry (51-XX)
1 Optics, electromagnetic theory (78-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Astronomy and astrophysics (85-XX)
1 Biology and other natural sciences (92-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

505 Publications have been cited 5,592 times in 2,943 Documents Cited by ▼ Year ▼
Dependence measures for extreme value analyses. Zbl 0972.62030
Coles, Stuart; Heffernan, Janet; Tawn, Jonathan
183
1999
Models for stationary max-stable random fields. Zbl 1035.60054
Schlather, Martin
133
2002
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
100
1999
Large deviations of heavy-tailed sums with applications in insurance. Zbl 0927.60037
Mikosch, T.; Nagaev, A. V.
94
1998
Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053
Resnick, Sidney
92
2003
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
91
2003
“Asymptotically unbiased” estimators of the tail index based on external estimation of the second order parameter. Zbl 1037.62044
Gomes, M. Ivette; Martins, M. João
76
2002
Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089
Tang, Qihe; Yuan, Zhongyi
61
2014
Characterizations and examples of hidden regular variation. Zbl 1088.62066
Maulik, Krishanu; Resnick, Sidney
59
2004
Sea and wind: multivariate extremes at work. Zbl 0921.62144
de Haan, Laurens; de Ronde, John
59
1998
A directory of coefficients of tail dependence. Zbl 0979.62040
Heffernan, Janet E.
59
2000
Extreme value properties of multivariate \(t\) copulas. Zbl 1223.62081
Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun
59
2009
Tail behavior of the product of two dependent random variables with applications to risk theory. Zbl 1329.62085
Yang, Yang; Wang, Yuebao
58
2013
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057
Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V.
57
2009
A bootstrap-based method to achieve optimality in estimating the extreme-value index. Zbl 0972.62014
Draisma, G.; de Haan, L.; Peng, L.; Pereira, T. T.
55
1999
The bootstrap methodology in statistics of extremes – choice of optimal sample fraction. Zbl 1023.62048
Gomes, M. Ivette; Oliveira, Orlando
53
2001
Exact simulation of Brown-Resnick random fields at a finite number of locations. Zbl 1319.60108
Dieker, A. B.; Mikosch, T.
50
2015
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
48
2002
The asymptotic distribution of sums of records. Zbl 0931.60011
Arnold, Barry C.; Villaseñor, José A.
46
1999
Alternatives to a semi-parametric estimator of parameters of rare events – the jackknife methodology. Zbl 0979.62038
Gomes, M. Ivette; Martins, M. João; Neves, Manuela
46
2000
Semi-parametric estimation of the second order parameter in statistics of extremes. Zbl 1039.62027
Gomes, M. Ivette; de Haan, Laurens; Peng, Liang
44
2003
Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels. Zbl 1238.62136
Gardes, Laurent; Girard, Stéphane
42
2010
Tail dependence from a distributional point of view. Zbl 1049.62055
Juri, Alessandro; Wüthrich, Mario V.
41
2003
The subexponentiality of products revisited. Zbl 1142.60012
Tang, Qihe
40
2006
Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027
Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie
39
2007
Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. Zbl 1142.60355
Stoev, Stilian A.; Taqqu, Murad S.
39
2005
A dynamical mixture model for unsupervised tail estimation without threshold selection. Zbl 1039.62042
Frigessi, Arnoldo; Haug, Ola; Rue, Håvard
39
2003
Semi-parametric estimation for heavy tailed distributions. Zbl 1226.62053
Ciuperca, Gabriela; Mercadier, Cécile
38
2010
Tail asymptotics for the sum of two heavy-tailed dependent risks. Zbl 1142.60009
Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik
37
2006
Copulas: Tales and facts (with discussion). Zbl 1164.62355
Mikosch, Thomas
37
2006
Spectral representations of sum- and max-stable processes. Zbl 1224.60120
Kabluchko, Zakhar
36
2009
From light tails to heavy tails through multiplier. Zbl 1199.60040
Tang, Qihe
35
2008
Extreme value theory for queues via cycle maxima. Zbl 0926.60072
Asmussen, Søren
35
1998
Exceedances over high thresholds: a guide to threshold selection. Zbl 0921.62030
Dupuis, D. J.
32
1999
Simulation of Brown-Resnick processes. Zbl 1329.60157
Oesting, Marco; Kabluchko, Zakhar; Schlather, Martin
31
2012
Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053
Piterbarg, Vladimir I.
30
2001
Likelihood estimation of the extremal index. Zbl 1150.62368
Süveges, Mária
30
2007
Extreme shock models. Zbl 0962.60016
Gut, Allan; Hüsler, Jürg
30
1999
Likelihood estimators for multivariate extremes. Zbl 1381.62067
Huser, Raphaël; Davison, Anthony C.; Genton, Marc G.
29
2016
Spatial regression models for extremes. Zbl 0935.62109
Casson, Edward; Coles, Stuart
29
1999
Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. Zbl 1164.60006
Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones
29
2008
Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041
Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd
29
2017
New estimators of the extreme value index under random right censoring, for heavy-tailed distributions. Zbl 1309.62093
Worms, Julien; Worms, Rym
28
2014
On the infimum attained by the reflected fractional Brownian motion. Zbl 1306.60037
Dębicki, K.; Kosiński, K. M.
28
2014
Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051
Piterbarg, Vladimir I.
28
2004
Simulating multivariate extreme value distributions of logistic type. Zbl 1055.65021
Stephenson, Alec
28
2003
Mixed moment estimator and location invariant alternatives. Zbl 1223.62075
Alves, M. Isabel Fraga; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia
28
2009
Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016
Brazauskas, Vytaras; Serfling, Robert
27
2000
Limiting distributions of linear programming estimators. Zbl 1008.62065
Knight, Keith
26
2001
Convex geometry of max-stable distributions. Zbl 1164.60003
Molchanov, Ilya
26
2008
A new class of estimators of a “scale” second order parameter. Zbl 1164.62350
Caeiro, Frederico; Gomes, M. Ivette
26
2006
Robust and efficient estimation for the generalized Pareto distribution. Zbl 1091.62017
Juárez, Sergio F.; Shucany, William
26
2004
A comparison of methods for estimating the extremal index. Zbl 0965.62044
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A.
26
2000
Extremes of independent Gaussian processes. Zbl 1329.60152
Kabluchko, Zakhar
25
2011
Accounting for the threshold uncertainity in extreme value estimation. Zbl 1164.62326
Tancredi, Andrea; Anderson, Clive; O’Hegan, Anthony
25
2006
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
24
2014
A location invariant Hill-type estimator. Zbl 1053.62063
Fraga Alves, M. I.
24
2001
Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013
Schlather, Martin; Tawn, Jonathan
24
2002
INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles. Zbl 1407.62167
Opitz, Thomas; Huser, Raphaël; Bakka, Haakon; Rue, Håvard
24
2018
Heavy tailed time series with extremal independence. Zbl 1333.60102
Kulik, Rafał; Soulier, Philippe
24
2015
Piterbarg theorems for chi-processes with trend. Zbl 1315.60042
Hashorva, Enkelejd; Ji, Lanpeng
24
2015
Estimation of the conditional tail index using a smoothed local Hill estimator. Zbl 1302.62076
Gardes, Laurent; Stupfler, Gilles
24
2014
Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087
Segers, Johan; Zhao, Yuwei; Meinguet, Thomas
24
2017
Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150
Hashorva, Enkelejd
23
2012
Approximation by penultimate extreme value distributions. Zbl 0947.60019
Gomes, M. Ivette; de Haan, Laurens
23
1999
Convolution and convolution-root properties of long-tailed distributions. Zbl 1327.60042
Xu, Hui; Foss, Sergey; Wang, Yuebao
23
2015
On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056
Bücher, Axel; Segers, Johan
23
2017
Likelihood-based inference for extreme value model. Zbl 0938.62013
Coles, Stuart G.; Dixon, Mark K.
22
1999
Robust estimation of the generalized Pareto distribution. Zbl 1008.62024
Peng, Liang; Welsh, A. H.
22
2001
Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222
Bücher, Axel; Segers, Johan
21
2014
Adaptive estimation of heavy right tails: resampling-based methods in action. Zbl 1329.62230
Gomes, M. Ivette; Figueiredo, Fernanda; Neves, M. Manuela
21
2012
Distance in random graphs with infinite mean degrees. Zbl 1120.05086
van den Esker, Henri; van der Hofstad, Remco; Hooghiemstra, Gerard; Znamenski, Dmitri
21
2005
Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030
Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun
21
2007
Testing extreme value conditions. Zbl 1035.60050
Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg
21
2002
The tail process revisited. Zbl 1417.60043
Planinić, Hrvoje; Soulier, Philippe
21
2018
Asymptotic models and inference for extremes of spatio-temporal data. Zbl 1226.60083
Turkman, Kamil Feridun; Amaral Turkman, M. A.; Pereira, J. M.
21
2010
Bias correction in extreme value statistics with index around zero. Zbl 1266.62094
Cai, Juan-Juan; de Haan, Laurens; Zhou, Chen
21
2013
Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077
Tan, Zhongquan; Hashorva, Enkelejd
21
2013
Extreme values for characteristic radii of a Poisson-Voronoi tessellation. Zbl 1316.60021
Calka, Pierre; Chenavier, Nicolas
20
2014
Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions. Zbl 1164.62014
Gomes, M. Ivette; Canto e Castro, Luísa; Fraga Alves, Isabel M.; Pestana, Dinis
20
2008
Statistics for tail processes of Markov chains. Zbl 1327.62322
Drees, Holger; Segers, Johan; Warchoł, Michał
19
2015
Multivariate peaks over thresholds models. Zbl 1390.62083
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.
19
2018
Multivariate subexponential distributions and their applications. Zbl 1385.60034
Samorodnitsky, Gennady; Sun, Julian
18
2016
Asymptotic expansions for the distribution of the maximum of Gaussian random fields. Zbl 1035.60035
Azaïs, Jean-Marc; Delmas, Céline
18
2002
Estimation of a support curve via order statistics. Zbl 0979.62035
Gijbels, I.; Peng, L.
18
2000
An efficient semiparametric maxima estimator of the extremal index. Zbl 1327.62325
Northrop, Paul J.
18
2015
Vector generalized linear and additive extreme value models. Zbl 1150.62371
Yee, Thomas W.; Stephenson, Alec G.
17
2007
A hybrid Pareto model for asymmetric fat-tailed data: the univariate case. Zbl 1223.62030
Carreau, Julie; Bengio, Yoshua
17
2009
A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan
17
2018
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series. Zbl 1384.60023
Davis, Richard A.; Heiny, Johannes; Mikosch, Thomas; Xie, Xiaolei
17
2016
Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002
Hashorva, Enkelejd
16
2007
On testing extreme value conditions. Zbl 1164.62352
Hüsler, Jürg; Li, Deyuan
16
2006
Asymptotics of maxima of discrete random variables. Zbl 1035.60032
Nadarajah, Saralees; Mitov, Kosto
16
2003
Conditional limit results for type I polar distributions. Zbl 1224.60031
Hashorva, Enkelejd
16
2009
Tail correlation functions of max-stable processes. Zbl 1319.60118
Strokorb, Kirstin; Ballani, Felix; Schlather, Martin
16
2015
Mass distributions of two-dimensional extreme-value copulas and related results. Zbl 1359.62217
Trutschnig, Wolfgang; Schreyer, Manuela; Fernández-Sánchez, Juan
16
2016
Detecting a conditional extreme value model. Zbl 1226.60078
Das, Bikramjit; Resnick, Sidney I.
16
2011
Extremes of independent chi-square random vectors. Zbl 1329.60028
Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim
15
2012
Limit theorems for numbers of near records. Zbl 1164.62017
Pakes, Anthony G.
15
2007
Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling. Zbl 1091.62009
Diebolt, Jean; El-Aroui, Mhamed-Ali; Garrido, Myriam; Girard, Stéphane
15
2005
Palm theory for extremes of stationary regularly varying time series and random fields. Zbl 07658859
Planinić, Hrvoje
3
2023
A refined Weissman estimator for extreme quantiles. Zbl 07730786
Allouche, Michaël; El Methni, Jonathan; Girard, Stéphane
3
2023
Reconstruction of incomplete wildfire data using deep generative models. Zbl 07685220
Ivek, Tomislav; Vlah, Domagoj
2
2023
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields. Zbl 07784961
Simpson, Emma S.; Opitz, Thomas; Wadsworth, Jennifer L.
2
2023
Tail-dependence, exceedance sets, and metric embeddings. Zbl 1538.60076
Janßen, Anja; Neblung, Sebastian; Stoev, Stilian
2
2023
Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions. Zbl 07730783
Asenova, Stefka; Segers, Johan
2
2023
Conditions for finiteness and bounds on moments of record values from iid continuous life distributions. Zbl 07658860
Rychlik, Tomasz; Szymkowiak, Magdalena
1
2023
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. Zbl 07658861
Bücher, Axel; Genest, Christian; Lockhart, Richard A.; Nešlehová, Johanna G.
1
2023
Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes. Zbl 1515.60166
Brück, Florian; Mai, Jan-Frederik; Scherer, Matthias
1
2023
Gradient boosting with extreme-value theory for wildfire prediction. Zbl 07685221
Koh, Jonathan
1
2023
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes. Zbl 07685222
Cisneros, Daniela; Gong, Yan; Yadav, Rishikesh; Hazra, Arnab; Huser, Raphaël
1
2023
Large nearest neighbour balls in hyperbolic stochastic geometry. Zbl 1530.60047
Otto, Moritz; Thäle, Christoph
1
2023
Multi-normex distributions for the sum of random vectors. Rates of convergence. Zbl 1520.60009
Kratz, Marie; Prokopenko, Evgeny
1
2023
Causal modelling of heavy-tailed variables and confounders with application to river flow. Zbl 07730787
Pasche, Olivier C.; Chavez-Demoulin, Valérie; Davison, Anthony C.
1
2023
The tail process and tail measure of continuous time regularly varying stochastic processes. Zbl 1500.60028
Soulier, Philippe
7
2022
Extremes of censored and uncensored lifetimes in survival data. Zbl 1493.62560
Maller, Ross; Resnick, Sidney
4
2022
Pandemic-type failures in multivariate Brownian risk models. Zbl 1496.91039
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai
3
2022
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity. Zbl 1493.05280
Wang, Tiandong; Resnick, Sidney I.
3
2022
Heavy-tailed phase-type distributions: a unified approach. Zbl 1493.60027
Bladt, Martin; Yslas, Jorge
3
2022
Choquet random sup-measures with aggregations. Zbl 1492.60137
Wang, Yizao
2
2022
Modeling spatial extremes using normal mean-variance mixtures. Zbl 1493.62266
Zhang, Zhongwei; Huser, Raphaël; Opitz, Thomas; Wadsworth, Jennifer
2
2022
Limit theorems for branching processes with immigration in a random environment. Zbl 1501.60052
Basrak, Bojan; Kevei, Péter
2
2022
Handling missing extremes in tail estimation. Zbl 1493.62265
Xu, Hui; Davis, Richard; Samorodnitsky, Gennady
1
2022
Extremal linkage networks. Zbl 1502.60083
Heydenreich, Markus; Hirsch, Christian
1
2022
Environmental contours as Voronoi cells. Zbl 07563221
Hafver, Andreas; Agrell, Christian; Vanem, Erik
1
2022
Improved interexceedance-times-based estimator of the extremal index using truncated distribution. Zbl 07613179
Holešovský, Jan; Fusek, Michal
1
2022
Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables. Zbl 1475.62161
Asenova, Stefka; Mazo, Gildas; Segers, Johan
7
2021
Estimation and uncertainty quantification for extreme quantile regions. Zbl 1466.62291
Beranger, Boris; Padoan, Simone A.; Sisson, Scott A.
5
2021
Basin-wide spatial conditional extremes for severe ocean storms. Zbl 1473.60087
Shooter, Rob; Tawn, Jonathan; Ross, Emma; Jonathan, Philip
5
2021
Extreme value theory for spatial random fields – with application to a Lévy-driven field. Zbl 1493.60087
Stehr, Mads; Rønn-Nielsen, Anders
4
2021
Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes. Zbl 1461.00065
3
2021
High-dimensional inference using the extremal skew-\(t\) process. Zbl 1485.60052
Beranger, B.; Stephenson, A. G.; Sisson, S. A.
3
2021
Threshold selection in univariate extreme value analysis. Zbl 1482.62054
Schneider, Laura Fee; Krajina, Andrea; Krivobokova, Tatyana
3
2021
Parametric models for distributions when interest is in extremes with an application to daily temperature. Zbl 1466.62426
Stein, Michael L.
2
2021
Poisson approximation in terms of the Gini-Kantorovich distance. Zbl 1481.60054
Novak, S. Y.
2
2021
Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures. Zbl 1466.62422
Castro-Camilo, Daniela; Mhalla, Linda; Opitz, Thomas
2
2021
Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds. Zbl 1479.60065
Thomas, Andrew M.; Owada, Takashi
2
2021
Extremal clustering in non-stationary random sequences. Zbl 1498.60184
Auld, Graeme; Papastathopoulos, Ioannis
2
2021
Conditional marginal expected shortfall. Zbl 1482.62105
Goegebeur, Yuri; Guillou, Armelle; Ho, Nguyen Khanh Le; Qin, Jing
2
2021
Critical branching processes in random environment with immigration: survival of a single family. Zbl 1473.60125
Smadi, Charline; Vatutin, Vladimir
2
2021
Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes. Zbl 1466.62448
Chen, Wanfang; Castruccio, Stefano; Genton, Marc G.
1
2021
Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis. Zbl 1466.62420
Bücher, Axel; Lilienthal, Jona; Kinsvater, Paul; Fried, Roland
1
2021
Implicit max-stable extremal integrals. Zbl 1481.60095
Kremer, D.
1
2021
Correction to: “On maximum of Gaussian random fields having unique maximum point of its variance”. Zbl 1473.60069
Kobelkov, Sergey G.; Piterbarg, Vladimir I.; Rodionov, Igor V.
1
2021
BlackBox: generalizable reconstruction of extremal values from incomplete spatio-temporal data. Zbl 1469.62391
Ivek, Tomislav; Vlah, Domagoj
1
2021
Estimation of spatio-temporal extreme distribution using a quantile factor model. Zbl 1466.62322
Kim, Joonpyo; Park, Seoncheol; Kwon, Junhyeon; Lim, Yaeji; Oh, Hee-Seok
1
2021
A regionalisation approach for rainfall based on extremal dependence. Zbl 1481.60098
Saunders, K. R.; Stephenson, A. G.; Karoly, D. J.
1
2021
On ruin probabilities with risky investments in a stock with stochastic volatility. Zbl 1493.60072
Ellanskaya, Anastasiya; Kabanov, Yuri
1
2021
New characterizations of multivariate max-domain of attraction and \(D\)-norms. Zbl 1493.60086
Falk, Michael; Fuller, Timo
1
2021
Randomly stopped extreme Zipf extensions. Zbl 1479.60026
Duarte-López, Ariel; Pérez-Casany, Marta; Valero, Jordi
1
2021
Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Zbl 1450.62044
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens
13
2020
Are extreme value estimation methods useful for network data? Zbl 1460.62085
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
10
2020
Canonical spectral representation for exchangeable max-stable sequences. Zbl 1457.60053
Mai, Jan-Frederik
8
2020
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Zbl 1468.60100
Dȩbicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz
7
2020
Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \). Zbl 1457.60077
Korshunov, Dmitry; Wang, Longmin
6
2020
On distributionally robust extreme value analysis. Zbl 1443.60051
Blanchet, Jose; He, Fei; Murthy, Karthyek
6
2020
Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. Zbl 1447.62050
Drees, Holger; Knežević, Miran
6
2020
Maxima and sums of non-stationary random length sequences. Zbl 1457.60078
Markovich, Natalia M.; Rodionov, Igor V.
4
2020
Threshold selection and trimming in extremes. Zbl 1466.62318
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
3
2020
On tail dependence matrices. The realization problem for parametric families. Zbl 1445.62127
Shyamalkumar, Nariankadu D.; Tao, Siyang
3
2020
Extreme values of linear processes with heavy-tailed innovations and missing observations. Zbl 1468.60063
Glavaš, Lenka; Mladenović, Pavle
2
2020
Statistical inference for heavy tailed series with extremal independence. Zbl 1498.62165
Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe
2
2020
Trend detection for heteroscedastic extremes. Zbl 1436.62177
Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher
2
2020
Simultaneous confidence bands for extremal quantile regression with splines. Zbl 1436.62151
Yoshida, Takuma
2
2020
Estimation of the extremal index using censored distributions. Zbl 1451.62047
Holešovský, Jan; Fusek, Michal
2
2020
Extreme value theory for anomaly detection – the GPD classifier. Zbl 1469.62256
Vignotto, Edoardo; Engelke, Sebastian
1
2020
Ordinal patterns in clusters of subsequent extremes of regularly varying time series. Zbl 1468.62343
Oesting, Marco; Schnurr, Alexander
1
2020
A formula for hidden regular variation behavior for symmetric stable distributions. Zbl 1468.60023
Forsström, Malin Palö; Steif, Jeffrey E.
1
2020
Robust quantile estimation under bivariate extreme value models. Zbl 1471.62355
Kim, Sojung; Kim, Kyoung-Kuk; Ryu, Heelang
1
2020
Risk concentration under second order regular variation. Zbl 1467.60037
Das, Bikramjit; Kratz, Marie
1
2020
Extremal dependence of random scale constructions. Zbl 1427.60097
Engelke, Sebastian; Opitz, Thomas; Wadsworth, Jennifer
14
2019
Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056
Wang, Tiandong; Resnick, Sidney I.
10
2019
Bias-corrected estimation for conditional Pareto-type distributions with random right censoring. Zbl 1429.62174
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing
10
2019
Managing local dependencies in asymptotic theory for maxima of stationary random fields. Zbl 1422.60086
Jakubowski, Adam; Soja-Kukieła, Natalia
9
2019
On maximum of Gaussian random field having unique maximum point of its variance. Zbl 1473.60068
Kobelkov, Sergey G.; Piterbarg, Vladimir I.
8
2019
Identifying groups of variables with the potential of being large simultaneously. Zbl 1420.62226
Chiapino, Maël; Sabourin, Anne; Segers, Johan
7
2019
On the study of extremes with dependent random right-censoring. Zbl 1469.62255
Stupfler, Gilles
7
2019
A nonparametric method for producing isolines of bivariate exceedance probabilities. Zbl 1428.62197
Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F.
6
2019
Improving precipitation forecasts using extreme quantile regression. Zbl 1434.62058
Velthoen, Jasper; Cai, Juan-Juan; Jongbloed, Geurt; Schmeits, Maurice
5
2019
On the accuracy of Poisson approximation. Zbl 1439.60024
Novak, S. Y.
5
2019
Extremes of stationary random fields on a lattice. Zbl 1488.60086
Ling, Chengxiu
5
2019
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes. Zbl 1422.60030
Buhl, Sven; Klüppelberg, Claudia
4
2019
Ridge regression estimators for the extreme value index. Zbl 1422.60085
Buitendag, Sven; Beirlant, Jan; de Wet, Tertius
4
2019
Estimation of extremes for Weibull-tail distributions in the presence of random censoring. Zbl 1434.62209
Worms, Julien; Worms, Rym
4
2019
On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails. Zbl 1434.62039
Stupfler, Gilles
4
2019
Threshold selection for multivariate heavy-tailed data. Zbl 1418.62220
Wan, Phyllis; Davis, Richard A.
4
2019
The tail dependograph. Zbl 1419.62172
Mercadier, Cécile; Roustant, Olivier
3
2019
Limit laws for the diameter of a set of random points from a distribution supported by a smoothly bounded set. Zbl 1432.60024
Schrempp, Michael
3
2019
Extremes of spherical fractional Brownian motion. Zbl 1488.60092
Cheng, Dan; Liu, Peng
3
2019
Multiple thresholds in extremal parameter estimation. Zbl 1420.62228
Sun, Julian; Samorodnitsky, Gennady
2
2019
Modeling extreme negative returns using marked renewal Hawkes processes. Zbl 1434.62177
Stindl, Tom; Chen, Feng
2
2019
Estimation of the expected shortfall given an extreme component under conditional extreme value model. Zbl 1420.62227
Kulik, Rafał; Tong, Zhigang
2
2019
The time of ultimate recovery in Gaussian risk model. Zbl 1488.60083
Dȩbicki, Krzysztof; Liu, Peng
2
2019
Exceedance-based nonlinear regression of tail dependence. Zbl 1429.62175
Mhalla, Linda; Opitz, Thomas; Chavez-Demoulin, Valérie
2
2019
Improved estimation of the extreme value index using related variables. Zbl 1434.62072
Ahmed, Hanan; Einmahl, John H. J.
1
2019
The largest order statistics for the inradius in an isotropic STIT tessellation. Zbl 1427.60022
Chenavier, Nicolas; Nagel, Werner
1
2019
Endpoint estimation for observations with normal measurement errors. Zbl 1419.62117
Leng, Xuan; Peng, Liang; Wang, Xing; Zhou, Chen
1
2019
INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles. Zbl 1407.62167
Opitz, Thomas; Huser, Raphaël; Bakka, Haakon; Rue, Håvard
24
2018
The tail process revisited. Zbl 1417.60043
Planinić, Hrvoje; Soulier, Philippe
21
2018
Multivariate peaks over thresholds models. Zbl 1390.62083
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.
19
2018
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106 Hashorva, Enkelejd
60 Guillou, Armelle
59 Leal de Carvalho Gomes, Maria Ivette
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47 Resnick, Sidney Ira
43 Dębicki, Krzysztof
37 Goegebeur, Yuri
37 Segers, Johan
35 Nadarajah, Saralees
35 Tan, Zhongquan
34 Beirlant, Jan
34 Peng, Zuoxiang
32 Tawn, Jonathan A.
31 Šiaulys, Jonas
30 de Haan, Laurens
30 Huser, Raphaël
29 Peng, Liang
27 Tang, Qihe
27 Wang, Yuebao
26 Falk, Michael
25 Stupfler, Gilles
24 Gardes, Laurent
23 Caeiro, Frederico
23 Ji, Lanpeng
23 Mikosch, Thomas
22 Klüppelberg, Claudia
22 Leipus, Remigijus
21 Drees, Holger
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19 Gao, Qingwu
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19 Wang, Kaiyong
18 Li, Deyuan
18 Li, Jinzhu
18 Stoev, Stilian A.
17 Albrecher, Hansjörg
17 Chen, Yiqing
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17 Piterbarg, Vladimir Il’ich
17 Samorodnitsky, Gennady Pinkhosovich
17 Wang, Shijie
16 Bladt, Martin
16 Dombry, Clément
16 Durante, Fabrizio
16 Embrechts, Paul
16 Henriques-Rodrigues, Lígia
16 Padoan, Simone A.
16 Robert, Christian-Yann
16 Zhang, Zhengjun
15 Das, Bikramjit
15 Genest, Christian
15 Joe, Harry
15 Ling, Chengxiu
15 Liu, Peng
15 Opitz, Thomas
15 Qi, Yongcheng
15 Reich, Brian James
15 Wadsworth, Jennifer L.
15 Zhou, Chen
14 Cooley, Daniel S.
14 Davis, Richard A.
14 Yuen, Kam Chuen
13 Cheng, Dongya
13 de Wet, Tertius
13 Genton, Marc G.
13 Kulik, Rafał
13 Mai, Jan-Frederik
13 Naveau, Philippe
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13 Pestana, Dinis Duarte
13 Wang, Tiandong
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12 Markovich, Natalia M.
12 Shaby, Benjamin A.
12 Wang, Dingcheng
11 Bai, Long
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11 Fraga Alves, M. Isabel
11 Heiny, Johannes
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11 Li, Haijun
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11 Qin, Jing
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11 Soulier, Philippe
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