Cormann, Ulf; Reiss, Rolf-Dieter Conditioning exceedances on covariate processes. (English) Zbl 1329.62225 Extremes 14, No. 4, 451-471 (2011). MSC: 62G32 60G55 62F10 60G70 PDFBibTeX XMLCite \textit{U. Cormann} and \textit{R.-D. Reiss}, Extremes 14, No. 4, 451--471 (2011; Zbl 1329.62225) Full Text: DOI
Cormann, Ulf; Reiss, Rolf-Dieter Generalizing the Pareto to the log-Pareto model and statistical inference. (English) Zbl 1221.62039 Extremes 12, No. 1, 93-105 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62F10 62E15 PDFBibTeX XMLCite \textit{U. Cormann} and \textit{R.-D. Reiss}, Extremes 12, No. 1, 93--105 (2009; Zbl 1221.62039) Full Text: DOI
Frick, Melanie; Kaufmann, Edgar; Reiss, Rolf-Dieter Testing the tail-dependence based on the radial component. (English) Zbl 1157.62029 Extremes 10, No. 3, 109-128 (2007). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 62G10 62E20 PDFBibTeX XMLCite \textit{M. Frick} et al., Extremes 10, No. 3, 109--128 (2007; Zbl 1157.62029) Full Text: DOI
Falk, Michael; Reiss, Rolf Efficient estimation of the canonical dependence function. (English) Zbl 1053.62062 Extremes 6, No. 1, 61-82 (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 62H20 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R. Reiss}, Extremes 6, No. 1, 61--82 (2003; Zbl 1053.62062) Full Text: DOI
Kaufmann, E.; Reiss, R.-D. An upper bound on the binomial process approximation to the exceedance process. (English) Zbl 1037.60047 Extremes 5, No. 3, 253-269 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G55 60G70 PDFBibTeX XMLCite \textit{E. Kaufmann} and \textit{R. D. Reiss}, Extremes 5, No. 3, 253--269 (2003; Zbl 1037.60047) Full Text: DOI