Kratz, Marie; Prokopenko, Evgeny Multi-normex distributions for the sum of random vectors. Rates of convergence. (English) Zbl 1520.60009 Extremes 26, No. 3, 509-544 (2023). MSC: 60E05 60F05 60G70 60F15 62G30 41A25 PDFBibTeX XMLCite \textit{M. Kratz} and \textit{E. Prokopenko}, Extremes 26, No. 3, 509--544 (2023; Zbl 1520.60009) Full Text: DOI arXiv
Stein, Michael L. Parametric models for distributions when interest is in extremes with an application to daily temperature. (English) Zbl 1466.62426 Extremes 24, No. 2, 293-323 (2021). MSC: 62P12 62G32 62G08 60F10 62E17 86A08 PDFBibTeX XMLCite \textit{M. L. Stein}, Extremes 24, No. 2, 293--323 (2021; Zbl 1466.62426) Full Text: DOI
Kozubowski, Tomasz J.; Podgórski, Krzysztof Certain bivariate distributions and random processes connected with maxima and minima. (English) Zbl 1396.60060 Extremes 21, No. 2, 315-342 (2018). MSC: 60G70 60E05 PDFBibTeX XMLCite \textit{T. J. Kozubowski} and \textit{K. Podgórski}, Extremes 21, No. 2, 315--342 (2018; Zbl 1396.60060) Full Text: DOI
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Multivariate peaks over thresholds models. (English) Zbl 1390.62083 Extremes 21, No. 1, 115-145 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62G32 60G70 62E10 PDFBibTeX XMLCite \textit{H. Rootzén} et al., Extremes 21, No. 1, 115--145 (2018; Zbl 1390.62083) Full Text: DOI arXiv
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette Tail fitting for truncated and non-truncated Pareto-type distributions. (English) Zbl 1360.62244 Extremes 19, No. 3, 429-462 (2016). MSC: 62G32 62G05 62G10 62G20 60E05 PDFBibTeX XMLCite \textit{J. Beirlant} et al., Extremes 19, No. 3, 429--462 (2016; Zbl 1360.62244) Full Text: DOI arXiv
Dony, Julia; Mason, David M. Uniform in bandwidth consistency of kernel estimators of the tail index. (English) Zbl 1329.62226 Extremes 13, No. 3, 353-371 (2010). MSC: 62G32 PDFBibTeX XMLCite \textit{J. Dony} and \textit{D. M. Mason}, Extremes 13, No. 3, 353--371 (2010; Zbl 1329.62226) Full Text: DOI
Gomes, M. Ivette; Rodrigues, Lígia Henriques Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold. (English) Zbl 1164.62015 Extremes 11, No. 3, 303-328 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 62G05 62G30 62G20 PDFBibTeX XMLCite \textit{M. I. Gomes} and \textit{L. H. Rodrigues}, Extremes 11, No. 3, 303--328 (2008; Zbl 1164.62015) Full Text: DOI
Maulik, Krishanu; Resnick, Sidney Characterizations and examples of hidden regular variation. (English) Zbl 1088.62066 Extremes 7, No. 1, 31-67 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62H05 60E99 62G32 60G70 PDFBibTeX XMLCite \textit{K. Maulik} and \textit{S. Resnick}, Extremes 7, No. 1, 31--67 (2004; Zbl 1088.62066) Full Text: DOI Link
Brazauskas, Vytaras; Serfling, Robert Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. (English) Zbl 0979.62016 Extremes 3, No. 3, 231-249 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62F35 62F10 62G32 PDFBibTeX XMLCite \textit{V. Brazauskas} and \textit{R. Serfling}, Extremes 3, No. 3, 231--249 (2000; Zbl 0979.62016) Full Text: DOI