Maller, Ross; Resnick, Sidney Extremes of censored and uncensored lifetimes in survival data. (English) Zbl 1493.62560 Extremes 25, No. 2, 331-361 (2022). MSC: 62N01 62N02 62N03 62E10 62E15 62E20 62F03 62F05 62F12 62G32 PDFBibTeX XMLCite \textit{R. Maller} and \textit{S. Resnick}, Extremes 25, No. 2, 331--361 (2022; Zbl 1493.62560) Full Text: DOI arXiv
Drees, Holger; Janßen, Anja; Resnick, Sidney I.; Wang, Tiandong On a minimum distance procedure for threshold selection in tail analysis. (English) Zbl 1484.62057 SIAM J. Math. Data Sci. 2, No. 1, 75-102 (2020). MSC: 62G32 60G70 62E20 60G15 62G30 05C80 PDFBibTeX XMLCite \textit{H. Drees} et al., SIAM J. Math. Data Sci. 2, No. 1, 75--102 (2020; Zbl 1484.62057) Full Text: DOI arXiv
Das, Bikramjit; Resnick, Sidney I. Hidden regular variation under full and strong asymptotic dependence. (English) Zbl 1381.28005 Extremes 20, No. 4, 873-904 (2017). MSC: 28A33 60G70 62G05 62G32 PDFBibTeX XMLCite \textit{B. Das} and \textit{S. I. Resnick}, Extremes 20, No. 4, 873--904 (2017; Zbl 1381.28005) Full Text: DOI arXiv
Larsson, Martin; Resnick, Sidney I. Extremal dependence measure and extremogram: the regularly varying case. (English) Zbl 1329.60153 Extremes 15, No. 2, 231-256 (2012). MSC: 60G70 60F05 60G10 62M10 PDFBibTeX XMLCite \textit{M. Larsson} and \textit{S. I. Resnick}, Extremes 15, No. 2, 231--256 (2012; Zbl 1329.60153) Full Text: DOI
López-Oliveros, Luis; Resnick, Sidney I. Extremal dependence analysis of network sessions. (English) Zbl 1329.62234 Extremes 14, No. 1, 1-28 (2011). MSC: 62G32 62P30 PDFBibTeX XMLCite \textit{L. López-Oliveros} and \textit{S. I. Resnick}, Extremes 14, No. 1, 1--28 (2011; Zbl 1329.62234) Full Text: DOI arXiv
Das, B.; Resnick, S. I. QQ plots, random sets and data from a heavy tailed distribution. (English) Zbl 1136.62007 Stoch. Models 24, No. 1, 103-132 (2008). MSC: 62A09 60D05 60F05 PDFBibTeX XMLCite \textit{B. Das} and \textit{S. I. Resnick}, Stoch. Models 24, No. 1, 103--132 (2008; Zbl 1136.62007) Full Text: DOI arXiv
Heffernan, Janet; Resnick, Sidney Hidden regular variation and the rank transform. (English) Zbl 1073.60057 Adv. Appl. Probab. 37, No. 2, 393-414 (2005). MSC: 60G70 62H05 62H20 60E05 PDFBibTeX XMLCite \textit{J. Heffernan} and \textit{S. Resnick}, Adv. Appl. Probab. 37, No. 2, 393--414 (2005; Zbl 1073.60057) Full Text: DOI
Resnick, Sidney; Rootzén, Holger Self-similar communication models and very heavy tails. (English) Zbl 1083.60521 Ann. Appl. Probab. 10, No. 3, 753-778 (2000). MSC: 60K25 60F05 60F10 60F17 60G18 68U35 94C99 PDFBibTeX XMLCite \textit{S. Resnick} and \textit{H. Rootzén}, Ann. Appl. Probab. 10, No. 3, 753--778 (2000; Zbl 1083.60521) Full Text: DOI Euclid
Drees, Holger; de Haan, Laurens; Resnick, Sidney How to make a Hill plot. (English) Zbl 1106.62333 Ann. Stat. 28, No. 1, 254-274 (2000). MSC: 62G32 62G05 62G30 PDFBibTeX XMLCite \textit{H. Drees} et al., Ann. Stat. 28, No. 1, 254--274 (2000; Zbl 1106.62333) Full Text: DOI Euclid
Embrechts, Paul; Resnick, Sidney I.; Samorodnitsky, Gennady Extreme value theory as a risk management tool. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). (English) Zbl 1082.91530 N. Am. Actuar. J. 3, No. 2, 30-41 (1999). MSC: 91B30 62G32 62P05 PDFBibTeX XMLCite \textit{P. Embrechts} et al., N. Am. Actuar. J. 3, No. 2, 30--41 (1999; Zbl 1082.91530) Full Text: DOI