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
Lehtomaa, Jaakko; Resnick, Sidney I. Asymptotic independence and support detection techniques for heavy-tailed multivariate data. (English) Zbl 1448.62074 Insur. Math. Econ. 93, 262-277 (2020). MSC: 62H12 62E20 62G32 62G05 60G70 60G57 PDFBibTeX XMLCite \textit{J. Lehtomaa} and \textit{S. I. Resnick}, Insur. Math. Econ. 93, 262--277 (2020; Zbl 1448.62074) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{P. Wan} et al., Extremes 23, No. 1, 171--195 (2020; Zbl 1460.62085) Full Text: DOI arXiv
Zhu, Xuening; Chang, Xiangyu; Li, Runze; Wang, Hansheng Portal nodes screening for large scale social networks. (English) Zbl 1452.62970 J. Econom. 209, No. 2, 145-157 (2019). MSC: 62P20 62M10 62M30 62F12 62E20 62-08 91D30 PDFBibTeX XMLCite \textit{X. Zhu} et al., J. Econom. 209, No. 2, 145--157 (2019; Zbl 1452.62970) Full Text: DOI Link