Bücher, Axel; Staud, Torben Limit theorems for non-degenerate U-statistics of block maxima for time series. (English) Zbl 07904145 Electron. J. Stat. 18, No. 2, 2850-2885 (2024). MSC: 62G32 62E20 60G70 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{T. Staud}, Electron. J. Stat. 18, No. 2, 2850--2885 (2024; Zbl 07904145) Full Text: DOI arXiv Link OA License
Allouche, Michaël; El Methni, Jonathan; Girard, Stéphane Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions. (English) Zbl 07901376 J. Stat. Plann. Inference 233, Article ID 106189, 27 p. (2024). MSC: 62G32 62G30 62E20 PDFBibTeX XMLCite \textit{M. Allouche} et al., J. Stat. Plann. Inference 233, Article ID 106189, 27 p. (2024; Zbl 07901376) Full Text: DOI
Gomes, Maria Ivette The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements. (English) Zbl 07900722 Commun. Math. 32, No. 3, Paper No. 8, 63 p. (2024). Reviewer: C. Pereira da Silva (Curitiba) MSC: 01A72 60G70 62G30 62G32 PDFBibTeX XMLCite \textit{M. I. Gomes}, Commun. Math. 32, No. 3, Paper No. 8, 63 p. (2024; Zbl 07900722) Full Text: DOI arXiv
Malinovsky, Yaakov A note on the distribution of the extreme degrees of a random graph via the Stein-Chen method. (English) Zbl 07890950 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 22, 7 p. (2024). MSC: 05C80 05C07 62G32 PDFBibTeX XMLCite \textit{Y. Malinovsky}, Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 22, 7 p. (2024; Zbl 07890950) Full Text: DOI arXiv OA License
Vandeskog, Silius M.; Martino, Sara; Huser, Raphaël An efficient workflow for modelling high-dimensional spatial extremes. (English) Zbl 07889763 Stat. Comput. 34, No. 4, Paper No. 137, 12 p. (2024). MSC: 62-08 62F15 62G32 62M30 PDFBibTeX XMLCite \textit{S. M. Vandeskog} et al., Stat. Comput. 34, No. 4, Paper No. 137, 12 p. (2024; Zbl 07889763) Full Text: DOI arXiv OA License
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, Antoine Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. (English) Zbl 07889756 Stat. Comput. 34, No. 4, Paper No. 130, 73 p. (2024). MSC: 62-08 62G32 62E20 62P05 PDFBibTeX XMLCite \textit{A. Daouia} et al., Stat. Comput. 34, No. 4, Paper No. 130, 73 p. (2024; Zbl 07889756) Full Text: DOI
Guesmia, Nour Elhouda; Meraghni, Djamel; Soltane, Louiza Estimating the conditional tail expectation of randomly right-censored heavy-tailed data. (English) Zbl 07889741 J. Stat. Theory Pract. 18, No. 3, Paper No. 30, 36 p. (2024). MSC: 62G32 62N02 62P05 PDFBibTeX XMLCite \textit{N. E. Guesmia} et al., J. Stat. Theory Pract. 18, No. 3, Paper No. 30, 36 p. (2024; Zbl 07889741) Full Text: DOI
Momoki, Koki; Yoshida, Takuma Hypothesis testing for varying coefficient models in tail index regression. (English) Zbl 07889378 Stat. Pap. 65, No. 6, 3821-3852 (2024). MSC: 62G08 62G10 62G20 62G32 PDFBibTeX XMLCite \textit{K. Momoki} and \textit{T. Yoshida}, Stat. Pap. 65, No. 6, 3821--3852 (2024; Zbl 07889378) Full Text: DOI arXiv OA License
Basrak, Bojan; Brborović, Darko Permutation test of tail dependence. (English) Zbl 07888840 Stat. Methods Appl. 33, No. 1, 89-129 (2024). MSC: 62G32 62G09 62G10 62E20 PDFBibTeX XMLCite \textit{B. Basrak} and \textit{D. Brborović}, Stat. Methods Appl. 33, No. 1, 89--129 (2024; Zbl 07888840) Full Text: DOI
Bieniek, Mariusz; Rychlik, Tomasz Conditions for finiteness and bounds on moments of generalized order statistics. (English) Zbl 07887519 Stat. Pap. 65, No. 4, 2289-2312 (2024). MSC: 62G32 62G30 62N05 60E15 PDFBibTeX XMLCite \textit{M. Bieniek} and \textit{T. Rychlik}, Stat. Pap. 65, No. 4, 2289--2312 (2024; Zbl 07887519) Full Text: DOI OA License
Li, Zhengxiao; Wang, Fei; Zhao, Zhengtang A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data. (English) Zbl 07882274 Insur. Math. Econ. 117, 45-66 (2024). MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{Z. Li} et al., Insur. Math. Econ. 117, 45--66 (2024; Zbl 07882274) Full Text: DOI arXiv
Swanepoel, Jan W. H. Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions. (English) Zbl 07881567 Commun. Stat., Theory Methods 53, No. 14, 5280-5296 (2024). MSC: 60E05 62H20 62G32 62P10 PDFBibTeX XMLCite \textit{J. W. H. Swanepoel}, Commun. Stat., Theory Methods 53, No. 14, 5280--5296 (2024; Zbl 07881567) Full Text: DOI
Peshkova, I. V. On maxima of stationary delay in the \({M/G/2}\) systems. (English. Russian original) Zbl 07881445 Mosc. Univ. Comput. Math. Cybern. 48, No. 2, 110-118 (2024); translation from Vestn. Mosk. Univ., Ser. XV 2024, No. 2, 49-57 (2024). MSC: 60K25 60G70 62G32 PDFBibTeX XMLCite \textit{I. V. Peshkova}, Mosc. Univ. Comput. Math. Cybern. 48, No. 2, 110--118 (2024; Zbl 07881445); translation from Vestn. Mosk. Univ., Ser. XV 2024, No. 2, 49--57 (2024) Full Text: DOI
Clémençon, Stephan; Huet, Nathan; Sabourin, Anne Regular variation in Hilbert spaces and principal component analysis for functional extremes. (English) Zbl 07879389 Stochastic Processes Appl. 174, Article ID 104375, 22 p. (2024). MSC: 62G32 60G70 62H25 62H12 62R10 PDFBibTeX XMLCite \textit{S. Clémençon} et al., Stochastic Processes Appl. 174, Article ID 104375, 22 p. (2024; Zbl 07879389) Full Text: DOI arXiv
Cheng, Dan Smooth Matérn Gaussian random fields: Euler characteristic, expected number and height distribution of critical points. (English) Zbl 07878528 Stat. Probab. Lett. 210, Article ID 110116, 6 p. (2024). MSC: 60G15 60G60 62G32 15B52 PDFBibTeX XMLCite \textit{D. Cheng}, Stat. Probab. Lett. 210, Article ID 110116, 6 p. (2024; Zbl 07878528) Full Text: DOI arXiv
Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, M. Ivette Improvements in the estimation of the Weibull tail coefficient: a comparative study. (English) Zbl 07871974 Math. Methods Appl. Sci. 47, No. 11, 8255-8274 (2024). MSC: 62G05 62G20 62G32 65C05 PDFBibTeX XMLCite \textit{L. Henriques-Rodrigues} et al., Math. Methods Appl. Sci. 47, No. 11, 8255--8274 (2024; Zbl 07871974) Full Text: DOI arXiv
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Conditional tail moment and reinsurance premium estimation under random right censoring. (English) Zbl 07866912 Test 33, No. 1, 230-250 (2024). MSC: 62G32 62E20 62G30 62N01 62P05 PDFBibTeX XMLCite \textit{Y. Goegebeur} et al., Test 33, No. 1, 230--250 (2024; Zbl 07866912) Full Text: DOI OA License
Newer, Haidy A. Prediction of future observations based on ordered extreme \(k\)-records ranked set sampling with unequal fixed and random sample sizes. (English) Zbl 07866513 J. Comput. Appl. Math. 445, Article ID 115798, 15 p. (2024). MSC: 62G30 62D05 62F15 62F25 62G32 PDFBibTeX XMLCite \textit{H. A. Newer}, J. Comput. Appl. Math. 445, Article ID 115798, 15 p. (2024; Zbl 07866513) Full Text: DOI
Miao, Runsheng; Xu, Kai Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics. (English) Zbl 07862760 Commun. Stat., Simulation Comput. 53, No. 2, 972-992 (2024). MSC: 62H15 62G32 PDFBibTeX XMLCite \textit{R. Miao} and \textit{K. Xu}, Commun. Stat., Simulation Comput. 53, No. 2, 972--992 (2024; Zbl 07862760) Full Text: DOI
Chokri, Khalid; Bouzebda, Salim Uniform-in-bandwidth consistency results in the partially linear additive model components estimation. (English) Zbl 07859013 Commun. Stat., Theory Methods 53, No. 9, 3383-3424 (2024). MSC: 62G20 62G32 62J05 60G07 60F15 62G08 PDFBibTeX XMLCite \textit{K. Chokri} and \textit{S. Bouzebda}, Commun. Stat., Theory Methods 53, No. 9, 3383--3424 (2024; Zbl 07859013) Full Text: DOI
Azzi, Amel; Belguerna, Abderrahmane; Laksaci, Ali; Rachdi, Mustapha The scalar-on-function modal regression for functional time series data. (English) Zbl 07846645 J. Nonparametric Stat. 36, No. 2, 503-526 (2024). MSC: 62G08 62G10 62G35 62G07 62G32 62G30 62H12 PDFBibTeX XMLCite \textit{A. Azzi} et al., J. Nonparametric Stat. 36, No. 2, 503--526 (2024; Zbl 07846645) Full Text: DOI
Passeggeri, Riccardo; Wintenberger, Olivier Extremes for stationary regularly varying random fields over arbitrary index sets. (English) Zbl 07846580 Extremes 27, No. 2, 247-314 (2024). Reviewer: Eugen Paltanea (Braşov) MSC: 60G70 60G60 62G32 PDFBibTeX XMLCite \textit{R. Passeggeri} and \textit{O. Wintenberger}, Extremes 27, No. 2, 247--314 (2024; Zbl 07846580) Full Text: DOI arXiv OA License
Pere, Jaakko; Ilmonen, Pauliina; Viitasaari, Lauri On extreme quantile region estimation under heavy-tailed elliptical distributions. (English) Zbl 07846382 J. Multivariate Anal. 202, Article ID 105314, 21 p. (2024). MSC: 62Hxx 62G32 62H12 PDFBibTeX XMLCite \textit{J. Pere} et al., J. Multivariate Anal. 202, Article ID 105314, 21 p. (2024; Zbl 07846382) Full Text: DOI
Das, Bikramjit; Fasen-Hartmann, Vicky On heavy-tailed risks under Gaussian copula: the effects of marginal transformation. (English) Zbl 07846378 J. Multivariate Anal. 202, Article ID 105310, 18 p. (2024). MSC: 62Hxx 60G70 62H05 91G70 62G32 PDFBibTeX XMLCite \textit{B. Das} and \textit{V. Fasen-Hartmann}, J. Multivariate Anal. 202, Article ID 105310, 18 p. (2024; Zbl 07846378) Full Text: DOI arXiv
Virta, Joni; Lietzén, Niko; Viitasaari, Lauri; Ilmonen, Pauliina Latent model extreme value index estimation. (English) Zbl 07846374 J. Multivariate Anal. 202, Article ID 105300, 22 p. (2024). MSC: 62Hxx 62H12 62H25 62G32 PDFBibTeX XMLCite \textit{J. Virta} et al., J. Multivariate Anal. 202, Article ID 105300, 22 p. (2024; Zbl 07846374) Full Text: DOI arXiv
Maller, Ross; Resnick, Sidney; Shemehsavar, Soudabeh; Zhao, Muzhi Mixture cure model methodology in survival analysis: some recent results for the one-sample case. (English) Zbl 07845378 Stat. Surv. 18, 82-138 (2024). MSC: 62N01 62N02 62N03 62E10 62E15 62E20 62G05 62F03 62F05 62F12 62G32 PDFBibTeX XMLCite \textit{R. Maller} et al., Stat. Surv. 18, 82--138 (2024; Zbl 07845378) Full Text: DOI Link
Blasques, F.; van Brummelen, J.; Gorgi, P.; Koopman, S. J. A robust Beveridge-Nelson decomposition using a score-driven approach with an application. (English) Zbl 1536.91241 Econ. Lett. 236, Article ID 111588, 5 p. (2024). MSC: 91B84 62G32 PDFBibTeX XMLCite \textit{F. Blasques} et al., Econ. Lett. 236, Article ID 111588, 5 p. (2024; Zbl 1536.91241) Full Text: DOI
Sun, Ping; Hu, Ze-Chun; Sun, Wei The infimum values of two probability functions for the gamma distribution. (English) Zbl 1537.60026 J. Inequal. Appl. 2024, Paper No. 5, 23 p. (2024). MSC: 60E15 60E05 62G32 60C05 PDFBibTeX XMLCite \textit{P. Sun} et al., J. Inequal. Appl. 2024, Paper No. 5, 23 p. (2024; Zbl 1537.60026) Full Text: DOI OA License
Soukarieh, Inass; Bouzebda, Salim Weak convergence of the conditional \(U\)-statistics for locally stationary functional time series. (English) Zbl 07839692 Stat. Inference Stoch. Process. 27, No. 2, 227-304 (2024). MSC: 62G05 62G08 62G20 62G35 62G07 62G32 62G30 62E20 PDFBibTeX XMLCite \textit{I. Soukarieh} and \textit{S. Bouzebda}, Stat. Inference Stoch. Process. 27, No. 2, 227--304 (2024; Zbl 07839692) Full Text: DOI
Jordanova, Pavlina; Stehlík, Milan Flexible extreme value inference. (English) Zbl 1536.62057 Stochastic Anal. Appl. 42, No. 1, 219-263 (2024). MSC: 62G32 62G30 PDFBibTeX XMLCite \textit{P. Jordanova} and \textit{M. Stehlík}, Stochastic Anal. Appl. 42, No. 1, 219--263 (2024; Zbl 1536.62057) Full Text: DOI
Gong, Xianliang; Pan, Yulin Multifidelity Bayesian experimental design to quantify rare-event statistics. (English) Zbl 1534.62108 SIAM/ASA J. Uncertain. Quantif. 12, 101-127 (2024). MSC: 62K05 60F10 62D05 62F15 62G32 68T05 PDFBibTeX XMLCite \textit{X. Gong} and \textit{Y. Pan}, SIAM/ASA J. Uncertain. Quantif. 12, 101--127 (2024; Zbl 1534.62108) Full Text: DOI arXiv
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Dependent conditional tail expectation for extreme levels. (English) Zbl 07825650 Stochastic Processes Appl. 171, Article ID 104330, 18 p. (2024). MSC: 62G32 62G20 62H12 PDFBibTeX XMLCite \textit{Y. Goegebeur} et al., Stochastic Processes Appl. 171, Article ID 104330, 18 p. (2024; Zbl 07825650) Full Text: DOI
Genest, Christian; Okhrin, Ostap; Bodnar, Taras Copula modeling from Abe Sklar to the present day. (English) Zbl 07823275 J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024). MSC: 62H05 62H10 62H12 62H15 62H20 62G32 PDFBibTeX XMLCite \textit{C. Genest} et al., J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024; Zbl 07823275) Full Text: DOI
Fung, Tsz Chai; Jeong, Himchan; Tzougas, George Soft splicing model: bridging the gap between composite model and finite mixture model. (English) Zbl 1534.91118 Scand. Actuar. J. 2024, No. 2, 168-197 (2024). MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{T. C. Fung} et al., Scand. Actuar. J. 2024, No. 2, 168--197 (2024; Zbl 1534.91118) Full Text: DOI
Bladt, Martin; Furrer, Christian Expert Kaplan-Meier estimation. (English) Zbl 1534.91109 Scand. Actuar. J. 2024, No. 1, 1-27 (2024). MSC: 91G05 62P05 62N02 62G05 62G32 PDFBibTeX XMLCite \textit{M. Bladt} and \textit{C. Furrer}, Scand. Actuar. J. 2024, No. 1, 1--27 (2024; Zbl 1534.91109) Full Text: DOI arXiv
Galeotti, Marcello; Rabitti, Giovanni Tail variance allocation, Shapley value, and the majorization problem. (English) Zbl 1534.91016 J. Appl. Probab. 61, No. 1, 153-171 (2024). MSC: 91A12 62J10 62G32 PDFBibTeX XMLCite \textit{M. Galeotti} and \textit{G. Rabitti}, J. Appl. Probab. 61, No. 1, 153--171 (2024; Zbl 1534.91016) Full Text: DOI
Jennessen, Tobias; Bücher, Axel Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation. (English) Zbl 07802701 Extremes 27, No. 1, 163-184 (2024). MSC: 62G32 62M10 62G20 PDFBibTeX XMLCite \textit{T. Jennessen} and \textit{A. Bücher}, Extremes 27, No. 1, 163--184 (2024; Zbl 07802701) Full Text: DOI OA License
Bai, Shuyang; Zhang, Ting Tail adversarial stability for regularly varying linear processes and their extensions. (English) Zbl 07802698 Extremes 27, No. 1, 33-65 (2024). MSC: 62M10 62G32 PDFBibTeX XMLCite \textit{S. Bai} and \textit{T. Zhang}, Extremes 27, No. 1, 33--65 (2024; Zbl 07802698) Full Text: DOI arXiv
Yang, Yang; Bian, Tongxin; Chen, Shaoying Tail behavior of discounted portfolio loss under upper tail comonotonicity. (English) Zbl 07799967 J. Ind. Manag. Optim. 20, No. 3, 1296-1317 (2024). MSC: 91G10 62P05 62G32 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 20, No. 3, 1296--1317 (2024; Zbl 07799967) Full Text: DOI
Ferreira, Helena; Ferreira, Marta; Alexandre, Luís A. A crossinggram for random fields on lattices. (English) Zbl 07786247 Indag. Math., New Ser. 35, No. 1, 131-142 (2024). MSC: 60G70 60G60 62G32 PDFBibTeX XMLCite \textit{H. Ferreira} et al., Indag. Math., New Ser. 35, No. 1, 131--142 (2024; Zbl 07786247) Full Text: DOI arXiv OA License
Allouche, Michaël; Girard, Stéphane; Gobet, Emmanuel Estimation of extreme quantiles from heavy-tailed distributions with neural networks. (English) Zbl 07767214 Stat. Comput. 34, No. 1, Paper No. 12, 17 p. (2024). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 62G32 68T07 PDFBibTeX XMLCite \textit{M. Allouche} et al., Stat. Comput. 34, No. 1, Paper No. 12, 17 p. (2024; Zbl 07767214) Full Text: DOI HAL
Crépey, Stéphane; Frikha, Noufel; Louzi, Azar; Spence, Jonathan Adaptive Multilevel Stochastic Approximation of the Value-at-Risk. arXiv:2408.06531 Preprint, arXiv:2408.06531 [q-fin.RM] (2024). MSC: 65C05 62L20 62G32 91Gxx BibTeX Cite \textit{S. Crépey} et al., ``Adaptive Multilevel Stochastic Approximation of the Value-at-Risk'', Preprint, arXiv:2408.06531 [q-fin.RM] (2024) Full Text: arXiv OA License
Dietrich, Nicolas; Trutschnig, Wolfgang On differentiability and mass distributions of typical bivariate copulas. arXiv:2408.06268 Preprint, arXiv:2408.06268 [math.ST] (2024). MSC: 62G32 54E52 28A50 26A30 BibTeX Cite \textit{N. Dietrich} and \textit{W. Trutschnig}, ``On differentiability and mass distributions of typical bivariate copulas'', Preprint, arXiv:2408.06268 [math.ST] (2024) Full Text: arXiv OA License
Das, Bikramjit; Fasen-Hartmann, Vicky On asymptotic independence in higher dimensions. arXiv:2406.19186 Preprint, arXiv:2406.19186 [math.ST] (2024). MSC: 62H05 62H20 62G32 60E05 BibTeX Cite \textit{B. Das} and \textit{V. Fasen-Hartmann}, ``On asymptotic independence in higher dimensions'', Preprint, arXiv:2406.19186 [math.ST] (2024) Full Text: arXiv OA License
Bladt, Martin; Øhlenschlæger, Christoffer Heterogeneous extremes in the presence of random covariates and censoring. arXiv:2406.06113 Preprint, arXiv:2406.06113 [math.ST] (2024). MSC: 62G32 BibTeX Cite \textit{M. Bladt} and \textit{C. Øhlenschlæger}, ``Heterogeneous extremes in the presence of random covariates and censoring'', Preprint, arXiv:2406.06113 [math.ST] (2024) Full Text: arXiv OA License
Kindaichi, Yamato; Ueda, Yuki A note on convergence of densities to free extreme value distributions. arXiv:2405.09156 Preprint, arXiv:2405.09156 [math.PR] (2024). MSC: 46L54 60B10 62G32 BibTeX Cite \textit{Y. Kindaichi} and \textit{Y. Ueda}, ``A note on convergence of densities to free extreme value distributions'', Preprint, arXiv:2405.09156 [math.PR] (2024) Full Text: arXiv OA License
Kevei, Péter; Viharos, László Generalized Rényi statistics. arXiv:2404.03548 Preprint, arXiv:2404.03548 [math.ST] (2024). MSC: 60F05 62G32 BibTeX Cite \textit{P. Kevei} and \textit{L. Viharos}, ``Generalized Rényi statistics'', Preprint, arXiv:2404.03548 [math.ST] (2024) Full Text: arXiv OA License
Bazyari, Abouzar Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions. (English) Zbl 1537.91237 Lobachevskii J. Math. 44, No. 11, 4610-4629 (2023). MSC: 91G05 62P05 62G32 62H05 PDFBibTeX XMLCite \textit{A. Bazyari}, Lobachevskii J. Math. 44, No. 11, 4610--4629 (2023; Zbl 1537.91237) Full Text: DOI
Ahmedou, Sidiya; Deme, El Hadji; Fofana, Souleymane An improved estimator of distortion risk premiums under dependence insured risks with heavy-tailed marginals. (English) Zbl 07834552 Far East J. Theor. Stat. 67, No. 3, 243-277 (2023). MSC: 62E20 62G30 62G32 91G05 PDFBibTeX XMLCite \textit{S. Ahmedou} et al., Far East J. Theor. Stat. 67, No. 3, 243--277 (2023; Zbl 07834552) Full Text: DOI
Li, Lu; Zhuang, Weiwei; Qiu, Guoxin Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process. (English) Zbl 07830453 Commun. Stat., Simulation Comput. 52, No. 12, 6249-6267 (2023). MSC: 62G32 91B84 PDFBibTeX XMLCite \textit{L. Li} et al., Commun. Stat., Simulation Comput. 52, No. 12, 6249--6267 (2023; Zbl 07830453) Full Text: DOI
Sopipan, Nop Application of extreme value theory for maximum rainfall at Nakhon Ratchasima Province. (English) Zbl 07829885 Thai J. Math., Spec. Iss: Annual Meeting in Mathematics 2022, 41-53 (2023). MSC: 62G32 62P05 62M20 PDFBibTeX XMLCite \textit{N. Sopipan}, Thai J. Math., 41--53 (2023; Zbl 07829885) Full Text: Link
Pels, Wilhemina Adoma; Adebanji, Atinuke O.; Twumasi-Ankrah, Sampson; Minkah, Richard Shrinkage methods for estimating the shape parameter of the generalized Pareto distribution. (English) Zbl 07798088 J. Appl. Math. 2023, Article ID 9750638, 11 p. (2023). MSC: 62G32 PDFBibTeX XMLCite \textit{W. A. Pels} et al., J. Appl. Math. 2023, Article ID 9750638, 11 p. (2023; Zbl 07798088) Full Text: DOI OA License
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K. A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic. (English) Zbl 1529.62009 REVSTAT 21, No. 3, 367-388 (2023). MSC: 62-08 62F03 62F25 60E15 62G32 62P12 65C05 PDFBibTeX XMLCite \textit{M. Arendarczyk} et al., REVSTAT 21, No. 3, 367--388 (2023; Zbl 1529.62009) Full Text: DOI
Rychlik, Tomasz; Szymkowiak, Magdalena Conditional evaluations of sums of sample maxima and records. (English) Zbl 1535.60034 REVSTAT 21, No. 2, 235-266 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 62G32 PDFBibTeX XMLCite \textit{T. Rychlik} and \textit{M. Szymkowiak}, REVSTAT 21, No. 2, 235--266 (2023; Zbl 1535.60034) Full Text: DOI
Harfouche, Zineb; Bareche, Aicha Semi-parametric approach for approximating the ruin probability of classical risk models with large claims. (English) Zbl 07793006 Commun. Stat., Simulation Comput. 52, No. 11, 5585-5604 (2023). MSC: 34K20 91G70 62G07 62G32 PDFBibTeX XMLCite \textit{Z. Harfouche} and \textit{A. Bareche}, Commun. Stat., Simulation Comput. 52, No. 11, 5585--5604 (2023; Zbl 07793006) Full Text: DOI
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, Antoine Inference for extremal regression with dependent heavy-tailed data. (English) Zbl 1539.62129 Ann. Stat. 51, No. 5, 2040-2066 (2023). MSC: 62G32 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{A. Daouia} et al., Ann. Stat. 51, No. 5, 2040--2066 (2023; Zbl 1539.62129) Full Text: DOI Link
Drees, Holger Statistical inference on a changing extreme value dependence structure. (English) Zbl 1539.62130 Ann. Stat. 51, No. 4, 1824-1849 (2023). MSC: 62G32 62G05 62G10 62G20 60G70 PDFBibTeX XMLCite \textit{H. Drees}, Ann. Stat. 51, No. 4, 1824--1849 (2023; Zbl 1539.62130) Full Text: DOI arXiv Link
Leipus, Remigijus; Šiaulys, Jonas; Dirma, Mantas; Zovė, Romualdas On the distribution-tail behaviour of the product of normal random variables. (English) Zbl 1532.60021 J. Inequal. Appl. 2023, Paper No. 32, 13 p. (2023). MSC: 60E05 62G32 PDFBibTeX XMLCite \textit{R. Leipus} et al., J. Inequal. Appl. 2023, Paper No. 32, 13 p. (2023; Zbl 1532.60021) Full Text: DOI OA License
Aly, Amany E. Asymptotic predictive inference of negative lower tail index distributions. (English) Zbl 1524.60103 Math. Slovaca 73, No. 5, 1301-1316 (2023). MSC: 60G70 62E20 62F10 62G30 62G32 62N05 PDFBibTeX XMLCite \textit{A. E. Aly}, Math. Slovaca 73, No. 5, 1301--1316 (2023; Zbl 1524.60103) Full Text: DOI
Saldanha, Matheus Henrique Junqueira; Suzuki, Adriano Kamimura On dealing with the unknown population minimum in parametric inference. (English) Zbl 1524.62223 AStA, Adv. Stat. Anal. 107, No. 3, 509-535 (2023). MSC: 62G32 62G30 PDFBibTeX XMLCite \textit{M. H. J. Saldanha} and \textit{A. K. Suzuki}, AStA, Adv. Stat. Anal. 107, No. 3, 509--535 (2023; Zbl 1524.62223) Full Text: DOI
Ferreira, Helena; Ferreira, Marta A new blocks estimator for the extremal index. (English) Zbl 07753665 Commun. Stat., Theory Methods 52, No. 21, 7660-7668 (2023). MSC: 60G70 62G32 PDFBibTeX XMLCite \textit{H. Ferreira} and \textit{M. Ferreira}, Commun. Stat., Theory Methods 52, No. 21, 7660--7668 (2023; Zbl 07753665) Full Text: DOI arXiv
Sun, Ping Identification of parameters of Poisson distributions by the extreme order statistics. (English) Zbl 07739067 Commun. Stat., Simulation Comput. 52, No. 7, 3156-3162 (2023). MSC: 62E10 62G32 PDFBibTeX XMLCite \textit{P. Sun}, Commun. Stat., Simulation Comput. 52, No. 7, 3156--3162 (2023; Zbl 07739067) Full Text: DOI
Almanjahie, Ibrahim M.; Alahmari, Wafa Mesfer; Laksaci, Ali; Rachdi, Mustapha Computational aspects of the \(k\)NN local linear smoothing for some conditional models in high dimensional statistics. (English) Zbl 07739056 Commun. Stat., Simulation Comput. 52, No. 7, 2985-3005 (2023). MSC: 62G05 62G07 62G08 62G30 62G32 62G35 62E20 PDFBibTeX XMLCite \textit{I. M. Almanjahie} et al., Commun. Stat., Simulation Comput. 52, No. 7, 2985--3005 (2023; Zbl 07739056) Full Text: DOI
Einmahl, John H. J.; He, Yi Extreme value inference for heterogeneous power law data. (English) Zbl 1539.62131 Ann. Stat. 51, No. 3, 1331-1356 (2023). MSC: 62G32 62G20 62G30 60G70 60F17 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} and \textit{Y. He}, Ann. Stat. 51, No. 3, 1331--1356 (2023; Zbl 1539.62131) Full Text: DOI Link
Röttger, Frank; Engelke, Sebastian; Zwiernik, Piotr Total positivity in multivariate extremes. (English) Zbl 1539.62169 Ann. Stat. 51, No. 3, 962-1004 (2023). MSC: 62H22 60G70 62G32 62H12 PDFBibTeX XMLCite \textit{F. Röttger} et al., Ann. Stat. 51, No. 3, 962--1004 (2023; Zbl 1539.62169) Full Text: DOI arXiv Link
Allouche, Michaël; El Methni, Jonathan; Girard, Stéphane A refined Weissman estimator for extreme quantiles. (English) Zbl 07730786 Extremes 26, No. 3, 545-572 (2023). MSC: 62G32 62G05 62G30 60G70 PDFBibTeX XMLCite \textit{M. Allouche} et al., Extremes 26, No. 3, 545--572 (2023; Zbl 07730786) Full Text: DOI HAL
Stein, Michael L. A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution. (English) Zbl 07730784 Extremes 26, No. 3, 469-507 (2023). MSC: 62G32 62G30 PDFBibTeX XMLCite \textit{M. L. Stein}, Extremes 26, No. 3, 469--507 (2023; Zbl 07730784) Full Text: DOI
Barakat, H. M.; Omar, A. R. Limit theorems for order statistics with variable rank under exponential normalization. (English) Zbl 07730320 Sankhyā, Ser. A 85, No. 1, 771-783 (2023). MSC: 62G32 62G30 PDFBibTeX XMLCite \textit{H. M. Barakat} and \textit{A. R. Omar}, Sankhyā, Ser. A 85, No. 1, 771--783 (2023; Zbl 07730320) Full Text: DOI
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Robust estimation of the conditional stable tail dependence function. (English) Zbl 1529.62063 Ann. Inst. Stat. Math. 75, No. 2, 201-231 (2023). MSC: 62G32 62G05 62G20 62G35 PDFBibTeX XMLCite \textit{Y. Goegebeur} et al., Ann. Inst. Stat. Math. 75, No. 2, 201--231 (2023; Zbl 1529.62063) Full Text: DOI HAL
Qi, Yongcheng; Xie, Mengzi; Yang, Jingping Inference of high quantiles of a heavy-tailed distribution from block data. (English) Zbl 07729080 Statistics 57, No. 4, 918-940 (2023). MSC: 62G32 PDFBibTeX XMLCite \textit{Y. Qi} et al., Statistics 57, No. 4, 918--940 (2023; Zbl 07729080) Full Text: DOI arXiv
Butler, Ronald W. Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions. (English) Zbl 1517.60027 Stoch. Models 39, No. 3, 469-501 (2023). MSC: 60E10 62E20 62G32 PDFBibTeX XMLCite \textit{R. W. Butler}, Stoch. Models 39, No. 3, 469--501 (2023; Zbl 1517.60027) Full Text: DOI Link
Falk, Michael Exceedance counts and GOD’s order statistics. (English) Zbl 1538.60075 Sankhyā, Ser. A 85, No. 2, 1651-1666 (2023). MSC: 60G70 62G32 62H05 PDFBibTeX XMLCite \textit{M. Falk}, Sankhyā, Ser. A 85, No. 2, 1651--1666 (2023; Zbl 1538.60075) Full Text: DOI OA License
Mancer, Saida; Necir, Abdelhakim; Benchaira, Souad Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data. (English) Zbl 07723378 Sankhyā, Ser. A 85, No. 2, 1510-1547 (2023). MSC: 62G32 62G20 65C05 PDFBibTeX XMLCite \textit{S. Mancer} et al., Sankhyā, Ser. A 85, No. 2, 1510--1547 (2023; Zbl 07723378) Full Text: DOI
Bücher, Axel; Zanger, Leandra On the disjoint and sliding block maxima method for piecewise stationary time series. (English) Zbl 1539.62264 Ann. Stat. 51, No. 2, 573-598 (2023). MSC: 62M10 60F05 60G70 62G32 62P12 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{L. Zanger}, Ann. Stat. 51, No. 2, 573--598 (2023; Zbl 1539.62264) Full Text: DOI arXiv
Hwang, Eunju A class of bootstrap tests on the tail index. (English) Zbl 07714119 Commun. Stat., Simulation Comput. 52, No. 5, 1786-1804 (2023). MSC: 62F40 62G10 62G32 62G30 PDFBibTeX XMLCite \textit{E. Hwang}, Commun. Stat., Simulation Comput. 52, No. 5, 1786--1804 (2023; Zbl 07714119) Full Text: DOI
Bazyari, Abouzar On the ruin probabilities for a general perturbed renewal risk process. (English) Zbl 1520.91307 J. Stat. Plann. Inference 227, 1-17 (2023). MSC: 91G05 60K10 60G46 62G32 PDFBibTeX XMLCite \textit{A. Bazyari}, J. Stat. Plann. Inference 227, 1--17 (2023; Zbl 1520.91307) Full Text: DOI
Mao, Tiantian; Stupfler, Gilles; Yang, Fan Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks. (English) Zbl 1520.91344 Insur. Math. Econ. 111, 173-192 (2023). MSC: 91G05 91G70 62G32 PDFBibTeX XMLCite \textit{T. Mao} et al., Insur. Math. Econ. 111, 173--192 (2023; Zbl 1520.91344) Full Text: DOI HAL
Chen, Yu; Ma, Mengyuan; Sun, Hongfang Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model. (English) Zbl 1520.91318 Insur. Math. Econ. 111, 142-162 (2023). MSC: 91G05 62P05 60G70 62G32 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 111, 142--162 (2023; Zbl 1520.91318) Full Text: DOI
Buriticá, G.; Meyer, N.; Mikosch, T.; Wintenberger, O. Some variations on the extremal index. (English) Zbl 1515.60163 J. Math. Sci., New York 273, No. 5, 687-704 (2023) and Zap. Nauchn. Semin. POMI 501, 52-77 (2021). MSC: 60G70 62G32 60F05 PDFBibTeX XMLCite \textit{G. Buriticá} et al., J. Math. Sci., New York 273, No. 5, 687--704 (2023; Zbl 1515.60163) Full Text: DOI arXiv
Koike, Takaaki; Kato, Shogo; Hofert, Marius Measuring non-exchangeable tail dependence using tail copulas. (English) Zbl 1520.91335 ASTIN Bull. 53, No. 2, 466-487 (2023). MSC: 91G05 62P05 62G32 62H05 PDFBibTeX XMLCite \textit{T. Koike} et al., ASTIN Bull. 53, No. 2, 466--487 (2023; Zbl 1520.91335) Full Text: DOI arXiv
Maillart, Arthur; Robert, Christian Y. Tail index partition-based rules extraction with application to tornado damage insurance. (English) Zbl 1520.91343 ASTIN Bull. 53, No. 2, 258-284 (2023). MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{A. Maillart} and \textit{C. Y. Robert}, ASTIN Bull. 53, No. 2, 258--284 (2023; Zbl 1520.91343) Full Text: DOI
McCulloch, Charles E.; Neuhaus, John M. Improving predictions when interest focuses on extreme random effects. (English) Zbl 1514.62250 J. Am. Stat. Assoc. 118, No. 541, 504-513 (2023); correction ibid. 117, No. 538, 1043 (2022). MSC: 62P10 62G32 PDFBibTeX XMLCite \textit{C. E. McCulloch} and \textit{J. M. Neuhaus}, J. Am. Stat. Assoc. 118, No. 541, 504--513 (2023; Zbl 1514.62250) Full Text: DOI
Wang, Yingjie; Liu, Xinsheng Extreme quantile regression for tail single-index varying-coefficient models. (English) Zbl 07702541 Commun. Stat., Theory Methods 52, No. 9, 2860-2881 (2023). MSC: 62G05 62G08 62G32 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{X. Liu}, Commun. Stat., Theory Methods 52, No. 9, 2860--2881 (2023; Zbl 07702541) Full Text: DOI
Zou, Nan Reweighted madogram-type estimator of Pickands dependence function. (English) Zbl 1524.62225 Stat. Probab. Lett. 195, Article ID 109790, 7 p. (2023). MSC: 62G32 62G05 62H12 62G20 PDFBibTeX XMLCite \textit{N. Zou}, Stat. Probab. Lett. 195, Article ID 109790, 7 p. (2023; Zbl 1524.62225) Full Text: DOI
Aly, Amany E. Predictive inference of dual generalized order statistics from the inverse Weibull distribution. (English) Zbl 07697708 Stat. Pap. 64, No. 1, 139-160 (2023). MSC: 62G30 62G32 60G70 62E20 62F10 62N05 PDFBibTeX XMLCite \textit{A. E. Aly}, Stat. Pap. 64, No. 1, 139--160 (2023; Zbl 07697708) Full Text: DOI OA License
Buriticá, Gloria; Mikosch, Thomas; Wintenberger, Olivier Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference. (English) Zbl 1524.60058 Stochastic Processes Appl. 161, 68-101 (2023). MSC: 60F10 60G10 62G32 62M10 62H30 PDFBibTeX XMLCite \textit{G. Buriticá} et al., Stochastic Processes Appl. 161, 68--101 (2023; Zbl 1524.60058) Full Text: DOI arXiv OA License
Lee, Jongmin; Kim, Joonpyo; Shin, Joonho; Cho, Seongjin; Kim, Seongmin; Lee, Kyoungjae Analysis of wildfires and their extremes via spatial quantile autoregressive model. (English) Zbl 07685225 Extremes 26, No. 2, 353-379 (2023). MSC: 62P12 62G08 62G32 62H11 PDFBibTeX XMLCite \textit{J. Lee} et al., Extremes 26, No. 2, 353--379 (2023; Zbl 07685225) Full Text: DOI
Cisneros, Daniela; Gong, Yan; Yadav, Rishikesh; Hazra, Arnab; Huser, Raphaël A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes. (English) Zbl 07685222 Extremes 26, No. 2, 301-330 (2023). MSC: 62G32 62H11 62J05 62J12 62P12 PDFBibTeX XMLCite \textit{D. Cisneros} et al., Extremes 26, No. 2, 301--330 (2023; Zbl 07685222) Full Text: DOI arXiv
Koh, Jonathan Gradient boosting with extreme-value theory for wildfire prediction. (English) Zbl 07685221 Extremes 26, No. 2, 273-299 (2023). MSC: 62G32 62J99 62P12 PDFBibTeX XMLCite \textit{J. Koh}, Extremes 26, No. 2, 273--299 (2023; Zbl 07685221) Full Text: DOI arXiv OA License
Bouzebda, Salim; Nemouchi, Boutheina Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data. (English) Zbl 07672039 Stat. Inference Stoch. Process. 26, No. 1, 33-88 (2023). MSC: 62G05 62G08 62G20 62G35 62G07 62G32 62G30 62E20 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{B. Nemouchi}, Stat. Inference Stoch. Process. 26, No. 1, 33--88 (2023; Zbl 07672039) Full Text: DOI
Perepelkin, E. E.; Sadovnikov, B. I.; Inozemtseva, N. G.; Korepanova, A. A. Dispersion chain of quantum mechanics equations. (English) Zbl 1521.81072 J. Phys. A, Math. Theor. 56, No. 14, Article ID 145202, 42 p. (2023). MSC: 81Q05 81S30 81U30 35Q83 51J15 62G32 78A40 70H20 35Q61 PDFBibTeX XMLCite \textit{E. E. Perepelkin} et al., J. Phys. A, Math. Theor. 56, No. 14, Article ID 145202, 42 p. (2023; Zbl 1521.81072) Full Text: DOI arXiv
Zhang, Rui; Wang, Haoyun; Xie, Yao Online score statistics for detecting clustered change in network point processes. (English) Zbl 07664894 Sequential Anal. 42, No. 1, 70-89 (2023). MSC: 62L10 62G10 62G32 PDFBibTeX XMLCite \textit{R. Zhang} et al., Sequential Anal. 42, No. 1, 70--89 (2023; Zbl 07664894) Full Text: DOI arXiv
Abdulali, Bashir; Bakar, Mohd Aftar Abu; Ibrahim, Kamarulzaman; Ariff, Noratiqah Mohd The weighted maximum product of spacings for extreme value distributions. (English) Zbl 1524.60102 Int. J. Math. Comput. Sci. 18, No. 2, 179-197 (2023). MSC: 60G70 62F10 62G32 62F35 PDFBibTeX XMLCite \textit{B. Abdulali} et al., Int. J. Math. Comput. Sci. 18, No. 2, 179--197 (2023; Zbl 1524.60102) Full Text: Link
Rychlik, Tomasz; Szymkowiak, Magdalena Conditions for finiteness and bounds on moments of record values from iid continuous life distributions. (English) Zbl 07658860 Extremes 26, No. 1, 83-100 (2023). MSC: 62G32 60E15 PDFBibTeX XMLCite \textit{T. Rychlik} and \textit{M. Szymkowiak}, Extremes 26, No. 1, 83--100 (2023; Zbl 07658860) Full Text: DOI OA License
Ivanoff, B. Gail; Kulik, Rafal; Loukrati, Hicham Correction to: “Integral functionals and the bootstrap for the tail empirical process”. (English) Zbl 07658858 Extremes 26, No. 1, 43 (2023). MSC: 62G32 62G09 62G20 62G30 PDFBibTeX XMLCite \textit{B. G. Ivanoff} et al., Extremes 26, No. 1, 43 (2023; Zbl 07658858) Full Text: DOI
Ivanoff, B. Gail; Kulik, Rafal; Loukrati, Hicham Integral functionals and the bootstrap for the tail empirical process. (English) Zbl 07658857 Extremes 26, No. 1, 1-41 (2023); correction ibid. 26, No. 1, 43 (2023). MSC: 62G32 62G09 62G20 62G30 PDFBibTeX XMLCite \textit{B. G. Ivanoff} et al., Extremes 26, No. 1, 1--41 (2023; Zbl 07658857) Full Text: DOI
Zhang, Lvyun; Chen, Shouquan A class of location invariant estimators for heavy tailed distributions. (English) Zbl 07649647 Commun. Stat., Theory Methods 52, No. 3, 896-917 (2023). MSC: 60G70 62G32 62F12 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{S. Chen}, Commun. Stat., Theory Methods 52, No. 3, 896--917 (2023; Zbl 07649647) Full Text: DOI
Minkah, Richard; de Wet, Tertius; Ghosh, Abhik Robust estimation of Pareto-type tail index through an exponential regression model. (English) Zbl 07649580 Commun. Stat., Theory Methods 52, No. 2, 479-498 (2023). MSC: 62G05 62G32 62G35 PDFBibTeX XMLCite \textit{R. Minkah} et al., Commun. Stat., Theory Methods 52, No. 2, 479--498 (2023; Zbl 07649580) Full Text: DOI HAL
Esna-Ashari, Maryam; Balakrishnan, Narayanaswamy; Alimohammadi, Mahdi HR and RHR orderings of generalized order statistics. (English) Zbl 1506.62294 Metrika 86, No. 1, 131-148 (2023). MSC: 62G30 60E15 62G32 PDFBibTeX XMLCite \textit{M. Esna-Ashari} et al., Metrika 86, No. 1, 131--148 (2023; Zbl 1506.62294) Full Text: DOI
Bousebata, Meryem; Enjolras, Geoffroy; Girard, Stéphane Extreme partial least-squares. (English) Zbl 1520.62040 J. Multivariate Anal. 194, Article ID 105101, 21 p. (2023). MSC: 62G32 62G08 62J02 62H12 62E20 PDFBibTeX XMLCite \textit{M. Bousebata} et al., J. Multivariate Anal. 194, Article ID 105101, 21 p. (2023; Zbl 1520.62040) Full Text: DOI