Zheltikov, A. M. Extreme bandwidths via stochastic self-phase-modulation. (English) Zbl 07921059 Phys. Lett., A 524, Article ID 129804, 6 p. (2024). MSC: 81-XX 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mitic, Peter A credibility framework for extreme value-at-risk. (English) Zbl 07920022 Math. Comput. Sci. 18, No. 2, Paper No. 6, 21 p. (2024). MSC: 68-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Akbash, Kateryna; Doronina, Natalia; Matsak, Ivan On the asymptotic properties of extreme values of discrete random variables. (English) Zbl 07913941 Stat. Probab. Lett. 214, Article ID 110224, 8 p. (2024). MSC: 60G70 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Nolan, John P. Modeling multivariate extremes. (English) Zbl 07912702 Wiley Interdiscip. Rev., WIREs Comput. Stat. 16, No. 2, Article ID e1652, 12 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Borovkov, A. A.; Prokopenko, E. I. On limit theorems for the distribution of the maximal element in a sequence of random variables. (English. Russian original) Zbl 07898575 Theory Probab. Appl. 69, No. 2, 186-204 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 233-255 (2024). MSC: 60F05 60G10 60J10 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Balakrishnan, Narayanaswamy; Stepanov, Alexei Asymptotic properties of extrema of moving sums of independent non-identically distributed variables. (English) Zbl 07897526 Math. Methods Stat. 33, No. 2, 198-210 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Davydov, Youri; Rotar, Vladimir The distribution of argmaximum or a winner problem. (English) Zbl 07888225 Stat. Probab. Lett. 211, Article ID 110152, 6 p. (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60F17 60G15 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Jiajun; Shushi, Tomer Asymptotics of the loss-based tail risk measures in the presence of extreme risks. (English) Zbl 1537.91262 Eur. Actuar. J. 14, No. 1, 205-224 (2024). MSC: 91G05 91G70 60G70 41A60 × Cite Format Result Cite Review PDF Full Text: DOI
Zheltikov, A. M. Wait time to stochastic self-focusing. (English) Zbl 07856687 Phys. Lett., A 505, Article ID 129432, 7 p. (2024). MSC: 81-XX 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
Barakat, H. M.; Semida, A. A.; Harpy, M. H. Asymptotic maxima of folded distributions with application to the multivariate extreme theory. (English) Zbl 1536.62055 J. Comput. Appl. Math. 443, Article ID 115765, 13 p. (2024). MSC: 62G30 62E20 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Johnson, Oliver Information-theoretic convergence of extreme values to the Gumbel distribution. (English) Zbl 07808669 J. Appl. Probab. 61, No. 1, 244-254 (2024). MSC: 62Exx 62B10 94A15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Akbash, Kateryna; Doronina, Natalia; Matsak, Ivan On extreme values of the queue length in some queuing systems. (English) Zbl 1532.60108 Georgian Math. J. 31, No. 1, 1-16 (2024). MSC: 60G70 60K25 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Feng; Chen, Hanshuang Extremal statistics for a one-dimensional Brownian motion with a reflective boundary. (English) Zbl 07791884 Physica A 633, Article ID 129389, 15 p. (2024). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gomes, M. Ivette; Figueiredo, Fernanda; Henriques-Rodrigues, Lígia Reliable alternative ways to manage the risk of extreme events. (English) Zbl 07923476 Kitsos, Christos P. (ed.) et al., Statistical modelling and risk analysis. Selected contributions from the 9th international conference, ICRA9, Perugia, Italy, May 25–27, 2022. Cham: Springer. Springer Proc. Math. Stat. 430, 91-105 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Cordeiro, Clara; Gomes, Dora P.; Neves, M. Manuela Time series procedures to improve extreme quantile estimation. (English) Zbl 07923474 Kitsos, Christos P. (ed.) et al., Statistical modelling and risk analysis. Selected contributions from the 9th international conference, ICRA9, Perugia, Italy, May 25–27, 2022. Cham: Springer. Springer Proc. Math. Stat. 430, 69-80 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Einmahl, John H. J.; He, Yi Extreme value estimation for heterogeneous data. (English) Zbl 07896304 J. Bus. Econ. Stat. 41, No. 1, 255-269 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Valiquette, Samuel; Toulemonde, Gwladys; Peyhardi, Jean; Marchand, Éric; Mortier, Frédéric Asymptotic tail properties of Poisson mixture distributions. (English) Zbl 07858746 Stat 12, No. 1, Paper No. e622, 12 p. (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Croydon, David A.; Fukushima, Ryoki; Junk, Stefan Extremal regime for one-dimensional Mott variable-range hopping. (Régime extrémal pour la marche aléatoire de Mott en dimension un.) (English. French summary) Zbl 1536.60095 Ann. Henri Lebesgue 6, 1169-1211 (2023). Reviewer: Janosch Ortmann (Montréal) MSC: 60K37 60F17 60G70 60J27 82D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Andreou, Panayiotis C.; Anyfantaki, Sofia; Maasoumi, Esfandiar; Sala, Carlo Extremal quantiles and stock price crashes. (English) Zbl 07773933 Econom. Rev. 42, No. 9-10, 703-724 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
Borovkov, A. A. On the asymptotic approach to the change-point problem and exponential convergence rate in the ergodic theorem for Markov chains. (English. Russian original) Zbl 1529.60048 Theory Probab. Appl. 68, No. 3, 370-391 (2023); translation from Teor. Veroyatn. Primen. 68, No. 3, 456-482 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J10 60G50 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Lillo, Fabrizio; Livieri, Giulia; Marmi, Stefano; Solomko, Anton; Vaienti, Sandro Unimodal maps perturbed by heteroscedastic noise: an application to financial systems. (Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems.) (English) Zbl 1527.91176 J. Stat. Phys. 190, No. 10, Paper No. 156, 34 p. (2023). MSC: 91G45 60F05 60F10 60J20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Lebedev, A. V. On complexification of max-stable distributions. (English. Russian original) Zbl 1535.60030 Mosc. Univ. Math. Bull. 78, No. 3, 105-111 (2023); translation from Vestn. Mosk. Univ., Ser. I 78, No. 3, 3-8 (2023). MSC: 60E07 60F05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Ardakani, Omid M. Capturing information in extreme events. (English) Zbl 1521.91341 Econ. Lett. 231, Article ID 111301, 5 p. (2023). MSC: 91G15 94A15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Lawley, Sean D.; Johnson, Joshua Slowest first passage times, redundancy, and menopause timing. (English) Zbl 1515.92029 J. Math. Biol. 86, No. 6, Paper No. 90, 53 p. (2023). MSC: 92C30 60J70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Rodionov, I. V.; Zhukovskii, M. E. The distribution of the maximum number of common neighbors in the random graph. (English) Zbl 1498.05244 Eur. J. Comb. 107, Article ID 103602, 17 p. (2023). MSC: 05C80 05C35 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Courgeau, Valentin; Veraart, Almut E. D. Asymptotic theory for the inference of the latent trawl model for extreme values. (English) Zbl 07674516 Scand. J. Stat. 49, No. 4, 1448-1495 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Khaled, Osama Mohareb; Barakat, Haroon Mohamed; Khalil Rakha, Nourhan Improved inference for the generalized Pareto distribution under linear, power and exponential normalization. (English) Zbl 07655864 Kybernetika 58, No. 6, 883-902 (2022). Reviewer: Thorsten Dickhaus (Bremen) MSC: 62F10 62G32 62E20 62F03 × Cite Format Result Cite Review PDF Full Text: DOI
Leonetti, Paolo; Chokami, Amir Khorrami The maximum domain of attraction of multivariate extreme value distributions is small. (English) Zbl 1511.60077 Electron. Commun. Probab. 27, Paper No. 60, 8 p. (2022). MSC: 60G70 60B10 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ling, Chengxiu; Liu, Jiajun Extremes for a general contagion risk measure. (English) Zbl 1505.91407 Eur. Actuar. J. 12, No. 2, 579-605 (2022). MSC: 91G45 91G70 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Boonradsamee, Jutamas; Jaroengeratikun, Uraiwan; Bodhisuwan, Winai An optimal threshod selection approach for the value at risk of the extreme events. (English) Zbl 07638165 Lobachevskii J. Math. 43, No. 9, 2397-2410 (2022). MSC: 62Gxx 47Hxx 62Exx × Cite Format Result Cite Review PDF Full Text: DOI
Tishby, Ido; Biham, Ofer; Katzav, Eytan Analytical results for the distribution of first-passage times of random walks on random regular graphs. (English) Zbl 1539.05146 J. Stat. Mech. Theory Exp. 2022, No. 11, Article ID 113403, 33 p. (2022). MSC: 05C81 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
De Bruyne, Benjamin; Bénichou, Olivier; Majumdar, Satya N.; Schehr, Grégory Statistics of the maximum and the convex hull of a Brownian motion in confined geometries. (English) Zbl 1507.60104 J. Phys. A, Math. Theor. 55, No. 14, Article ID 144002, 17 p. (2022). MSC: 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bailey, E. C.; Keating, J. P. Maxima of log-correlated fields: some recent developments. (English) Zbl 1505.15037 J. Phys. A, Math. Theor. 55, No. 5, Article ID 053001, 76 p. (2022). MSC: 15B52 11M50 60B20 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Tishby, Ido; Biham, Ofer; Katzav, Eytan Analytical results for the distribution of cover times of random walks on random regular graphs. (English) Zbl 1499.82012 J. Phys. A, Math. Theor. 55, No. 1, Article ID 015003, 43 p. (2022). MSC: 82B20 05C80 05C81 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Keita, Kolé; Okou, Gueï Cyrille; N’dri, Aubin Yao; Hili, Ouagnina Estimation quantiles of the Gumbel distribution based on the Hellinger distance: application of data from L’Ardières station of Beaujeu (Rhône department). (English) Zbl 1524.62222 Far East J. Theor. Stat. 65, 71-95 (2022). MSC: 62G32 60G10 62P12 62G07 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Miljkovic, Tatjana; Causey, Ryan; Jovanović, Milan Assessing the performance of confidence intervals for high quantiles of Burr XII and inverse Burr mixtures. (English) Zbl 07584572 Commun. Stat., Simulation Comput. 51, No. 8, 4677-4699 (2022). MSC: 62F25 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Belzile, Léo R.; Davison, Anthony C. Improved inference on risk measures for univariate extremes. (English) Zbl 1498.62096 Ann. Appl. Stat. 16, No. 3, 1524-1549 (2022). MSC: 62G32 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Arian, Hamid; Moghimi, Mehrdad; Tabatabaei, Ehsan; Zamani, Shiva Encoded value-at-risk: a machine learning approach for portfolio risk measurement. (English) Zbl 1540.91097 Math. Comput. Simul. 202, 500-525 (2022). MSC: 91G70 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gomes, M. Ivette; Henriques-Rodrigues, Lígia; Pestana, Dinis Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation. (English) Zbl 07557991 J. Stat. Theory Pract. 16, No. 3, Paper No. 37, 17 p. (2022). MSC: 62Gxx 65Cxx 62Exx × Cite Format Result Cite Review PDF Full Text: DOI
Akhtyamov, P. I.; Rodionov, I. V. On estimation of the scale and location parameters of distribution tails. (English. Russian original) Zbl 07537762 J. Math. Sci., New York 262, No. 4, 406-424 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 25-49 (2020). MSC: 62Gxx 62Fxx 60Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Čekanavičius, V.; Novak, S. Y. Compound Poisson approximation. (English) Zbl 1489.60029 Probab. Surv. 19, 271-350 (2022). Reviewer: Taizhong Hu (Hefei) MSC: 60E15 60F05 60G50 60G51 60G55 60G70 62E17 62E20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Piterbarg, V. I.; Scherbakova, Yu. A. On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem. (English. Russian original) Zbl 1491.60031 Theory Probab. Appl. 67, No. 1, 44-61 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 57-80 (2022). MSC: 60E05 62E20 62G32 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Shen, Jinqi; Stoev, Stilian; Hsing, Tailen Tangent fields, intrinsic stationarity, and self similarity. (English) Zbl 1507.60043 Electron. J. Probab. 27, Paper No. 34, 56 p. (2022). Reviewer: Alexander Lindner (Ulm) MSC: 60G10 60G12 60G18 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Krizmanić, Danijel Maxima of linear processes with heavy-tailed innovations and random coefficients. (English) Zbl 1487.60070 J. Time Ser. Anal. 43, No. 2, 238-262 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F17 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Oesting, Marco; Strokorb, Kirstin A comparative tour through the simulation algorithms for max-stable processes. (English) Zbl 07474197 Stat. Sci. 37, No. 1, 42-63 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI
Zarfaty, Lior; Barkai, Eli; Kessler, David A. Accurately approximating extreme value statistics. (English) Zbl 1520.62042 J. Phys. A, Math. Theor. 54, No. 31, Article ID 315205, 22 p. (2021). MSC: 62G32 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bingham, Nick H.; Ostaszewski, Adam J. Extremes and regular variation. (English) Zbl 1496.60055 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 121-137 (2021). MSC: 60G70 60-02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher Permutation bootstrap and the block maxima method. (English) Zbl 1489.62156 Commun. Stat., Simulation Comput. 50, No. 1, 295-311 (2021). MSC: 62G32 62G09 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Correa, José; Pizarro, Dana; Verdugo, Victor Optimal revenue guarantees for pricing in large markets. (English) Zbl 1491.91078 Caragiannis, Ioannis (ed.) et al., Algorithmic game theory. 14th international symposium, SAGT 2021, Aarhus, Denmark, September 21–24, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12885, 221-235 (2021). MSC: 91B24 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Diawara, Daouda; Kane, Ladji; Dembele, Soumaila; Lo, Gane Samb Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance. (English. French summary) Zbl 1485.62145 Afr. Stat. 16, No. 3, 2883-2909 (2021). MSC: 62P05 60G70 62G32 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Ferger, D. On the locations of maxima and minima in a sequence of exchangeable random variables. (English) Zbl 1489.60093 Theory Probab. Math. Stat. 105, 35-50 (2021). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 62E15 × Cite Format Result Cite Review PDF Full Text: DOI
Matsak, Ivan K. On the extreme values of \(M/M/m\) queueing systems. (English) Zbl 1483.60138 Georgian Math. J. 28, No. 6, 917-924 (2021). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 60F15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Battey, H. S. A note on the analytic approximation of exceedance probabilities in heterogeneous populations. (English) Zbl 1478.62105 Stat. Probab. Lett. 179, Article ID 109215, 7 p. (2021). MSC: 62G30 60E05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kogut, N. S.; Rodionov, I. V. On tests for distinguishing distribution tails. (English. Russian original) Zbl 1476.62080 Theory Probab. Appl. 66, No. 3, 348-363 (2021); translation from Teor. Veroyatn. Primen. 66, No. 3, 433-453 (2021). MSC: 62G10 62G32 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Buchmann, Boris; Ferreira, Ana; Maller, Ross A. Convergence of extreme values of Poisson point processes at small times. (English) Zbl 1473.60080 Extremes 24, No. 3, 501-529 (2021). MSC: 60G55 60F05 60G51 60G70 62G30 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Taloni, Alessandro; Zapperi, Stefano Extreme value theory and the St. Petersburg paradox in the failure statistics of wires. (English) Zbl 1539.74535 J. Stat. Mech. Theory Exp. 2021, No. 5, Article ID 053401, 9 p. (2021). MSC: 74S60 74R10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nong, Quynh Van; Ng, Chi Tim Clustering of subsample means based on pairwise L1 regularized empirical likelihood. (English) Zbl 1471.62430 Ann. Inst. Stat. Math. 73, No. 1, 135-174 (2021). MSC: 62J15 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Bobbia, Benjamin; Dombry, Clément; Varron, Davit The coupling method in extreme value theory. (English) Zbl 1497.62116 Bernoulli 27, No. 3, 1824-1850 (2021). Reviewer: Jaromír Antoch (Praha) MSC: 62G32 62G08 60F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ji, Liuyan; Tan, Ken Seng; Yang, Fan Tail dependence and heavy tailedness in extreme risks. (English) Zbl 1467.91142 Insur. Math. Econ. 99, 282-293 (2021). MSC: 91G05 62P05 62H05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chen, Wanfang; Castruccio, Stefano; Genton, Marc G. Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes. (English) Zbl 1466.62448 Extremes 24, No. 2, 267-292 (2021). MSC: 62P30 62H30 62G32 62M30 62M40 60F10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kartsioukas, Rafail; Gao, Zheng; Stoev, Stilian On the rate of concentration of maxima in Gaussian arrays. (English) Zbl 1466.62321 Extremes 24, No. 1, 37-65 (2021). MSC: 62G32 62G20 62G10 62H15 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mailler, Cécile; Mörters, Peter; Senkevich, Anna Competing growth processes with random growth rates and random birth times. (English) Zbl 1469.60278 Stochastic Processes Appl. 135, 183-226 (2021). MSC: 60J85 92C99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Godrèche, Claude Condensation and extremes for a fluctuating number of independent random variables. (English) Zbl 1462.82077 J. Stat. Phys. 182, No. 1, Paper No. 13, 56 p. (2021). MSC: 82D30 82C05 82C31 82C44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barrera, Gerardo Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes. (English) Zbl 1466.60073 Stat. Probab. Lett. 168, Article ID 108954, 7 p. (2021). MSC: 60G15 60G52 60G70 62E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ueda, Yuki Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution. (English) Zbl 1472.46070 Bernoulli 27, No. 1, 502-531 (2021). MSC: 46L54 60F05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Polson, Michael; Sokolov, Vadim Deep learning for energy markets. (English) Zbl 07885133 Appl. Stoch. Models Bus. Ind. 36, No. 1, 195-209 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nagaraja, Chaitra H.; Nagaraja, Haikady N. Distribution-free approximate methods for constructing confidence intervals for quantiles. (English) Zbl 07776779 Int. Stat. Rev. 88, No. 1, 75-100 (2020). MSC: 62Gxx 62Fxx 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Eliazar, Iddo; Reuveni, Shlomi Mean-performance of sharp restart. I: Statistical roadmap. (English) Zbl 1519.60076 J. Phys. A, Math. Theor. 53, No. 40, Article ID 405004, 23 p. (2020). MSC: 60J60 60K35 82C31 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Solibakke, Per Bjarte Stochastic volatility models predictive relevance for equity markets. (English) Zbl 07617291 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis. Selected contributions from the sixth international conference, ITISE 2019, Granada, Spain, September 2019. Cham: Springer. Contrib. Stat., 125-143 (2020). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Gomes, M. Ivette; Caeiro, Frederico; Figueiredo, Fernanda; Henriques-Rodrigues, Lgia; Pestana, Dinis Corrected-Hill versus partially reduced-bias value-at-risk estimation. (English) Zbl 07552629 Commun. Stat., Simulation Comput. 49, No. 4, 867-885 (2020). MSC: 62G32 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Bhati, Deepesh A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail. (English) Zbl 1485.62056 J. Korean Stat. Soc. 49, No. 3, 841-862 (2020). MSC: 62G10 60F05 62G32 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Penalva, Helena; Gomes, M. Ivette; Caeiro, Frederico; Neves, M. Manuela Lehmer’s mean-of-order-\(p\) extreme value index estimation: a simulation study and applications. (English) Zbl 1521.62442 J. Appl. Stat. 47, No. 13-15, 2825-2845 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gomes, M. Ivette; Caeiro, Frederico; Figueiredo, Fernanda; Henriques-Rodrigues, Lígia; Pestana, Dinis Reduced-bias and partially reduced-bias mean-of-order-\(p\) value-at-risk estimation: a Monte-Carlo comparison and an application. (English) Zbl 07480154 J. Stat. Comput. Simulation 90, No. 10, 1735-1752 (2020). MSC: 62G32 65C05 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Balkema, Guus; Nolde, Natalia Samples with a limit shape, multivariate extremes, and risk. (English) Zbl 1473.60085 Adv. Appl. Probab. 52, No. 2, 491-522 (2020). Reviewer: Edward Omey (Brussel) MSC: 60G70 60E05 26A12 60F99 60D05 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Godrèche, Claude; Luck, Jean-Marc Records for the moving average of a time series. (English) Zbl 1459.62169 J. Stat. Mech. Theory Exp. 2020, No. 2, Article ID 023201, 44 p. (2020). MSC: 62M10 62G32 62G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Calafat, Francisco M.; Marcos, Marta Probabilistic reanalysis of storm surge extremes in Europe. (English) Zbl 1456.86002 Proc. Natl. Acad. Sci. USA 117, No. 4, 1877-1883 (2020). MSC: 86A05 86A08 62F15 62G32 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Isaev, M.; Rodionov, I. V.; Zhang, R.-R.; Zhukovskii, M. E. Extreme value theory for triangular arrays of dependent random variables. (English. Russian original) Zbl 1458.05240 Russ. Math. Surv. 75, No. 5, 968-970 (2020); translation from Usp. Mat. Nauk 75, No. 5, 193-194 (2020). MSC: 05C80 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality. (English) Zbl 1464.62384 J. Econom. 218, No. 2, 633-654 (2020). MSC: 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Matsak, I. K. A limit theorem for extreme values of discrete random variables and its applications. (English. Ukrainian original) Zbl 1455.60049 Theory Probab. Math. Stat. 101, 217-231 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 189-202 (2019). MSC: 60F15 60G70 60K25 60J80 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Qingwei; Xia, Aihua On moderate deviations in Poisson approximation. (English) Zbl 1452.60020 J. Appl. Probab. 57, No. 3, 1005-1027 (2020). MSC: 60F05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ottolini, Andrea Oscillations for order statistics of some discrete processes. (English) Zbl 1457.60019 J. Appl. Probab. 57, No. 3, 703-719 (2020). MSC: 60C05 60G70 62G30 60F99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Zaoli; Samorodnitsky, Gennady Extreme value theory for long-range-dependent stable random fields. (English) Zbl 1477.60079 J. Theor. Probab. 33, No. 4, 1894-1918 (2020). Reviewer: Edward Omey (Brussel) MSC: 60G60 60G70 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Smirnov, Veniamin; Ma, Zhuanzhuan; Volchenkov, Dimitri Invited article by M. Gidea: Extreme events and emergency scales. (English) Zbl 1451.62048 Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105350, 19 p. (2020). MSC: 62G32 62M10 62P20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Zheng; Stoev, Stilian Fundamental limits of exact support recovery in high dimensions. (English) Zbl 1473.62187 Bernoulli 26, No. 4, 2605-2638 (2020). MSC: 62H15 62F10 62F12 62C20 60G35 60G70 60F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kusumoto, Hideaki; Takeuchi, Atsushi Remark on rates of convergence to extreme value distributions via the Stein equations. (English) Zbl 1467.60038 Extremes 23, No. 3, 411-423 (2020). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60F05 60F99 × Cite Format Result Cite Review PDF Full Text: DOI
Caby, Theophile; Mantica, Giorgio Extreme value theory of evolving phenomena in complex dynamical systems: firing cascades in a model of a neural network. (English) Zbl 1448.37116 Chaos 30, No. 4, 043118, 14 p. (2020). Reviewer: Andreas Wichert (Lisboa) MSC: 37N25 37M10 60G70 92B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gardes, Laurent; Guillou, Armelle; Roman, Claire Estimation of extreme conditional quantiles under a general tail-first-order condition. (English) Zbl 1446.62118 Ann. Inst. Stat. Math. 72, No. 4, 915-943 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G08 62G32 62P35 86A15 62N05 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Boutahar, Mohamed; Kchaou, Imen; Reboul, Laurence Estimation of Pickands dependence function of bivariate extremes under mixing conditions. (English) Zbl 1443.62127 Lith. Math. J. 60, No. 2, 129-146 (2020). MSC: 62G32 62G10 62G07 62G20 62H05 62E20 60G10 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Majumdar, Satya N.; Pal, Arnab; Schehr, Grégory Extreme value statistics of correlated random variables: a pedagogical review. (English) Zbl 1441.62115 Phys. Rep. 840, 1-32 (2020). MSC: 62G32 62H20 62M10 62P35 60G70 60G60 62-02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Disser, Yann; Fearnley, John; Gairing, Martin; Göbel, Oliver; Klimm, Max; Schmand, Daniel; Skopalik, Alexander; Tönnis, Andreas Hiring secretaries over time: the benefit of concurrent employment. (English) Zbl 1444.60032 Math. Oper. Res. 45, No. 1, 323-352 (2020). MSC: 60G40 62L15 68W27 68W40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Oliveira, José V. jun.; Cribari-Neto, Francisco; Nobre, Juvêncio S. Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model. (English) Zbl 07194297 J. Stat. Comput. Simulation 90, No. 3, 515-549 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ng, Chi Tim; Lee, Woojoo; Lee, Youngjo Logical and test consistency in pairwise multiple comparisons. (English) Zbl 1437.62093 J. Stat. Plann. Inference 206, 145-162 (2020). MSC: 62F03 62F12 62F35 62J15 × Cite Format Result Cite Review PDF Full Text: DOI