Einmahl, John H. J.; He, Yi Extreme value inference for heterogeneous power law data. (English) Zbl 07732750 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 07732750) Full Text: DOI Link
Röttger, Frank; Engelke, Sebastian; Zwiernik, Piotr Total positivity in multivariate extremes. (English) Zbl 07732736 Ann. Stat. 51, No. 3, 962-1004 (2023). MSC: 62H22 60G70 15B48 PDFBibTeX XMLCite \textit{F. Röttger} et al., Ann. Stat. 51, No. 3, 962--1004 (2023; Zbl 07732736) Full Text: DOI arXiv Link
Bücher, Axel; Zanger, Leandra On the disjoint and sliding block maxima method for piecewise stationary time series. (English) Zbl 07714172 Ann. Stat. 51, No. 2, 573-598 (2023). MSC: 62G32 60G70 62F12 62P12 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{L. Zanger}, Ann. Stat. 51, No. 2, 573--598 (2023; Zbl 07714172) Full Text: DOI arXiv
Padoan, Simone A.; Rizzelli, Stefano Consistency of Bayesian inference for multivariate max-stable distributions. (English) Zbl 07547939 Ann. Stat. 50, No. 3, 1490-1518 (2022). MSC: 62G20 62G32 60G70 62C10 PDFBibTeX XMLCite \textit{S. A. Padoan} and \textit{S. Rizzelli}, Ann. Stat. 50, No. 3, 1490--1518 (2022; Zbl 07547939) Full Text: DOI arXiv
Einmahl, John H. J.; Ferreira, Ana; De Haan, Laurens; Neves, Cláudia; Zhou, Chen Spatial dependence and space-time trend in extreme events. (English) Zbl 1486.62139 Ann. Stat. 50, No. 1, 30-52 (2022). MSC: 62G32 62G10 62G20 60F17 60G70 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., Ann. Stat. 50, No. 1, 30--52 (2022; Zbl 1486.62139) Full Text: DOI arXiv
Einmahl, John H. J.; Segers, Johan Empirical tail copulas for functional data. (English) Zbl 1486.62140 Ann. Stat. 49, No. 5, 2672-2696 (2021). MSC: 62G32 62H05 62G05 62G20 62G30 62R10 60F17 60G70 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} and \textit{J. Segers}, Ann. Stat. 49, No. 5, 2672--2696 (2021; Zbl 1486.62140) Full Text: DOI arXiv Link
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
Gnecco, Nicola; Meinshausen, Nicolai; Peters, Jonas; Engelke, Sebastian Causal discovery in heavy-tailed models. (English) Zbl 1475.62130 Ann. Stat. 49, No. 3, 1755-1778 (2021). MSC: 62G05 62G08 62G32 PDFBibTeX XMLCite \textit{N. Gnecco} et al., Ann. Stat. 49, No. 3, 1755--1778 (2021; Zbl 1475.62130) Full Text: DOI arXiv
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
Fougères, Anne-Laure; de Haan, Laurens; Mercadier, Cécile Bias correction in multivariate extremes. (English) Zbl 1312.62061 Ann. Stat. 43, No. 2, 903-934 (2015). MSC: 62G32 62H12 62G05 62G20 60F05 60G70 PDFBibTeX XMLCite \textit{A.-L. Fougères} et al., Ann. Stat. 43, No. 2, 903--934 (2015; Zbl 1312.62061) Full Text: DOI arXiv Euclid
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; Laeven, Roger J. A. Asymptotically distribution-free goodness-of-fit testing for tail copulas. (English) Zbl 1312.62072 Ann. Stat. 43, No. 2, 878-902 (2015). MSC: 62H15 62G10 62G20 62G32 62F03 PDFBibTeX XMLCite \textit{S. U. Can} et al., Ann. Stat. 43, No. 2, 878--902 (2015; Zbl 1312.62072) Full Text: DOI arXiv Euclid
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
Bücher, Axel; Dette, Holger; Volgushev, Stanislav New estimators of the Pickands dependence function and a test for extreme-value dependence. (English) Zbl 1306.62087 Ann. Stat. 39, No. 4, 1963-2006 (2011). MSC: 62G05 62G32 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., Ann. Stat. 39, No. 4, 1963--2006 (2011; Zbl 1306.62087) Full Text: DOI arXiv
Drees, Holger; Rootzén, Holger Limit theorems for empirical processes of cluster functionals. (English) Zbl 1210.62051 Ann. Stat. 38, No. 4, 2145-2186 (2010); correction ibid. 44, No. 3, 1360-1361 (2016). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G32 60G70 60F17 62G30 60F05 PDFBibTeX XMLCite \textit{H. Drees} and \textit{H. Rootzén}, Ann. Stat. 38, No. 4, 2145--2186 (2010; Zbl 1210.62051) Full Text: DOI arXiv
Genest, Christian; Segers, Johan Rank-based inference for bivariate extreme-value copulas. (English) Zbl 1173.62013 Ann. Stat. 37, No. 5B, 2990-3022 (2009). MSC: 62G05 62G32 62G20 65C05 PDFBibTeX XMLCite \textit{C. Genest} and \textit{J. Segers}, Ann. Stat. 37, No. 5B, 2990--3022 (2009; Zbl 1173.62013) Full Text: DOI arXiv
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
Zhang, Zhengjun Quotient correlation: a sample based alternative to Pearson’s correlation. (English) Zbl 1133.62041 Ann. Stat. 36, No. 2, 1007-1030 (2008). MSC: 62H20 62E20 62G10 62G20 62G32 60F15 PDFBibTeX XMLCite \textit{Z. Zhang}, Ann. Stat. 36, No. 2, 1007--1030 (2008; Zbl 1133.62041) Full Text: DOI arXiv
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
Einmahl, John H. J.; de Haan, Laurens; Piterbarg, Vladimir I. Nonparametric estimation of the spectral measure of an extreme value distribution. (English) Zbl 1043.62046 Ann. Stat. 29, No. 5, 1401-1423 (2001). MSC: 62G32 62G05 62G20 60F15 60G70 62G30 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., Ann. Stat. 29, No. 5, 1401--1423 (2001; Zbl 1043.62046) Full Text: DOI
de Haan, Laurens; Sinha, Ashoke Kumar Estimating the probability of a rare event. (English) Zbl 1105.62344 Ann. Stat. 27, No. 2, 732-759 (1999). MSC: 62G32 62G15 62N99 62H99 PDFBibTeX XMLCite \textit{L. de Haan} and \textit{A. K. Sinha}, Ann. Stat. 27, No. 2, 732--759 (1999; Zbl 1105.62344) Full Text: DOI Euclid