Cabral, Ivanilda; Caeiro, Frederico; Gomes, M. Ivette On the comparison of several classical estimators of the extreme value index. (English) Zbl 07532266 Commun. Stat., Theory Methods 51, No. 1, 179-196 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Cabral} et al., Commun. Stat., Theory Methods 51, No. 1, 179--196 (2022; Zbl 07532266) Full Text: DOI OpenURL
Padoan, Simone A.; Stupfler, Gilles Joint inference on extreme expectiles for multivariate heavy-tailed distributions. (English) Zbl 07526574 Bernoulli 28, No. 2, 1021-1048 (2022). MSC: 62Gxx 62Pxx 62Hxx PDF BibTeX XML Cite \textit{S. A. Padoan} and \textit{G. Stupfler}, Bernoulli 28, No. 2, 1021--1048 (2022; Zbl 07526574) Full Text: DOI Link OpenURL
Ben Khadher, Fatma; Slaoui, Yousri The stochastic approximation method for recursive kernel estimation of the conditional extreme value index. (English) Zbl 07524148 J. Stat. Theory Pract. 16, No. 2, Paper No. 23, 31 p. (2022). MSC: 62Gxx 62Lxx 62Exx PDF BibTeX XML Cite \textit{F. Ben Khadher} and \textit{Y. Slaoui}, J. Stat. Theory Pract. 16, No. 2, Paper No. 23, 31 p. (2022; Zbl 07524148) Full Text: DOI OpenURL
Gudan, Jovita; Račkauskas, Alfredas; Suquet, Charles Testing mean changes by maximal ratio statistics. (English) Zbl 07523471 Extremes 25, No. 2, 257-298 (2022). MSC: 62G10 60F17 PDF BibTeX XML Cite \textit{J. Gudan} et al., Extremes 25, No. 2, 257--298 (2022; Zbl 07523471) Full Text: DOI OpenURL
Xu, Hui; Davis, Richard; Samorodnitsky, Gennady Handling missing extremes in tail estimation. (English) Zbl 07523469 Extremes 25, No. 2, 199-227 (2022). MSC: 62G32 60G70 PDF BibTeX XML Cite \textit{H. Xu} et al., Extremes 25, No. 2, 199--227 (2022; Zbl 07523469) Full Text: DOI OpenURL
Manderson, Andrew A.; Goudie, Robert J. B. A numerically stable algorithm for integrating Bayesian models using Markov melding. (English) Zbl 07511136 Stat. Comput. 32, No. 2, Paper No. 24, 13 p. (2022). MSC: 62-08 62F15 62P10 PDF BibTeX XML Cite \textit{A. A. Manderson} and \textit{R. J. B. Goudie}, Stat. Comput. 32, No. 2, Paper No. 24, 13 p. (2022; Zbl 07511136) Full Text: DOI OpenURL
Aigner, Maximilian; Chavez-Demoulin, Valérie; Guillou, Armelle Measuring and comparing risks of different types. (English) Zbl 07487243 Insur. Math. Econ. 102, 1-21 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{M. Aigner} et al., Insur. Math. Econ. 102, 1--21 (2022; Zbl 07487243) Full Text: DOI OpenURL
Zhou, Mo; Ma, Yaolan; Zhang, Rongmao Portmanteau-type test for unit root with heavy-tailed noise. (English) Zbl 1480.62184 J. Stat. Plann. Inference 218, 25-42 (2022). MSC: 62M10 62G10 62P20 PDF BibTeX XML Cite \textit{M. Zhou} et al., J. Stat. Plann. Inference 218, 25--42 (2022; Zbl 1480.62184) Full Text: DOI OpenURL
Kevei, Péter; Oluoch, Lillian; Viharos, László Limit laws for the norms of extremal samples. (English) Zbl 1473.62154 J. Stat. Plann. Inference 216, 151-173 (2022). MSC: 62G32 60F05 PDF BibTeX XML Cite \textit{P. Kevei} et al., J. Stat. Plann. Inference 216, 151--173 (2022; Zbl 1473.62154) Full Text: DOI arXiv OpenURL
Yoshida, Takuma Extreme value inference for quantile regression with varying coefficients. (English) Zbl 07532144 Commun. Stat., Theory Methods 50, No. 3, 685-710 (2021). MSC: 62G08 62G20 62G32 62-XX PDF BibTeX XML Cite \textit{T. Yoshida}, Commun. Stat., Theory Methods 50, No. 3, 685--710 (2021; Zbl 07532144) Full Text: DOI OpenURL
Deme, El Hadji; Allaya, Mouhamad M.; Deme, Siradhi; Dhaker, Hamza; Dabye, Ali Souleyman Estimation of risk measures from heavy tailed distributions. (English) Zbl 07508900 Far East J. Theor. Stat. 62, No. 1, 35-80 (2021). MSC: 62E10 PDF BibTeX XML Cite \textit{E. H. Deme} et al., Far East J. Theor. Stat. 62, No. 1, 35--80 (2021; Zbl 07508900) Full Text: DOI OpenURL
Bücher, Axel; Zhou, Chen A horse race between the block maxima method and the peak-over-threshold approach. (English) Zbl 07473923 Stat. Sci. 36, No. 3, 360-378 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Bücher} and \textit{C. Zhou}, Stat. Sci. 36, No. 3, 360--378 (2021; Zbl 07473923) Full Text: DOI arXiv OpenURL
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. (English) Zbl 07470039 Ann. Stat. 49, No. 6, 3358-3382 (2021). MSC: 62G32 62G08 62G20 62G30 PDF BibTeX XML Cite \textit{S. Girard} et al., Ann. Stat. 49, No. 6, 3358--3382 (2021; Zbl 07470039) Full Text: DOI OpenURL
Lévy Véhel, J.; Philippe, A.; Robet, C. Explicit and combined estimators for parameters of stable distributions. (English) Zbl 07464102 Statistics 55, No. 4, 736-764 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Lévy Véhel} et al., Statistics 55, No. 4, 736--764 (2021; Zbl 07464102) Full Text: DOI OpenURL
Schneider, Laura Fee; Krajina, Andrea; Krivobokova, Tatyana Threshold selection in univariate extreme value analysis. (English) Zbl 1482.62054 Extremes 24, No. 4, 881-913 (2021). MSC: 62G32 62G05 62F12 62P05 PDF BibTeX XML Cite \textit{L. F. Schneider} et al., Extremes 24, No. 4, 881--913 (2021; Zbl 1482.62054) Full Text: DOI arXiv OpenURL
Nagatsuka, Hideki; Balakrishnan, N. Efficient likelihood-based inference for the generalized Pareto distribution. (English) Zbl 07447212 Ann. Inst. Stat. Math. 73, No. 6, 1153-1185 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Nagatsuka} and \textit{N. Balakrishnan}, Ann. Inst. Stat. Math. 73, No. 6, 1153--1185 (2021; Zbl 07447212) Full Text: DOI OpenURL
van Oordt, Maarten R. C.; Stork, Philip A.; de Vries, Casper G. On agricultural commodities’ extreme price risk. (English) Zbl 1475.62252 Extremes 24, No. 3, 531-563 (2021). MSC: 62P05 62M10 62G32 60G70 PDF BibTeX XML Cite \textit{M. R. C. van Oordt} et al., Extremes 24, No. 3, 531--563 (2021; Zbl 1475.62252) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{B. Buchmann} et al., Extremes 24, No. 3, 501--529 (2021; Zbl 1473.60080) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{N. Gnecco} et al., Ann. Stat. 49, No. 3, 1755--1778 (2021; Zbl 1475.62130) Full Text: DOI arXiv OpenURL
Hu, Jie; Chen, Yu; Tan, Keqi Estimation of high conditional tail risk based on expectile regression. (English) Zbl 1479.91328 ASTIN Bull. 51, No. 2, 539-570 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{J. Hu} et al., ASTIN Bull. 51, No. 2, 539--570 (2021; Zbl 1479.91328) Full Text: DOI OpenURL
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Tempered Pareto-type modelling using Weibull distributions. (English) Zbl 1479.91301 ASTIN Bull. 51, No. 2, 509-538 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{H. Albrecher} et al., ASTIN Bull. 51, No. 2, 509--538 (2021; Zbl 1479.91301) Full Text: DOI arXiv OpenURL
Zhao, Yanchun; Mao, Tiantian; Yang, Fan Estimation of the Haezendonck-Goovaerts risk measure for extreme risks. (English) Zbl 1471.91492 Scand. Actuar. J. 2021, No. 7, 599-622 (2021). Reviewer: Weiping Li (Stillwater) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Scand. Actuar. J. 2021, No. 7, 599--622 (2021; Zbl 1471.91492) Full Text: DOI OpenURL
Tan, Sook-Rei; Wang, Wei-Siang; Chia, Wai-Mun International capital flows and extreme exchange market pressure: evidence from emerging market economies. (English) Zbl 1470.91185 Open Econ. Rev. 32, No. 3, 479-506 (2021). MSC: 91B64 62P20 60G70 PDF BibTeX XML Cite \textit{S.-R. Tan} et al., Open Econ. Rev. 32, No. 3, 479--506 (2021; Zbl 1470.91185) Full Text: DOI OpenURL
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan Trimmed extreme value estimators for censored heavy-tailed data. (English) Zbl 1471.62482 Electron. J. Stat. 15, No. 1, 3112-3136 (2021). MSC: 62N01 62G32 62P20 PDF BibTeX XML Cite \textit{M. Bladt} et al., Electron. J. Stat. 15, No. 1, 3112--3136 (2021; Zbl 1471.62482) Full Text: DOI arXiv OpenURL
Bobbia, Benjamin; Dombry, Clément; Varron, Davit The coupling method in extreme value theory. (English) Zbl 07370730 Bernoulli 27, No. 3, 1824-1850 (2021). Reviewer: Jaromír Antoch (Praha) MSC: 62G32 62G08 60F10 PDF BibTeX XML Cite \textit{B. Bobbia} et al., Bernoulli 27, No. 3, 1824--1850 (2021; Zbl 07370730) Full Text: DOI arXiv OpenURL
Beck, Nicholas; Di Bernardino, Elena; Mailhot, Mélina Semi-parametric estimation of multivariate extreme expectiles. (English) Zbl 1467.62084 J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021). MSC: 62H12 62G32 60F10 60G70 90C53 PDF BibTeX XML Cite \textit{N. Beck} et al., J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021; Zbl 1467.62084) Full Text: DOI OpenURL
Kim, Joonpyo; Park, Seoncheol; Kwon, Junhyeon; Lim, Yaeji; Oh, Hee-Seok Estimation of spatio-temporal extreme distribution using a quantile factor model. (English) Zbl 1466.62322 Extremes 24, No. 1, 177-195 (2021). MSC: 62G32 62G08 62H25 60F10 62P12 PDF BibTeX XML Cite \textit{J. Kim} et al., Extremes 24, No. 1, 177--195 (2021; Zbl 1466.62322) Full Text: DOI OpenURL
Hees, Katharina; Nayak, Smarak; Straka, Peter Statistical inference for inter-arrival times of extreme events in bursty time series. (English) Zbl 07345047 Comput. Stat. Data Anal. 155, Article ID 107096, 14 p. (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Hees} et al., Comput. Stat. Data Anal. 155, Article ID 107096, 14 p. (2021; Zbl 07345047) Full Text: DOI arXiv OpenURL
Heiler, Phillip; Kazak, Ekaterina Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores. (English) Zbl 1471.62336 J. Econom. 222, No. 2, 1083-1108 (2021). MSC: 62G09 62G05 62G20 62P20 PDF BibTeX XML Cite \textit{P. Heiler} and \textit{E. Kazak}, J. Econom. 222, No. 2, 1083--1108 (2021; Zbl 1471.62336) Full Text: DOI OpenURL
Dierckx, Goedele; Goegebeur, Yuri; Guillou, Armelle Local robust estimation of Pareto-type tails with random right censoring. (English) Zbl 1465.62062 Sankhyā, Ser. A 83, No. 1, 70-108 (2021). MSC: 62G05 62G20 62G32 62G35 62N01 PDF BibTeX XML Cite \textit{G. Dierckx} et al., Sankhyā, Ser. A 83, No. 1, 70--108 (2021; Zbl 1465.62062) Full Text: DOI HAL OpenURL
Mazur, A. E. Fitting time series with heavy tails and strong time dependence. (English. Russian original) Zbl 1475.62162 J. Math. Sci., New York 254, No. 4, 537-549 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 127-144 (2018). MSC: 62G32 62M10 62H05 60G15 60G70 PDF BibTeX XML Cite \textit{A. E. Mazur}, J. Math. Sci., New York 254, No. 4, 537--549 (2021; Zbl 1475.62162); translation from Fundam. Prikl. Mat. 22, No. 3, 127--144 (2018) Full Text: DOI OpenURL
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Extreme value estimation of the conditional risk premium in reinsurance. (English) Zbl 1460.91223 Insur. Math. Econ. 96, 68-80 (2021). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Insur. Math. Econ. 96, 68--80 (2021; Zbl 1460.91223) Full Text: DOI HAL OpenURL
Zheng, Yayun; Yang, Fang; Duan, Jinqiao; Kurths, Jürgen Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance. (English) Zbl 1461.62166 Commun. Nonlinear Sci. Numer. Simul. 96, Article ID 105720, 10 p. (2021). MSC: 62M10 62F10 60H10 37N10 62P12 86A10 86A08 PDF BibTeX XML Cite \textit{Y. Zheng} et al., Commun. Nonlinear Sci. Numer. Simul. 96, Article ID 105720, 10 p. (2021; Zbl 1461.62166) Full Text: DOI arXiv OpenURL
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles ExpectHill estimation, extreme risk and heavy tails. (English) Zbl 1464.62279 J. Econom. 221, No. 1, 97-117 (2021). MSC: 62G32 62P05 91G70 PDF BibTeX XML Cite \textit{A. Daouia} et al., J. Econom. 221, No. 1, 97--117 (2021; Zbl 1464.62279) Full Text: DOI Link OpenURL
Lala Bouali, Dalal; Benatia, Fatah; Brahimi, Brahim; Chesneau, Christophe Robust estimator of conditional tail expectation of Pareto-type distribution. (English) Zbl 1458.62104 J. Stat. Theory Pract. 15, No. 1, Paper No. 16, 12 p. (2021). MSC: 62G32 62H12 62G35 PDF BibTeX XML Cite \textit{D. Lala Bouali} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 16, 12 p. (2021; Zbl 1458.62104) Full Text: DOI OpenURL
Hoga, Yannick Where does the tail begin? An approach based on scoring rules. (English) Zbl 07484522 Econom. Rev. 39, No. 6, 579-601 (2020). MSC: 62-XX 91G45 PDF BibTeX XML Cite \textit{Y. Hoga}, Econom. Rev. 39, No. 6, 579--601 (2020; Zbl 07484522) Full Text: DOI OpenURL
Boonradsamee, Jutamas; Bodhisuwan, Winai; Jaroengeratikun, Uraiwan A new selecting \(k\) method of Hill’s estimator. (English) Zbl 07480946 Thai J. Math., Spec. Iss.: IMT-GT International Conference on Mathematics, Statistics and Their Applications 2018, 153-163 (2020). MSC: 47H09 47H10 PDF BibTeX XML Cite \textit{J. Boonradsamee} et al., Thai J. Math., 153--163 (2020; Zbl 07480946) Full Text: Link OpenURL
Xiong, Li; Peng, Zuoxiang Heavy tail index estimation based on block order statistics. (English) Zbl 07480169 J. Stat. Comput. Simulation 90, No. 12, 2198-2208 (2020). MSC: 60G70 62G32 62-XX PDF BibTeX XML Cite \textit{L. Xiong} and \textit{Z. Peng}, J. Stat. Comput. Simulation 90, No. 12, 2198--2208 (2020; Zbl 07480169) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. I. Gomes} et al., J. Stat. Comput. Simulation 90, No. 10, 1735--1752 (2020; Zbl 07480154) Full Text: DOI OpenURL
Drees, Holger; Janßen, Anja; Resnick, Sidney I.; Wang, Tiandong On a minimum distance procedure for threshold selection in tail analysis. (English) Zbl 07468904 SIAM J. Math. Data Sci. 2, No. 1, 75-102 (2020). MSC: 62G32 60G70 62E20 60G15 62G30 05C80 PDF BibTeX XML Cite \textit{H. Drees} et al., SIAM J. Math. Data Sci. 2, No. 1, 75--102 (2020; Zbl 07468904) Full Text: DOI arXiv OpenURL
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan Threshold selection and trimming in extremes. (English) Zbl 1466.62318 Extremes 23, No. 4, 629-665 (2020). MSC: 62G30 62G32 60F10 62P05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Extremes 23, No. 4, 629--665 (2020; Zbl 1466.62318) Full Text: DOI arXiv OpenURL
Vignotto, Edoardo; Engelke, Sebastian Extreme value theory for anomaly detection – the GPD classifier. (English) Zbl 1469.62256 Extremes 23, No. 4, 501-520 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G32 62H30 68T05 PDF BibTeX XML Cite \textit{E. Vignotto} and \textit{S. Engelke}, Extremes 23, No. 4, 501--520 (2020; Zbl 1469.62256) Full Text: DOI OpenURL
He, Yi; Hou, Yanxi; Peng, Liang; Shen, Haipeng Inference for conditional value-at-risk of a predictive regression. (English) Zbl 1469.62250 Ann. Stat. 48, No. 6, 3442-3464 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62G20 62G08 62M10 62P20 91G70 PDF BibTeX XML Cite \textit{Y. He} et al., Ann. Stat. 48, No. 6, 3442--3464 (2020; Zbl 1469.62250) Full Text: DOI Euclid OpenURL
Kim, Jihyun; Meddahi, Nour Volatility regressions with fat tails. (English) Zbl 1464.62418 J. Econom. 218, No. 2, 690-713 (2020). MSC: 62P05 62M10 PDF BibTeX XML Cite \textit{J. Kim} and \textit{N. Meddahi}, J. Econom. 218, No. 2, 690--713 (2020; Zbl 1464.62418) Full Text: DOI Link OpenURL
Pesaran, M. Hashem; Yang, Cynthia Fan Econometric analysis of production networks with dominant units. (English) Zbl 1464.62520 J. Econom. 219, No. 2, 507-541 (2020). MSC: 62P20 PDF BibTeX XML Cite \textit{M. H. Pesaran} and \textit{C. F. Yang}, J. Econom. 219, No. 2, 507--541 (2020; Zbl 1464.62520) Full Text: DOI Link OpenURL
Ouadjed, Hakim; Mami, Tawfiq Fawzi Estimating the conditional tail expectation of Walmart stock data. (English) Zbl 1458.91205 Croat. Oper. Res. Rev. (CRORR) 11, No. 1, 95-106 (2020). MSC: 91G15 91G70 PDF BibTeX XML Cite \textit{H. Ouadjed} and \textit{T. F. Mami}, Croat. Oper. Res. Rev. (CRORR) 11, No. 1, 95--106 (2020; Zbl 1458.91205) Full Text: DOI OpenURL
Ahmad, Aboubacrène Ag; Deme, El Hadji; Diop, Aliou; Girard, Stéphane; Usseglio-Carleve, Antoine Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model. (English) Zbl 1460.62065 Electron. J. Stat. 14, No. 2, 4421-4456 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62G32 62G30 62G08 62E20 60F10 62P12 86A15 PDF BibTeX XML Cite \textit{A. A. Ahmad} et al., Electron. J. Stat. 14, No. 2, 4421--4456 (2020; Zbl 1460.62065) Full Text: DOI Euclid OpenURL
He, Fengyang; Wang, Huixia Judy; Tong, Tiejun Extremal linear quantile regression with Weibull-type tails. (English) Zbl 1453.62456 Stat. Sin. 30, No. 3, 1357-1377 (2020). MSC: 62G08 62G32 62N05 62P10 PDF BibTeX XML Cite \textit{F. He} et al., Stat. Sin. 30, No. 3, 1357--1377 (2020; Zbl 1453.62456) Full Text: DOI OpenURL
Kerger, Phillip; Kobayashi, Kei Parameter estimation for one-sided heavy-tailed distributions. (English) Zbl 1450.62045 Stat. Probab. Lett. 164, Article ID 108808, 10 p. (2020). MSC: 62G32 60G52 62F10 62P05 PDF BibTeX XML Cite \textit{P. Kerger} and \textit{K. Kobayashi}, Stat. Probab. Lett. 164, Article ID 108808, 10 p. (2020; Zbl 1450.62045) Full Text: DOI arXiv OpenURL
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan Combined tail estimation using censored data and expert information. (English) Zbl 1448.91255 Scand. Actuar. J. 2020, No. 6, 503-525 (2020). MSC: 91G05 62P05 62N02 62G32 PDF BibTeX XML Cite \textit{M. Bladt} et al., Scand. Actuar. J. 2020, No. 6, 503--525 (2020; Zbl 1448.91255) Full Text: DOI arXiv OpenURL
Stehlík, Milan; Kiseľák, Jozef; Vaičiulis, Marijus; Jordanova, Pavlina; Soza, Ludy Núñez; Fabián, Zdeněk; Hermann, Philipp; Střelec, Luboš; Rivera, Andrés; Girard, Stéphane; Torres, Sebastián Priority statement and some properties of t-lgHill estimator. (English) Zbl 1448.62038 Extremes 23, No. 3, 493-499 (2020). MSC: 62F10 62F12 62P10 PDF BibTeX XML Cite \textit{M. Stehlík} et al., Extremes 23, No. 3, 493--499 (2020; Zbl 1448.62038) Full Text: DOI OpenURL
Louzaoui, Abderrahim; El Arrouchi, Mohamed On the maximum likelihood estimation of extreme value index based on \(k\)-record values. (English) Zbl 1445.62101 J. Probab. Stat. 2020, Article ID 5497413, 9 p. (2020). MSC: 62G30 62G32 PDF BibTeX XML Cite \textit{A. Louzaoui} and \textit{M. El Arrouchi}, J. Probab. Stat. 2020, Article ID 5497413, 9 p. (2020; Zbl 1445.62101) Full Text: DOI OpenURL
Németh, László; Zempléni, András Regression estimator for the tail index. (English) Zbl 1443.62130 J. Stat. Theory Pract. 14, No. 3, Paper No. 48, 23 p. (2020). MSC: 62G32 62G09 60G70 62P12 PDF BibTeX XML Cite \textit{L. Németh} and \textit{A. Zempléni}, J. Stat. Theory Pract. 14, No. 3, Paper No. 48, 23 p. (2020; Zbl 1443.62130) Full Text: DOI arXiv OpenURL
Albert, Clément; Dutfoy, Anne; Girard, Stéphane Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles. (English) Zbl 1443.62126 Extremes 23, No. 2, 349-380 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G20 62G08 PDF BibTeX XML Cite \textit{C. Albert} et al., Extremes 23, No. 2, 349--380 (2020; Zbl 1443.62126) Full Text: DOI HAL OpenURL
Chavez, Gordon V. Dynamic tail inference with log-Laplace volatility. (English) Zbl 1461.62056 Extremes 23, No. 2, 287-315 (2020). MSC: 62G32 62M10 62P05 60G70 60F10 60H40 91G70 PDF BibTeX XML Cite \textit{G. V. Chavez}, Extremes 23, No. 2, 287--315 (2020; Zbl 1461.62056) Full Text: DOI arXiv OpenURL
Zou, Jingjing; Davis, Richard A.; Samorodnitsky, Gennady Extreme value analysis without the largest values: what can be done? (English) Zbl 1440.62174 Probab. Eng. Inf. Sci. 34, No. 2, 200-220 (2020). MSC: 62G32 62D10 60G70 60F17 62P12 62P35 86A15 60G15 PDF BibTeX XML Cite \textit{J. Zou} et al., Probab. Eng. Inf. Sci. 34, No. 2, 200--220 (2020; Zbl 1440.62174) Full Text: DOI arXiv OpenURL
Wang, Yinzhi; Hobæk Haff, Ingrid; Huseby, Arne Modelling extreme claims via composite models and threshold selection methods. (English) Zbl 1435.91163 Insur. Math. Econ. 91, 257-268 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Y. Wang} et al., Insur. Math. Econ. 91, 257--268 (2020; Zbl 1435.91163) Full Text: DOI arXiv OpenURL
Ma, Yaolan; Wei, Bo; Huang, Wei A nonparametric estimator for the conditional tail index of Pareto-type distributions. (English) Zbl 1436.62148 Metrika 83, No. 1, 17-44 (2020). MSC: 62G08 62G20 62G32 62E20 PDF BibTeX XML Cite \textit{Y. Ma} et al., Metrika 83, No. 1, 17--44 (2020; Zbl 1436.62148) Full Text: DOI OpenURL
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. Are extreme value estimation methods useful for network data? (English) Zbl 1460.62085 Extremes 23, No. 1, 171-195 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62H12 60G70 05C80 62F35 62E20 91D30 PDF BibTeX XML Cite \textit{P. Wan} et al., Extremes 23, No. 1, 171--195 (2020; Zbl 1460.62085) Full Text: DOI arXiv OpenURL
Guevara-Alarcón, William; Albrecher, Hansjörg; Chowdhury, Parvez On marine liability portfolio modeling. (English) Zbl 1431.91331 ASTIN Bull. 50, No. 1, 61-93 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{W. Guevara-Alarcón} et al., ASTIN Bull. 50, No. 1, 61--93 (2020; Zbl 1431.91331) Full Text: DOI Link OpenURL
Wang, Tiandong; Resnick, Sidney I. Degree growth rates and index estimation in a directed preferential attachment model. (English) Zbl 1443.60078 Stochastic Processes Appl. 130, No. 2, 878-906 (2020). MSC: 60J80 60F05 60K35 62G30 PDF BibTeX XML Cite \textit{T. Wang} and \textit{S. I. Resnick}, Stochastic Processes Appl. 130, No. 2, 878--906 (2020; Zbl 1443.60078) Full Text: DOI arXiv OpenURL
Jordanova, Pavlina; Stehlík, Milan IPO estimation of heaviness of the distribution beyond regularly varying tails. (English) Zbl 1443.62129 Stochastic Anal. Appl. 38, No. 1, 76-96 (2020). Reviewer: Ravi Sreenivasan (Mysore) MSC: 62G32 62G05 62G20 62G30 PDF BibTeX XML Cite \textit{P. Jordanova} and \textit{M. Stehlík}, Stochastic Anal. Appl. 38, No. 1, 76--96 (2020; Zbl 1443.62129) Full Text: DOI OpenURL
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Tail expectile process and risk assessment. (English) Zbl 1441.62263 Bernoulli 26, No. 1, 531-556 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62P05 62G32 91G05 91G15 60G70 91G70 PDF BibTeX XML Cite \textit{A. Daouia} et al., Bernoulli 26, No. 1, 531--556 (2020; Zbl 1441.62263) Full Text: DOI Euclid OpenURL
Liu, Chuandi; Ling, Chengxiu A location-invariant non-positive moment-type estimator of the extreme value index. (English) Zbl 07530876 Commun. Stat., Theory Methods 48, No. 5, 1166-1176 (2019). MSC: 60G70 65C05 PDF BibTeX XML Cite \textit{C. Liu} and \textit{C. Ling}, Commun. Stat., Theory Methods 48, No. 5, 1166--1176 (2019; Zbl 07530876) Full Text: DOI OpenURL
Lee, Seyoon; Kim, Joseph H. T. Exponentiated generalized Pareto distribution: properties and applications towards extreme value theory. (English) Zbl 07530863 Commun. Stat., Theory Methods 48, No. 8, 2014-2038 (2019). MSC: 62H10 PDF BibTeX XML Cite \textit{S. Lee} and \textit{J. H. T. Kim}, Commun. Stat., Theory Methods 48, No. 8, 2014--2038 (2019; Zbl 07530863) Full Text: DOI OpenURL
Zhang, Rongmao; Li, Chenxue; Peng, Liang Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors. (English) Zbl 07484443 Econom. Rev. 38, No. 2, 151-169 (2019). MSC: 91-XX PDF BibTeX XML Cite \textit{R. Zhang} et al., Econom. Rev. 38, No. 2, 151--169 (2019; Zbl 07484443) Full Text: DOI OpenURL
Safari, Muhammad Aslam Mohd; Masseran, Nurulkamal; Ibrahim, Kamarulzaman On the identification of extreme outliers and dragon-kings mechanisms in the upper tail of income distribution. (English) Zbl 07480008 J. Appl. Stat. 46, No. 10, 1886-1902 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{M. A. M. Safari} et al., J. Appl. Stat. 46, No. 10, 1886--1902 (2019; Zbl 07480008) Full Text: DOI OpenURL
Chen, Haiqing; Cheng, Weihu; Rong, Yaohua; Zhao, Xu Fitting the generalized Pareto distribution to data based on transformations of order statistics. (English) Zbl 07479932 J. Appl. Stat. 46, No. 3, 432-448 (2019). MSC: 62F10 62G30 62Pxx PDF BibTeX XML Cite \textit{H. Chen} et al., J. Appl. Stat. 46, No. 3, 432--448 (2019; Zbl 07479932) Full Text: DOI OpenURL
Ma, Yaolan; Jiang, Yuexiang; Huang, Wei Tail index varying coefficient model. (English) Zbl 07459970 Commun. Stat., Theory Methods 48, No. 2, 235-256 (2019). MSC: 62G08 62G20 62G32 PDF BibTeX XML Cite \textit{Y. Ma} et al., Commun. Stat., Theory Methods 48, No. 2, 235--256 (2019; Zbl 07459970) Full Text: DOI OpenURL
Ahmad, Aboubacrène Ag; Deme, El Hadji; Diop, Aliou; Girard, Stéphane Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions. (English) Zbl 1437.62128 Depend. Model. 7, 394-417 (2019). MSC: 62G07 62G05 62G08 62G32 PDF BibTeX XML Cite \textit{A. A. Ahmad} et al., Depend. Model. 7, 394--417 (2019; Zbl 1437.62128) Full Text: DOI OpenURL
Vaičiulis, M.; Markovich, N. M. A class of semiparametric tail index estimators and its applications. (English. Russian original) Zbl 1436.62125 Autom. Remote Control 80, No. 10, 1803-1816 (2019); translation from Avtom. Telemekh. 2019, No. 10, 62-77 (2019). MSC: 62G07 62G20 62G08 62G30 62P05 PDF BibTeX XML Cite \textit{M. Vaičiulis} and \textit{N. M. Markovich}, Autom. Remote Control 80, No. 10, 1803--1816 (2019; Zbl 1436.62125); translation from Avtom. Telemekh. 2019, No. 10, 62--77 (2019) Full Text: DOI OpenURL
Lu, Xiaoyang; Samorodnitsky, Gennady Risk forecasting in the context of time series. (English) Zbl 1448.60039 Lith. Math. J. 59, No. 4, 545-574 (2019). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 60E05 60G70 62P05 PDF BibTeX XML Cite \textit{X. Lu} and \textit{G. Samorodnitsky}, Lith. Math. J. 59, No. 4, 545--574 (2019; Zbl 1448.60039) Full Text: DOI OpenURL
Rodionov, I. V. Inferences on parametric estimation of distribution tails. (English. Russian original) Zbl 1435.62074 Dokl. Math. 100, No. 2, 456-458 (2019); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 488, No. 4, 358-361 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62E15 60E05 62N05 62F10 62F12 PDF BibTeX XML Cite \textit{I. V. Rodionov}, Dokl. Math. 100, No. 2, 456--458 (2019; Zbl 1435.62074); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 488, No. 4, 358--361 (2019) Full Text: DOI OpenURL
Stupfler, Gilles On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails. (English) Zbl 1434.62039 Extremes 22, No. 4, 749-769 (2019). MSC: 62G05 62G20 62G30 62G32 60F05 PDF BibTeX XML Cite \textit{G. Stupfler}, Extremes 22, No. 4, 749--769 (2019; Zbl 1434.62039) Full Text: DOI OpenURL
Ahmed, Hanan; Einmahl, John H. J. Improved estimation of the extreme value index using related variables. (English) Zbl 1434.62072 Extremes 22, No. 4, 553-569 (2019). MSC: 62G32 62G05 62G20 62P05 60F05 60G70 PDF BibTeX XML Cite \textit{H. Ahmed} and \textit{J. H. J. Einmahl}, Extremes 22, No. 4, 553--569 (2019; Zbl 1434.62072) Full Text: DOI arXiv OpenURL
Fries, Sébastien; Zakoian, Jean-Michel Mixed causal-noncausal AR processes and the modelling of explosive bubbles. (English) Zbl 1433.62258 Econom. Theory 35, No. 6, 1234-1270 (2019). MSC: 62M10 62G30 PDF BibTeX XML Cite \textit{S. Fries} and \textit{J.-M. Zakoian}, Econom. Theory 35, No. 6, 1234--1270 (2019; Zbl 1433.62258) Full Text: DOI OpenURL
Daouia, Abdelaati; Gijbels, Irène; Stupfler, Gilles Extremiles: a new perspective on asymmetric least squares. (English) Zbl 1428.62198 J. Am. Stat. Assoc. 114, No. 527, 1366-1381 (2019). MSC: 62G32 PDF BibTeX XML Cite \textit{A. Daouia} et al., J. Am. Stat. Assoc. 114, No. 527, 1366--1381 (2019; Zbl 1428.62198) Full Text: DOI Link OpenURL
Novales, Alfonso; Garcia-Jorcano, Laura Backtesting extreme value theory models of expected shortfall. (English) Zbl 1420.91493 Quant. Finance 19, No. 5, 799-825 (2019). MSC: 91G40 60G70 PDF BibTeX XML Cite \textit{A. Novales} and \textit{L. Garcia-Jorcano}, Quant. Finance 19, No. 5, 799--825 (2019; Zbl 1420.91493) Full Text: DOI Link OpenURL
Mhalla, Linda; Opitz, Thomas; Chavez-Demoulin, Valérie Exceedance-based nonlinear regression of tail dependence. (English) Zbl 1429.62175 Extremes 22, No. 3, 523-552 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62J12 62H12 62P12 PDF BibTeX XML Cite \textit{L. Mhalla} et al., Extremes 22, No. 3, 523--552 (2019; Zbl 1429.62175) Full Text: DOI arXiv OpenURL
Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F. A nonparametric method for producing isolines of bivariate exceedance probabilities. (English) Zbl 1428.62197 Extremes 22, No. 3, 373-390 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62H10 PDF BibTeX XML Cite \textit{D. Cooley} et al., Extremes 22, No. 3, 373--390 (2019; Zbl 1428.62197) Full Text: DOI arXiv OpenURL
Li, Yizeng; Qi, Yongcheng Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution. (English) Zbl 1459.62073 Stat. Probab. Lett. 152, 50-58 (2019). MSC: 62G32 62G15 PDF BibTeX XML Cite \textit{Y. Li} and \textit{Y. Qi}, Stat. Probab. Lett. 152, 50--58 (2019; Zbl 1459.62073) Full Text: DOI arXiv OpenURL
Kpanzou, Tchilabalo A.; Gamado, Kokouvi M.; Hounnon, Hippolyte A Beran-inspired estimator for the Weibull-type tail coefficient. (English) Zbl 1428.62457 J. Stat. Theory Pract. 13, No. 1, Paper No. 20, 14 p. (2019). MSC: 62N05 62G32 PDF BibTeX XML Cite \textit{T. A. Kpanzou} et al., J. Stat. Theory Pract. 13, No. 1, Paper No. 20, 14 p. (2019; Zbl 1428.62457) Full Text: DOI OpenURL
Haouas, Nawel; Necir, Abdelhakim; Brahimi, Brahim Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation. (English) Zbl 1420.62221 J. Stat. Theory Pract. 13, No. 1, Paper No. 7, 33 p. (2019). MSC: 62G30 62G32 62P05 60F17 PDF BibTeX XML Cite \textit{N. Haouas} et al., J. Stat. Theory Pract. 13, No. 1, Paper No. 7, 33 p. (2019; Zbl 1420.62221) Full Text: DOI arXiv OpenURL
Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data. (English) Zbl 1418.62215 Electron. J. Stat. 13, No. 1, 1872-1925 (2019). MSC: 62G32 62G35 62G30 PDF BibTeX XML Cite \textit{S. Bhattacharya} et al., Electron. J. Stat. 13, No. 1, 1872--1925 (2019; Zbl 1418.62215) Full Text: DOI arXiv Euclid OpenURL
Buitendag, Sven; Beirlant, Jan; de Wet, Tertius Ridge regression estimators for the extreme value index. (English) Zbl 1422.60085 Extremes 22, No. 2, 271-292 (2019). MSC: 60G70 62J07 PDF BibTeX XML Cite \textit{S. Buitendag} et al., Extremes 22, No. 2, 271--292 (2019; Zbl 1422.60085) Full Text: DOI OpenURL
Kratz, Marie Introduction to extreme value theory: applications to risk analysis and management. (English) Zbl 1422.60087 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 591-636 (2019). MSC: 60G70 91G40 60-02 PDF BibTeX XML Cite \textit{M. Kratz}, MATRIX Book Ser. 2, 591--636 (2019; Zbl 1422.60087) Full Text: DOI OpenURL
Näf, Jeffrey; Paolella, Marc S.; Polak, Paweł Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. (English) Zbl 1415.60021 J. Multivariate Anal. 172, 84-106 (2019). MSC: 60E07 60E10 62H12 62P05 PDF BibTeX XML Cite \textit{J. Näf} et al., J. Multivariate Anal. 172, 84--106 (2019; Zbl 1415.60021) Full Text: DOI OpenURL
Grama, Ion; Jaunâtre, Kévin Estimation of extreme survival probabilities with Cox model. (English) Zbl 1419.62114 Statistics 53, No. 4, 807-838 (2019). MSC: 62G32 62N05 PDF BibTeX XML Cite \textit{I. Grama} and \textit{K. Jaunâtre}, Statistics 53, No. 4, 807--838 (2019; Zbl 1419.62114) Full Text: DOI arXiv OpenURL
Li, Cheng; Lin, Lizhen; Dunson, David B. On posterior consistency of tail index for Bayesian kernel mixture models. (English) Zbl 1466.62268 Bernoulli 25, No. 3, 1999-2028 (2019). MSC: 62F15 62G32 62H30 PDF BibTeX XML Cite \textit{C. Li} et al., Bernoulli 25, No. 3, 1999--2028 (2019; Zbl 1466.62268) Full Text: DOI arXiv Euclid OpenURL
Stehlík, Milan; Soza, L. Núñez; Fabián, Z.; Jiřina, M.; Jordanova, P.; Arancibia, S. C.; Kisel’ák, J. On ecological aspects of dynamics for zero slope regression for water pollution in Chile. (English) Zbl 1416.92184 Stochastic Anal. Appl. 37, No. 4, 574-601 (2019). MSC: 92D40 62P10 62F35 PDF BibTeX XML Cite \textit{M. Stehlík} et al., Stochastic Anal. Appl. 37, No. 4, 574--601 (2019; Zbl 1416.92184) Full Text: DOI OpenURL
Wang, Tiandong; Resnick, Sidney I. Consistency of Hill estimators in a linear preferential attachment model. (English) Zbl 1432.60056 Extremes 22, No. 1, 1-28 (2019). MSC: 60G70 05C80 60B10 60G55 60G57 PDF BibTeX XML Cite \textit{T. Wang} and \textit{S. I. Resnick}, Extremes 22, No. 1, 1--28 (2019; Zbl 1432.60056) Full Text: DOI arXiv OpenURL
Heikkilä, Matias; Dominicy, Yves; Ilmonen, Pauliina On multivariate separating Hill estimator under estimated location and scatter. (English) Zbl 1418.62217 Statistics 53, No. 2, 301-320 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62H12 62G20 PDF BibTeX XML Cite \textit{M. Heikkilä} et al., Statistics 53, No. 2, 301--320 (2019; Zbl 1418.62217) Full Text: DOI Link OpenURL
Ilić, Ivana; Veličković, Vladica M. Simple tail index estimation for dependent and heterogeneous data with missing values. (English) Zbl 1414.62420 Braz. J. Probab. Stat. 33, No. 1, 192-203 (2019). MSC: 62P05 62G32 PDF BibTeX XML Cite \textit{I. Ilić} and \textit{V. M. Veličković}, Braz. J. Probab. Stat. 33, No. 1, 192--203 (2019; Zbl 1414.62420) Full Text: DOI Euclid OpenURL
Bahraoui, Zuhair; Bahraoui, M. Amin Extreme quantiles and tail index of a distribution based on kernel estimator. (English) Zbl 1411.62123 J. Korean Stat. Soc. 48, No. 1, 134-145 (2019). MSC: 62G32 62G07 62G08 PDF BibTeX XML Cite \textit{Z. Bahraoui} and \textit{M. A. Bahraoui}, J. Korean Stat. Soc. 48, No. 1, 134--145 (2019; Zbl 1411.62123) Full Text: DOI OpenURL
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization. (English) Zbl 1442.62106 Bernoulli 25, No. 1, 264-309 (2019). MSC: 62G32 62G08 62M10 62P05 PDF BibTeX XML Cite \textit{A. Daouia} et al., Bernoulli 25, No. 1, 264--309 (2019; Zbl 1442.62106) Full Text: DOI Euclid OpenURL
Béranger, B.; Duong, T.; Perkins-Kirkpatrick, S. E.; Sisson, S. A. Tail density estimation for exploratory data analysis using kernel methods. (English) Zbl 1412.62192 J. Nonparametric Stat. 31, No. 1, 144-174 (2019). Reviewer: Catalin Stoean (Craiova) MSC: 62P12 62G32 62G35 62H12 62G07 PDF BibTeX XML Cite \textit{B. Béranger} et al., J. Nonparametric Stat. 31, No. 1, 144--174 (2019; Zbl 1412.62192) Full Text: DOI arXiv OpenURL
Chang, Shuhua; Li, Deli; Qi, Yongcheng; Rosalsky, Andrew A method for estimating the power of moments. (English) Zbl 07445771 J. Inequal. Appl. 2018, Paper No. 54, 14 p. (2018). MSC: 62F10 60F15 62F12 PDF BibTeX XML Cite \textit{S. Chang} et al., J. Inequal. Appl. 2018, Paper No. 54, 14 p. (2018; Zbl 07445771) Full Text: DOI OpenURL
Amsaleg, Laurent; Chelly, Oussama; Furon, Teddy; Girard, Stéphane; Houle, Michael E.; Kawarabayashi, Ken-ichi; Nett, Michael Extreme-value-theoretic estimation of local intrinsic dimensionality. (English) Zbl 1428.60071 Data Min. Knowl. Discov. 32, No. 6, 1768-1805 (2018). MSC: 60G70 62G05 68T05 PDF BibTeX XML Cite \textit{L. Amsaleg} et al., Data Min. Knowl. Discov. 32, No. 6, 1768--1805 (2018; Zbl 1428.60071) Full Text: DOI OpenURL
Allali, Jeremy; Le Courtois, Olivier; Majri, Mohamed Credit risk and solvency capital requirements. (English) Zbl 1422.91321 Eur. Actuar. J. 8, No. 2, 487-515 (2018). MSC: 91B30 91G40 PDF BibTeX XML Cite \textit{J. Allali} et al., Eur. Actuar. J. 8, No. 2, 487--515 (2018; Zbl 1422.91321) Full Text: DOI OpenURL
Rodionov, I. V. On discrimination between classes of distribution tails. (English. Russian original) Zbl 1415.60019 Probl. Inf. Transm. 54, No. 2, 124-138 (2018); translation from Probl. Peredachi Inf. 54, No. 2, 29-44 (2018). MSC: 60E05 62G32 PDF BibTeX XML Cite \textit{I. V. Rodionov}, Probl. Inf. Transm. 54, No. 2, 124--138 (2018; Zbl 1415.60019); translation from Probl. Peredachi Inf. 54, No. 2, 29--44 (2018) Full Text: DOI arXiv OpenURL