Legrand, Juliette; Ailliot, Pierre; Naveau, Philippe; Raillard, Nicolas Joint stochastic simulation of extreme coastal and offshore significant wave heights. (English) Zbl 07789433 Ann. Appl. Stat. 17, No. 4, 3363-3383 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{J. Legrand} et al., Ann. Appl. Stat. 17, No. 4, 3363--3383 (2023; Zbl 07789433) Full Text: DOI
Kratz, Marie; Prokopenko, Evgeny Multi-normex distributions for the sum of random vectors. Rates of convergence. (English) Zbl 1520.60009 Extremes 26, No. 3, 509-544 (2023). MSC: 60E05 60F05 60G70 60F15 62G30 41A25 PDFBibTeX XMLCite \textit{M. Kratz} and \textit{E. Prokopenko}, Extremes 26, No. 3, 509--544 (2023; Zbl 1520.60009) Full Text: DOI arXiv
Asenova, Stefka; Segers, Johan Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions. (English) Zbl 07730783 Extremes 26, No. 3, 433-468 (2023). MSC: 62Exx PDFBibTeX XMLCite \textit{S. Asenova} and \textit{J. Segers}, Extremes 26, No. 3, 433--468 (2023; Zbl 07730783) Full Text: DOI arXiv
Li, Xiaoting; Joe, Harry Estimation of multivariate tail quantities. (English) Zbl 07711789 Comput. Stat. Data Anal. 185, Article ID 107761, 30 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{X. Li} and \textit{H. Joe}, Comput. Stat. Data Anal. 185, Article ID 107761, 30 p. (2023; Zbl 07711789) Full Text: DOI
Tendijck, Stan; Eastoe, Emma; Tawn, Jonathan; Randell, David; Jonathan, Philip Modeling the extremes of bivariate mixture distributions with application to oceanographic data. (English) Zbl 07707247 J. Am. Stat. Assoc. 118, No. 542, 1373-1384 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Tendijck} et al., J. Am. Stat. Assoc. 118, No. 542, 1373--1384 (2023; Zbl 07707247) Full Text: DOI
Tendijck, Stan; Tawn, Jonathan; Jonathan, Philip Extremal characteristics of conditional models. (English) Zbl 07658862 Extremes 26, No. 1, 139-156 (2023). MSC: 62Exx PDFBibTeX XMLCite \textit{S. Tendijck} et al., Extremes 26, No. 1, 139--156 (2023; Zbl 07658862) Full Text: DOI arXiv
Nolde, Natalia; Wadsworth, Jennifer L. Linking representations for multivariate extremes via a limit set. (English) Zbl 1517.62062 Adv. Appl. Probab. 54, No. 3, 688-717 (2022). MSC: 62G32 60G70 PDFBibTeX XMLCite \textit{N. Nolde} and \textit{J. L. Wadsworth}, Adv. Appl. Probab. 54, No. 3, 688--717 (2022; Zbl 1517.62062) Full Text: DOI arXiv
Laurini, Fabrizio; Fearnhead, Paul; Tawn, Jonathan Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes. (English) Zbl 1499.62022 Stat. Comput. 32, No. 6, Paper No. 104, 22 p. (2022). MSC: 62-08 62M10 62G32 60G70 60G10 PDFBibTeX XMLCite \textit{F. Laurini} et al., Stat. Comput. 32, No. 6, Paper No. 104, 22 p. (2022; Zbl 1499.62022) Full Text: DOI
de Carvalho, Miguel; Kumukova, Alina; dos Reis, Gonçalo Regression-type analysis for multivariate extreme values. (English) Zbl 07613176 Extremes 25, No. 4, 595-622 (2022). MSC: 62Exx PDFBibTeX XMLCite \textit{M. de Carvalho} et al., Extremes 25, No. 4, 595--622 (2022; Zbl 07613176) Full Text: DOI arXiv
Richards, Jordan; Tawn, Jonathan A. On the tail behaviour of aggregated random variables. (English) Zbl 1521.62076 J. Multivariate Anal. 192, Article ID 105065, 16 p. (2022). MSC: 62G32 60G70 62E20 62H05 PDFBibTeX XMLCite \textit{J. Richards} and \textit{J. A. Tawn}, J. Multivariate Anal. 192, Article ID 105065, 16 p. (2022; Zbl 1521.62076) Full Text: DOI arXiv
Lebedev, A. V. Records and increases of multivariate extremes of random particle scores in supercritical branching processes with max-linear heredity. (English. Russian original) Zbl 1502.60127 Theory Probab. Appl. 67, No. 2, 310-317 (2022); translation from Teor. Veroyatn. Primen. 67, No. 2, 384-395 (2022). MSC: 60J80 60F05 60G70 PDFBibTeX XMLCite \textit{A. V. Lebedev}, Theory Probab. Appl. 67, No. 2, 310--317 (2022; Zbl 1502.60127); translation from Teor. Veroyatn. Primen. 67, No. 2, 384--395 (2022) Full Text: DOI
Hafver, Andreas; Agrell, Christian; Vanem, Erik Environmental contours as Voronoi cells. (English) Zbl 07563221 Extremes 25, No. 3, 451-486 (2022). MSC: 62Exx PDFBibTeX XMLCite \textit{A. Hafver} et al., Extremes 25, No. 3, 451--486 (2022; Zbl 07563221) Full Text: DOI arXiv
Jóhannesson, Árni V.; Siegert, Stefan; Huser, Raphaël; Bakka, Haakon; Hrafnkelsson, Birgir Approximate Bayesian inference for analysis of spatiotemporal flood frequency data. (English) Zbl 1498.62285 Ann. Appl. Stat. 16, No. 2, 905-935 (2022). MSC: 62P12 62M30 62F15 62G32 62H11 86A32 PDFBibTeX XMLCite \textit{Á. V. Jóhannesson} et al., Ann. Appl. Stat. 16, No. 2, 905--935 (2022; Zbl 1498.62285) Full Text: DOI arXiv
Zhang, Zhongwei; Huser, Raphaël; Opitz, Thomas; Wadsworth, Jennifer Modeling spatial extremes using normal mean-variance mixtures. (English) Zbl 1493.62266 Extremes 25, No. 2, 175-197 (2022). MSC: 62G32 60G70 62H05 62M30 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Extremes 25, No. 2, 175--197 (2022; Zbl 1493.62266) Full Text: DOI arXiv
Smith, R. L. Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang. (English) Zbl 1527.62064 Stat. Theory Relat. Fields 5, No. 1, 41-44 (2021). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{R. L. Smith}, Stat. Theory Relat. Fields 5, No. 1, 41--44 (2021; Zbl 1527.62064) Full Text: DOI
Lalancette, Michaël; Engelke, Sebastian; Volgushev, Stanislav Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes. (English) Zbl 1486.62142 Ann. Stat. 49, No. 5, 2552-2576 (2021). MSC: 62G32 62H12 62F12 62G20 60G70 62P12 PDFBibTeX XMLCite \textit{M. Lalancette} et al., Ann. Stat. 49, No. 5, 2552--2576 (2021; Zbl 1486.62142) Full Text: DOI arXiv Link
Meyer, Nicolas; Wintenberger, Olivier Sparse regular variation. (English) Zbl 1479.62032 Adv. Appl. Probab. 53, No. 4, 1115-1148 (2021). MSC: 62G32 62H12 62M15 60G70 PDFBibTeX XMLCite \textit{N. Meyer} and \textit{O. Wintenberger}, Adv. Appl. Probab. 53, No. 4, 1115--1148 (2021; Zbl 1479.62032) Full Text: DOI arXiv HAL
Asenova, Stefka; Mazo, Gildas; Segers, Johan Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables. (English) Zbl 1475.62161 Extremes 24, No. 3, 461-500 (2021). MSC: 62G32 62H22 60G70 05C05 62P12 PDFBibTeX XMLCite \textit{S. Asenova} et al., Extremes 24, No. 3, 461--500 (2021; Zbl 1475.62161) Full Text: DOI arXiv
Zuniga, Francesco; Kozubowski, Tomasz J.; Panorska, Anna K. A generalized linear model for multivariate events. (English) Zbl 1472.60028 J. Comput. Appl. Math. 398, Article ID 113655, 14 p. (2021). MSC: 60E05 60G50 60G70 62E15 62H05 62H12 62H15 62P05 62P15 PDFBibTeX XMLCite \textit{F. Zuniga} et al., J. Comput. Appl. Math. 398, Article ID 113655, 14 p. (2021; Zbl 1472.60028) Full Text: DOI
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens Multivariate matrix Mittag-Leffler distributions. (English) Zbl 1469.62258 Ann. Inst. Stat. Math. 73, No. 2, 369-394 (2021). MSC: 62H10 62G32 60F10 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Ann. Inst. Stat. Math. 73, No. 2, 369--394 (2021; Zbl 1469.62258) Full Text: DOI arXiv
Zuniga, Francesco; Kozubowski, Tomasz J.; Panorska, Anna K. A new trivariate model for stochastic episodes. (English) Zbl 1478.60064 J. Stat. Distrib. Appl. 8, Paper No. 2, 21 p. (2021). MSC: 60E05 62E15 62E10 62H05 62P05 PDFBibTeX XMLCite \textit{F. Zuniga} et al., J. Stat. Distrib. Appl. 8, Paper No. 2, 21 p. (2021; Zbl 1478.60064) Full Text: DOI
Simpson, Emma S.; Wadsworth, Jennifer L.; Tawn, Jonathan A. A geometric investigation into the tail dependence of vine copulas. (English) Zbl 1467.62079 J. Multivariate Anal. 184, Article ID 104736, 21 p. (2021). MSC: 62H05 62G32 60G70 PDFBibTeX XMLCite \textit{E. S. Simpson} et al., J. Multivariate Anal. 184, Article ID 104736, 21 p. (2021; Zbl 1467.62079) Full Text: DOI arXiv
Barakat, H. M.; Nigm, E. M.; Harpy, M. H. Asymptotic behavior of the maximum of multivariate order statistics in a norm sense. (English) Zbl 1467.62068 Braz. J. Probab. Stat. 34, No. 4, 868-884 (2020). MSC: 62G30 62H12 60F10 62P12 PDFBibTeX XMLCite \textit{H. M. Barakat} et al., Braz. J. Probab. Stat. 34, No. 4, 868--884 (2020; Zbl 1467.62068) Full Text: DOI Euclid
Castro-Camilo, Daniela; Huser, Raphaël Local likelihood estimation of complex tail dependence structures, applied to U.S. precipitation extremes. (English) Zbl 1441.62118 J. Am. Stat. Assoc. 115, No. 531, 1037-1054 (2020). MSC: 62H05 62F10 62P12 PDFBibTeX XMLCite \textit{D. Castro-Camilo} and \textit{R. Huser}, J. Am. Stat. Assoc. 115, No. 531, 1037--1054 (2020; Zbl 1441.62118) Full Text: DOI arXiv Link
Chatelain, Simon; Fougères, Anne-Laure; Nešlehová, Johanna G. Inference for Archimax copulas. (English) Zbl 1450.62046 Ann. Stat. 48, No. 2, 1025-1051 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62H05 62H12 62G05 62G20 62G32 60G70 62P12 PDFBibTeX XMLCite \textit{S. Chatelain} et al., Ann. Stat. 48, No. 2, 1025--1051 (2020; Zbl 1450.62046) Full Text: DOI Euclid
Mhalla, L.; De Carvalho, M.; Chavez-demoulin, V. Regression-type models for extremal dependence. (English) Zbl 1443.62161 Scand. J. Stat. 46, No. 4, 1141-1167 (2019). MSC: 62H12 62J12 62G32 62P12 PDFBibTeX XMLCite \textit{L. Mhalla} et al., Scand. J. Stat. 46, No. 4, 1141--1167 (2019; Zbl 1443.62161) Full Text: DOI arXiv
Khadraoui, Khader; Ribereau, Pierre Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes. (English) Zbl 1434.62073 Methodol. Comput. Appl. Probab. 21, No. 3, 765-788 (2019). MSC: 62G32 62G05 60J22 65D07 62M15 62H12 PDFBibTeX XMLCite \textit{K. Khadraoui} and \textit{P. Ribereau}, Methodol. Comput. Appl. Probab. 21, No. 3, 765--788 (2019; Zbl 1434.62073) Full Text: DOI
Huser, Raphaël; Wadsworth, Jennifer L. Modeling spatial processes with unknown extremal dependence class. (English) Zbl 1478.62277 J. Am. Stat. Assoc. 114, No. 525, 434-444 (2019). MSC: 62M30 60G70 62H05 62N01 PDFBibTeX XMLCite \textit{R. Huser} and \textit{J. L. Wadsworth}, J. Am. Stat. Assoc. 114, No. 525, 434--444 (2019; Zbl 1478.62277) Full Text: DOI arXiv
Chiapino, Maël; Sabourin, Anne; Segers, Johan Identifying groups of variables with the potential of being large simultaneously. (English) Zbl 1420.62226 Extremes 22, No. 2, 193-222 (2019). MSC: 62G32 62H15 PDFBibTeX XMLCite \textit{M. Chiapino} et al., Extremes 22, No. 2, 193--222 (2019; Zbl 1420.62226) Full Text: DOI arXiv
Huillet, Thierry E. Stochastic species abundance models involving special copulas. (English) Zbl 1514.62237 Physica A 490, 77-91 (2018). MSC: 62P10 60E05 62H05 PDFBibTeX XMLCite \textit{T. E. Huillet}, Physica A 490, 77--91 (2018; Zbl 1514.62237) Full Text: DOI
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan A continuous updating weighted least squares estimator of tail dependence in high dimensions. (English) Zbl 1402.62088 Extremes 21, No. 2, 205-233 (2018). Reviewer: Frank Werner (Göttingen) MSC: 62G32 62G05 62G10 62G20 60F05 60G70 62P05 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., Extremes 21, No. 2, 205--233 (2018; Zbl 1402.62088) Full Text: DOI arXiv
Castro-Camilo, Daniela; De Carvalho, Miguel; Wadsworth, Jennifer Time-varying extreme value dependence with application to leading European stock markets. (English) Zbl 1393.62024 Ann. Appl. Stat. 12, No. 1, 283-309 (2018). MSC: 62G32 62G05 62H12 62P05 PDFBibTeX XMLCite \textit{D. Castro-Camilo} et al., Ann. Appl. Stat. 12, No. 1, 283--309 (2018; Zbl 1393.62024) Full Text: DOI arXiv Euclid
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Multivariate peaks over thresholds models. (English) Zbl 1390.62083 Extremes 21, No. 1, 115-145 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62G32 60G70 62E10 PDFBibTeX XMLCite \textit{H. Rootzén} et al., Extremes 21, No. 1, 115--145 (2018; Zbl 1390.62083) Full Text: DOI arXiv
Tillier, Charles; Wintenberger, Olivier Regular variation of a random length sequence of random variables and application to risk assessment. (English) Zbl 1391.60120 Extremes 21, No. 1, 27-56 (2018). MSC: 60G70 91B30 62P05 62P10 PDFBibTeX XMLCite \textit{C. Tillier} and \textit{O. Wintenberger}, Extremes 21, No. 1, 27--56 (2018; Zbl 1391.60120) Full Text: DOI arXiv HAL
Wadsworth, J. L.; Tawn, J. A.; Davison, A. C.; Elton, D. M. Modelling across extremal dependence classes. (English) Zbl 1414.62165 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 1, 149-175 (2017). MSC: 62G32 62H20 62E20 PDFBibTeX XMLCite \textit{J. L. Wadsworth} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 1, 149--175 (2017; Zbl 1414.62165) Full Text: DOI arXiv Link
Drees, Holger; Janßen, Anja Conditional extreme value models: fallacies and pitfalls. (English) Zbl 1380.60053 Extremes 20, No. 4, 777-805 (2017). MSC: 60G70 60F05 PDFBibTeX XMLCite \textit{H. Drees} and \textit{A. Janßen}, Extremes 20, No. 4, 777--805 (2017; Zbl 1380.60053) Full Text: DOI arXiv
Dombry, Clément; Engelke, Sebastian; Oesting, Marco Bayesian inference for multivariate extreme value distributions. (English) Zbl 1383.62061 Electron. J. Stat. 11, No. 2, 4813-4844 (2017). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62F15 60E07 60G70 62E20 62H11 PDFBibTeX XMLCite \textit{C. Dombry} et al., Electron. J. Stat. 11, No. 2, 4813--4844 (2017; Zbl 1383.62061) Full Text: DOI arXiv Euclid
Goix, Nicolas; Sabourin, Anne; Clémençon, Stephan Sparse representation of multivariate extremes with applications to anomaly detection. (English) Zbl 1373.62252 J. Multivariate Anal. 161, 12-31 (2017). MSC: 62H12 62G32 PDFBibTeX XMLCite \textit{N. Goix} et al., J. Multivariate Anal. 161, 12--31 (2017; Zbl 1373.62252) Full Text: DOI arXiv
Einmahl, John H. J.; Kiriliouk, Anna; Krajina, Andrea; Segers, Johan An \(M\)-estimator of spatial tail dependence. (English) Zbl 1411.62125 J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 1, 275-298 (2016). MSC: 62G32 62G05 62G20 60F05 60F17 62-07 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 1, 275--298 (2016; Zbl 1411.62125) Full Text: DOI arXiv
Hitz, Adrien; Evans, Robin One-component regular variation and graphical modeling of extremes. (English) Zbl 1353.60036 J. Appl. Probab. 53, No. 3, 733-746 (2016). MSC: 60F99 60G70 60E05 62H99 PDFBibTeX XMLCite \textit{A. Hitz} and \textit{R. Evans}, J. Appl. Probab. 53, No. 3, 733--746 (2016; Zbl 1353.60036) Full Text: DOI arXiv
de Valk, Cees Approximation and estimation of very small probabilities of multivariate extreme events. (English) Zbl 1349.60037 Extremes 19, No. 4, 687-717 (2016). MSC: 60F10 60G70 62G32 PDFBibTeX XMLCite \textit{C. de Valk}, Extremes 19, No. 4, 687--717 (2016; Zbl 1349.60037) Full Text: DOI arXiv
Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. Likelihood estimators for multivariate extremes. (English) Zbl 1381.62067 Extremes 19, No. 1, 79-103 (2016). MSC: 62G32 62H12 60G70 60G55 62P12 PDFBibTeX XMLCite \textit{R. Huser} et al., Extremes 19, No. 1, 79--103 (2016; Zbl 1381.62067) Full Text: DOI arXiv
Einmahl, John H. J.; Li, Jun; Liu, Regina Y. Bridging centrality and extremity: refining empirical data depth using extreme value statistics. (English) Zbl 1327.62205 Ann. Stat. 43, No. 6, 2738-2765 (2015). MSC: 62G05 62G20 62G32 62H30 62P30 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., Ann. Stat. 43, No. 6, 2738--2765 (2015; Zbl 1327.62205) Full Text: DOI arXiv Euclid
Sabourin, Anne Semi-parametric modeling of excesses above high multivariate thresholds with censored data. (English) Zbl 1308.62105 J. Multivariate Anal. 136, 126-146 (2015). MSC: 62G32 62H12 62G07 62F15 62N01 62N02 62P12 PDFBibTeX XMLCite \textit{A. Sabourin}, J. Multivariate Anal. 136, 126--146 (2015; Zbl 1308.62105) Full Text: DOI arXiv
Chautru, Emilie Dimension reduction in multivariate extreme value analysis. (English) Zbl 1308.62121 Electron. J. Stat. 9, 383-418 (2015). MSC: 62H12 62H30 62G32 PDFBibTeX XMLCite \textit{E. Chautru}, Electron. J. Stat. 9, No. 1, 383--418 (2015; Zbl 1308.62121) Full Text: DOI Euclid
Sabourin, Anne; Naveau, Philippe Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization. (English) Zbl 1471.62176 Comput. Stat. Data Anal. 71, 542-567 (2014). MSC: 62-08 62G32 62F15 62G20 PDFBibTeX XMLCite \textit{A. Sabourin} and \textit{P. Naveau}, Comput. Stat. Data Anal. 71, 542--567 (2014; Zbl 1471.62176) Full Text: DOI HAL
Fonseca, Cecília; Ferreira, Helena; Pereira, Luísa; Martins, Ana Paula Stability and contagion measures for spatial extreme value analyses. (Stability and contagion measures for spatial extreme value analyzes.) (English) Zbl 1319.60116 Kybernetika 50, No. 6, 914-928 (2014). MSC: 60G70 86A10 86A05 PDFBibTeX XMLCite \textit{C. Fonseca} et al., Kybernetika 50, No. 6, 914--928 (2014; Zbl 1319.60116) Full Text: arXiv Link
Martins, A. P.; Ferreira, H. Extremal properties of M4 processes. (English) Zbl 1306.60060 Test 23, No. 2, 388-408 (2014). MSC: 60G70 PDFBibTeX XMLCite \textit{A. P. Martins} and \textit{H. Ferreira}, Test 23, No. 2, 388--408 (2014; Zbl 1306.60060) Full Text: DOI
Yuen, Robert; Stoev, Stilian CRPS M-estimation for max-stable models. (English) Zbl 1309.62100 Extremes 17, No. 3, 387-410 (2014). MSC: 62H12 PDFBibTeX XMLCite \textit{R. Yuen} and \textit{S. Stoev}, Extremes 17, No. 3, 387--410 (2014; Zbl 1309.62100) Full Text: DOI arXiv
Papastathopoulos, Ioannis; Tawn, Jonathan A. Dependence properties of multivariate max-stable distributions. (English) Zbl 1360.62248 J. Multivariate Anal. 130, 134-140 (2014). MSC: 62G32 62F30 62H05 PDFBibTeX XMLCite \textit{I. Papastathopoulos} and \textit{J. A. Tawn}, J. Multivariate Anal. 130, 134--140 (2014; Zbl 1360.62248) Full Text: DOI arXiv
Nguyen, Tilo; Samorodnitsky, Gennady Multivariate tail estimation with application to analysis of CoVaR. (English) Zbl 1284.91592 Astin Bull. 43, No. 2, 245-270 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 62G32 62H12 62P05 PDFBibTeX XMLCite \textit{T. Nguyen} and \textit{G. Samorodnitsky}, ASTIN Bull. 43, No. 2, 245--270 (2013; Zbl 1284.91592) Full Text: DOI Link
Lebedev, A. V. [Muravlev, A.] Multivariate extremes of random properties of particles in supercritical branching processes. (English. Russian original) Zbl 1292.60086 Theory Probab. Appl. 57, No. 4, 678-683 (2013); translation from Teor. Veroyatn. Primen. 57, No. 4, 788-794 (2012). Reviewer: Aleksander Iksanov (Kiev) MSC: 60J80 60G70 PDFBibTeX XMLCite \textit{A. V. Lebedev}, Theory Probab. Appl. 57, No. 4, 678--683 (2013; Zbl 1292.60086); translation from Teor. Veroyatn. Primen. 57, No. 4, 788--794 (2012) Full Text: DOI
Padoan, Simone A. Extreme dependence models based on event magnitude. (English) Zbl 1292.60048 J. Multivariate Anal. 122, 1-19 (2013). MSC: 60G15 60G70 62H11 62M30 PDFBibTeX XMLCite \textit{S. A. Padoan}, J. Multivariate Anal. 122, 1--19 (2013; Zbl 1292.60048) Full Text: DOI
Fougères, Anne-Laure; Mercadier, Cécile; Nolan, John P. Dense classes of multivariate extreme value distributions. (English) Zbl 1277.62143 J. Multivariate Anal. 116, 109-129 (2013). MSC: 62H10 62G32 62H05 PDFBibTeX XMLCite \textit{A.-L. Fougères} et al., J. Multivariate Anal. 116, 109--129 (2013; Zbl 1277.62143) Full Text: DOI
Sabourin, Anne; Naveau, Philippe; Fougères, Anne-Laure Bayesian model averaging for multivariate extremes. (English) Zbl 1283.62056 Extremes 16, No. 3, 325-350 (2013). MSC: 62F15 62H05 65C60 PDFBibTeX XMLCite \textit{A. Sabourin} et al., Extremes 16, No. 3, 325--350 (2013; Zbl 1283.62056) Full Text: DOI HAL
Balkema, Guus; Embrechts, Paul; Nolde, Natalia The shape of asymptotic dependence. (English) Zbl 1274.60165 Shiryaev, Albert N. (ed.) et al., Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. Berlin: Springer (ISBN 978-3-642-33548-8/hbk; 978-3-642-33549-5/ebook). Springer Proceedings in Mathematics & Statistics 33, 43-67 (2013). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60G70 60E05 60D05 PDFBibTeX XMLCite \textit{G. Balkema} et al., Springer Proc. Math. Stat. 33, 43--67 (2013; Zbl 1274.60165) Full Text: DOI
Tsai, Yu-Ling; Dupuis, Debbie J.; Murdoch, Duncan J. A robust test for asymptotic independence of bivariate extremes. (English) Zbl 1440.62173 Statistics 47, No. 1, 172-183 (2013). MSC: 62G32 62G35 62H15 62G20 PDFBibTeX XMLCite \textit{Y.-L. Tsai} et al., Statistics 47, No. 1, 172--183 (2013; Zbl 1440.62173) Full Text: DOI
Goegebeur, Yuri; Guillou, Armelle Asymptotically unbiased estimation of the coefficient of tail dependence. (English) Zbl 1259.62037 Scand. J. Stat. 40, No. 1, 174-189 (2013). MSC: 62G32 62G20 65C60 PDFBibTeX XMLCite \textit{Y. Goegebeur} and \textit{A. Guillou}, Scand. J. Stat. 40, No. 1, 174--189 (2013; Zbl 1259.62037) Full Text: DOI HAL
Li, Haijun; Wu, Peiling Extremal dependence of copulas: a tail density approach. (English) Zbl 1255.62154 J. Multivariate Anal. 114, 99-111 (2013). MSC: 62H05 62G32 62H20 PDFBibTeX XMLCite \textit{H. Li} and \textit{P. Wu}, J. Multivariate Anal. 114, 99--111 (2013; Zbl 1255.62154) Full Text: DOI
Davison, A. C.; Padoan, S. A.; Ribatet, M. Statistical modeling of spatial extremes. (English) Zbl 1330.86021 Stat. Sci. 27, No. 2, 161-186 (2012). MSC: 86A32 62M30 60G70 62G32 62H05 PDFBibTeX XMLCite \textit{A. C. Davison} et al., Stat. Sci. 27, No. 2, 161--186 (2012; Zbl 1330.86021) Full Text: DOI arXiv Euclid
Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim Extremes of independent chi-square random vectors. (English) Zbl 1329.60028 Extremes 15, No. 1, 35-42 (2012). MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Extremes 15, No. 1, 35--42 (2012; Zbl 1329.60028) Full Text: DOI Link
De Carvalho, Miguel; Ramos, Alexandra Bivariate extreme statistics. II. (English) Zbl 1297.60034 REVSTAT 10, No. 1, 83-107 (2012). MSC: 60G70 62E20 PDFBibTeX XMLCite \textit{M. De Carvalho} and \textit{A. Ramos}, REVSTAT 10, No. 1, 83--107 (2012; Zbl 1297.60034) Full Text: Link
Einmahl, John H. J.; Krajina, Andrea; Segers, Johan An M-estimator for tail dependence in arbitrary dimensions. (English) Zbl 1257.62058 Ann. Stat. 40, No. 3, 1764-1793 (2012). MSC: 62G32 62H12 62G05 65C60 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., Ann. Stat. 40, No. 3, 1764--1793 (2012; Zbl 1257.62058) Full Text: DOI arXiv Euclid
Tsai, Yu-Ling; Murdoch, Duncan J.; Dupuis, Debbie J. Influence measures and robust estimators of dependence in multivariate extremes. (English) Zbl 1329.62148 Extremes 14, No. 4, 343-363 (2011). MSC: 62F15 62G32 62G35 62P05 PDFBibTeX XMLCite \textit{Y.-L. Tsai} et al., Extremes 14, No. 4, 343--363 (2011; Zbl 1329.62148) Full Text: DOI
Cai, Juan-Juan; Einmahl, John H. J.; de Haan, Laurens Estimation of extreme risk regions under multivariate regular variation. (English) Zbl 1221.62075 Ann. Stat. 39, No. 3, 1803-1826 (2011). MSC: 62G32 62G07 62P05 62G05 60F05 65C60 PDFBibTeX XMLCite \textit{J.-J. Cai} et al., Ann. Stat. 39, No. 3, 1803--1826 (2011; Zbl 1221.62075) Full Text: DOI arXiv
Padoan, Simone A. Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions. (English) Zbl 1233.62111 J. Multivariate Anal. 102, No. 5, 977-991 (2011); corrigendum ibid. 143, 503 (2016). Reviewer: Michael Falk (Würzburg) MSC: 62G32 62E20 62H10 62H20 PDFBibTeX XMLCite \textit{S. A. Padoan}, J. Multivariate Anal. 102, No. 5, 977--991 (2011; Zbl 1233.62111) Full Text: DOI
Varin, Cristiano; Reid, Nancy; Firth, David An overview of composite likelihood methods. (English) Zbl 05849508 Stat. Sin. 21, No. 1, 5-42 (2011). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Varin} et al., Stat. Sin. 21, No. 1, 5--42 (2011; Zbl 05849508) Full Text: Link
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter Laws of small numbers: extremes and rare events. 3rd revised and extended ed. (English) Zbl 1213.62082 Basel: Birkhäuser (ISBN 978-3-0348-0008-2/pbk; 978-3-0348-0009-9/ebook). xvi, 509 p. (2011). Reviewer: Josef Steinebach (Köln) MSC: 62G32 60G70 62-02 60-02 PDFBibTeX XMLCite \textit{M. Falk} et al., Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Basel: Birkhäuser (2011; Zbl 1213.62082) Full Text: DOI
Padoan, S. A.; Ribatet, M.; Sisson, S. A. Likelihood-based inference for max-stable processes. (English) Zbl 1397.62172 J. Am. Stat. Assoc. 105, No. 489, 263-277 (2010). MSC: 62G32 62H11 60E07 62P12 PDFBibTeX XMLCite \textit{S. A. Padoan} et al., J. Am. Stat. Assoc. 105, No. 489, 263--277 (2010; Zbl 1397.62172) Full Text: DOI arXiv Link
Mainik, Georg; Rüschendorf, Ludger On optimal portfolio diversification with respect to extreme risks. (English) Zbl 1226.91069 Finance Stoch. 14, No. 4, 593-623 (2010). MSC: 91G10 62P05 62G32 62G05 62G20 PDFBibTeX XMLCite \textit{G. Mainik} and \textit{L. Rüschendorf}, Finance Stoch. 14, No. 4, 593--623 (2010; Zbl 1226.91069) Full Text: DOI
Feidt, A.; Genest, Chr.; Nešlehová, J. Asymptotics of joint maxima for discontinuous random variables. (English) Zbl 1226.60080 Extremes 13, No. 1, 35-53 (2010). MSC: 60G70 62E20 62H05 PDFBibTeX XMLCite \textit{A. Feidt} et al., Extremes 13, No. 1, 35--53 (2010; Zbl 1226.60080) Full Text: DOI Link
Hlubinka, Daniel; Kotz, Samuel The generalized FGM distribution and its application to stereology of extremes. (English) Zbl 1223.62080 Appl. Math., Praha 55, No. 6, 495-512 (2010). MSC: 62H05 62H10 62G32 PDFBibTeX XMLCite \textit{D. Hlubinka} and \textit{S. Kotz}, Appl. Math., Praha 55, No. 6, 495--512 (2010; Zbl 1223.62080) Full Text: DOI EuDML Link
Balkema, A. A.; Embrechts, P.; Nolde, N. Meta densities and the shape of their sample clouds. (English) Zbl 1198.60012 J. Multivariate Anal. 101, No. 7, 1738-1754 (2010). Reviewer: Michael Falk (Würzburg) MSC: 60E05 60G70 60D05 PDFBibTeX XMLCite \textit{A. A. Balkema} et al., J. Multivariate Anal. 101, No. 7, 1738--1754 (2010; Zbl 1198.60012) Full Text: DOI
Zhang, Zhengjun; Smith, Richard L. On the estimation and application of max-stable processes. (English) Zbl 1181.62150 J. Stat. Plann. Inference 140, No. 5, 1135-1153 (2010). MSC: 62M10 62G05 62G32 62M09 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{R. L. Smith}, J. Stat. Plann. Inference 140, No. 5, 1135--1153 (2010; Zbl 1181.62150) Full Text: DOI
Boldi, Marc-Olivier A note on the representation of parametric models for multivariate extremes. (English) Zbl 1224.60118 Extremes 12, No. 3, 211-218 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 62M15 PDFBibTeX XMLCite \textit{M.-O. Boldi}, Extremes 12, No. 3, 211--218 (2009; Zbl 1224.60118) Full Text: DOI
Michel, René Parametric estimation procedures in multivariate generalized Pareto models. (English) Zbl 1195.62087 Scand. J. Stat. 36, No. 1, 60-75 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62H12 62F12 86A05 PDFBibTeX XMLCite \textit{R. Michel}, Scand. J. Stat. 36, No. 1, 60--75 (2009; Zbl 1195.62087)
Dabrowski, André; Ivanoff, Gail; Kulik, Rafał Some notes on Poisson limits for empirical point processes. (English) Zbl 1180.60045 Can. J. Stat. 37, No. 3, 347-360 (2009). MSC: 60G55 60F05 PDFBibTeX XMLCite \textit{A. Dabrowski} et al., Can. J. Stat. 37, No. 3, 347--360 (2009; Zbl 1180.60045) Full Text: DOI
Einmahl, John H. J.; Segers, Johan Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. (English) Zbl 1173.62042 Ann. Stat. 37, No. 5B, 2953-2989 (2009). MSC: 62G32 62G05 62G20 62G30 60F05 60F17 62H12 65C60 62M15 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} and \textit{J. Segers}, Ann. Stat. 37, No. 5B, 2953--2989 (2009; Zbl 1173.62042) Full Text: DOI arXiv
Basrak, Bojan; Segers, Johan Regularly varying multivariate time series. (English) Zbl 1161.60319 Stochastic Processes Appl. 119, No. 4, 1055-1080 (2009); erratum ibid. 121, No. 4, 896-898 (2011). MSC: 60G70 60F05 60G10 60G55 PDFBibTeX XMLCite \textit{B. Basrak} and \textit{J. Segers}, Stochastic Processes Appl. 119, No. 4, 1055--1080 (2009; Zbl 1161.60319) Full Text: DOI arXiv
Litvak, Nelly; Scheinhardt, Werner; Volkovich, Yana; Zwart, Bert Characterization of tail dependence for in-degree and PageRank. (English) Zbl 1207.68089 Avrachenkov, Konstantin (ed.) et al., Algorithms and models for the web-graph. 6th international workshop, WAW 2009, Barcelona, Spain, February 12–13, 2009. Proceedings. Berlin: Springer (ISBN 978-3-540-95994-6/pbk). Lecture Notes in Computer Science 5427, 90-103 (2009). MSC: 68M11 05C82 05C85 PDFBibTeX XMLCite \textit{N. Litvak} et al., Lect. Notes Comput. Sci. 5427, 90--103 (2009; Zbl 1207.68089) Full Text: DOI
Smith, Elizabeth L.; Stephenson, Alec G. An extended Gaussian max-stable process model for spatial extremes. (English) Zbl 1153.62067 J. Stat. Plann. Inference 139, No. 4, 1266-1275 (2009). MSC: 62M09 62G32 62F15 62P12 PDFBibTeX XMLCite \textit{E. L. Smith} and \textit{A. G. Stephenson}, J. Stat. Plann. Inference 139, No. 4, 1266--1275 (2009; Zbl 1153.62067) Full Text: DOI
Hashorva, Enkelejd A new family of bivariate max-infinitely divisible distributions. (English) Zbl 1247.60075 Metrika 68, No. 3, 289-304 (2008). MSC: 60G70 62H05 PDFBibTeX XMLCite \textit{E. Hashorva}, Metrika 68, No. 3, 289--304 (2008; Zbl 1247.60075) Full Text: DOI Link
Einmahl, John H. J.; Krajina, Andrea; Segers, Johan A method of moments estimator of tail dependence. (English) Zbl 1155.62017 Bernoulli 14, No. 4, 1003-1026 (2008). MSC: 62G05 62G20 62G10 62G32 62H12 62F10 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., Bernoulli 14, No. 4, 1003--1026 (2008; Zbl 1155.62017) Full Text: DOI arXiv
de Haan, Laurens; Zhou, Chen On extreme value analysis of a spatial process. (English) Zbl 1153.62074 REVSTAT 6, No. 1, 71-81 (2008). MSC: 62M30 60G70 62G32 62H10 PDFBibTeX XMLCite \textit{L. de Haan} and \textit{C. Zhou}, REVSTAT 6, No. 1, 71--81 (2008; Zbl 1153.62074)
Klüppelberg, Claudia; Resnick, Sidney I. The Pareto copula, aggregation of risks, and the emperor’s socks. (English) Zbl 1144.62037 J. Appl. Probab. 45, No. 1, 67-84 (2008). Reviewer: D. N. Shanbhag (Sheffield) MSC: 62H05 62G32 60G70 62G30 91B30 62E20 60F17 PDFBibTeX XMLCite \textit{C. Klüppelberg} and \textit{S. I. Resnick}, J. Appl. Probab. 45, No. 1, 67--84 (2008; Zbl 1144.62037) Full Text: DOI
Gomes, Ivette M.; Martins, M. João; Neves, Manuela Improving second order reduced bias extreme value index estimation. (English) Zbl 1513.62089 REVSTAT 5, No. 2, 177-207 (2007). MSC: 62G32 62H12 65C05 62P05 PDFBibTeX XMLCite \textit{I. M. Gomes} et al., REVSTAT 5, No. 2, 177--207 (2007; Zbl 1513.62089)
Hashorva, Enkelejd Extremes of conditioned elliptical random vectors. (English) Zbl 1125.60048 J. Multivariate Anal. 98, No. 8, 1583-1591 (2007). MSC: 60G70 60F05 PDFBibTeX XMLCite \textit{E. Hashorva}, J. Multivariate Anal. 98, No. 8, 1583--1591 (2007; Zbl 1125.60048) Full Text: DOI
Al-Saleh, Mohammad Fraiwan On the similarity structure of order statistics. (English) Zbl 1114.62061 Commun. Stat., Theory Methods 36, No. 7, 1433-1439 (2007). MSC: 62G30 62E10 62H05 PDFBibTeX XMLCite \textit{M. F. Al-Saleh}, Commun. Stat., Theory Methods 36, No. 7, 1433--1439 (2007; Zbl 1114.62061) Full Text: DOI
Resnick, Sidney I. Heavy-tail phenomena. Probabilistic and statistical modeling. (English) Zbl 1152.62029 Springer Series in Operations Research and Financial Engineering. New York, NY: Springer (ISBN 0-387-24272-4/hbk). xix, 404 p. (2007). Reviewer: Yuehua Wu (Toronto) MSC: 62G32 62-02 62Pxx 62-01 PDFBibTeX XMLCite \textit{S. I. Resnick}, Heavy-tail phenomena. Probabilistic and statistical modeling. New York, NY: Springer (2007; Zbl 1152.62029) Full Text: DOI
Mikosch, Thomas Copulas: Tales and facts (with discussion). (English) Zbl 1164.62355 Extremes 9, No. 1, 3-62 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62H05 62G32 PDFBibTeX XMLCite \textit{T. Mikosch}, Extremes 9, No. 1, 3--62 (2006; Zbl 1164.62355) Full Text: DOI
Oliveira, Orlando Aníbal; Gomes, M. Ivette; Fraga Alves, M. Isabel Improvements in the estimation of a heavy tail. (English) Zbl 1141.62035 REVSTAT 4, No. 2, 81-109 (2006). MSC: 62G32 62G20 65C05 62H12 PDFBibTeX XMLCite \textit{O. A. Oliveira} et al., REVSTAT 4, No. 2, 81--109 (2006; Zbl 1141.62035)
de Haan, Laurens; Pereira, Teresa T. Spatial extremes: models for the stationary case. (English) Zbl 1104.60021 Ann. Stat. 34, No. 1, 146-168 (2006). Reviewer: Michael Falk (Würzburg) MSC: 60G70 62E20 60G10 62M40 62H11 62G32 PDFBibTeX XMLCite \textit{L. de Haan} and \textit{T. T. Pereira}, Ann. Stat. 34, No. 1, 146--168 (2006; Zbl 1104.60021) Full Text: DOI arXiv
de Waal, D. J.; van Gelder, P. H. A. J. M. Modelling of extreme wave heights and periods through copulas. (English) Zbl 1164.86300 Extremes 8, No. 4, 345-356 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 86A32 62P12 62E10 62H20 PDFBibTeX XMLCite \textit{D. J. de Waal} and \textit{P. H. A. J. M. van Gelder}, Extremes 8, No. 4, 345--356 (2005; Zbl 1164.86300) Full Text: DOI
Hashorva, Enkelejd Extremes of asymptotically spherical and elliptical random vectors. (English) Zbl 1110.62023 Insur. Math. Econ. 36, No. 3, 285-302 (2005). MSC: 62E20 62G32 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, Insur. Math. Econ. 36, No. 3, 285--302 (2005; Zbl 1110.62023) Full Text: DOI
Ramos, Alexandra; Ledford, Anthony Regular score tests of independence in multivariate extreme values. (English) Zbl 1091.62050 Extremes 8, No. 1-2, 5-26 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62H15 62G32 62F05 PDFBibTeX XMLCite \textit{A. Ramos} and \textit{A. Ledford}, Extremes 8, No. 1--2, 5--26 (2005; Zbl 1091.62050) Full Text: DOI
Barakat, H. M.; Nigm, E. M.; Askar, M. M. A note on the convergence of trivariate extreme order statistics and extension. (English) Zbl 1074.60025 J. Appl. Math. Comput. 18, No. 1-2, 247-259 (2005). MSC: 60F05 62F15 62E20 62G30 PDFBibTeX XMLCite \textit{H. M. Barakat} et al., J. Appl. Math. Comput. 18, No. 1--2, 247--259 (2005; Zbl 1074.60025) Full Text: DOI
Gomes, M. Ivette; Figueiredo, Fernanda; Mendonça, Sandra Asymptotically best linear unbiased tail estimators under a second-order regular variation condition. (English) Zbl 1066.62053 J. Stat. Plann. Inference 134, No. 2, 409-433 (2005). MSC: 62G32 62E20 62H12 65C05 PDFBibTeX XMLCite \textit{M. I. Gomes} et al., J. Stat. Plann. Inference 134, No. 2, 409--433 (2005; Zbl 1066.62053) Full Text: DOI
Genton, Marc G.; Thompson, Keith R. Skew-elliptical time series with application to flooding risk. (English) Zbl 1061.62135 Brillinger, David R. (ed.) et al., Time series analysis and applications to geophysical systems. Papers presented the workshop, Minneapolis, MN, USA, November 12–15, 2001. New York, NY: Springer (ISBN 0-387-22311-8/hbk). The IMA Volumes in Mathematics and its Applications 139, 169-185 (2004). MSC: 62M10 62P12 86A05 62H15 PDFBibTeX XMLCite \textit{M. G. Genton} and \textit{K. R. Thompson}, IMA Vol. Math. Appl. 139, 169--185 (2004; Zbl 1061.62135)
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter Laws of small numbers: extremes and rare events. 2nd revised and extended edition. (English) Zbl 1083.60003 Basel: Birkhäuser (ISBN 3-7643-2416-3/pbk). xiii, 376 p. (2004). Reviewer: Alexander Schied (Berlin) MSC: 60-02 60G70 PDFBibTeX XMLCite \textit{M. Falk} et al., Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Basel: Birkhäuser (2004; Zbl 1083.60003)
Barakat, H. M.; Nigm, E. M.; Askar, M. M. On the trivariate extreme value distributions. (English) Zbl 1031.62010 J. Stat. Plann. Inference 118, No. 1-2, 19-35 (2004). MSC: 62E15 62E20 62H10 62G32 PDFBibTeX XMLCite \textit{H. M. Barakat} et al., J. Stat. Plann. Inference 118, No. 1--2, 19--35 (2004; Zbl 1031.62010) Full Text: DOI