Li, Jinzhu Asymptotic results on marginal expected shortfalls for dependent risks. (English) Zbl 07487251 Insur. Math. Econ. 102, 146-168 (2022). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{J. Li}, Insur. Math. Econ. 102, 146--168 (2022; Zbl 07487251) Full Text: DOI OpenURL
Falk, Michael; Fuller, Timo New characterizations of multivariate max-domain of attraction and \(D\)-norms. (English) Zbl 07449515 Extremes 24, No. 4, 849-879 (2021). MSC: 60G70 60E99 PDF BibTeX XML Cite \textit{M. Falk} and \textit{T. Fuller}, Extremes 24, No. 4, 849--879 (2021; Zbl 07449515) Full Text: DOI OpenURL
Dirrler, Martin; Dörr, Christopher; Schlather, Martin A generalization of Matérn hard-core processes with applications to max-stable processes. (English) Zbl 1457.60069 J. Appl. Probab. 57, No. 4, 1298-1312 (2020). MSC: 60G55 60G70 PDF BibTeX XML Cite \textit{M. Dirrler} et al., J. Appl. Probab. 57, No. 4, 1298--1312 (2020; Zbl 1457.60069) Full Text: DOI arXiv OpenURL
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano Strong convergence of multivariate maxima. (English) Zbl 1462.60068 J. Appl. Probab. 57, No. 1, 314-331 (2020). MSC: 60G70 62H10 60F15 PDF BibTeX XML Cite \textit{M. Falk} et al., J. Appl. Probab. 57, No. 1, 314--331 (2020; Zbl 1462.60068) Full Text: DOI arXiv OpenURL
Falk, Michael; Padoan, Simone A.; Wisheckel, Florian Generalized Pareto copulas: a key to multivariate extremes. (English) Zbl 1428.62200 J. Multivariate Anal. 174, Article ID 104538, 17 p. (2019). MSC: 62G32 60G70 62H05 PDF BibTeX XML Cite \textit{M. Falk} et al., J. Multivariate Anal. 174, Article ID 104538, 17 p. (2019; Zbl 1428.62200) Full Text: DOI arXiv OpenURL
Dombry, Clément; Falk, Michael; Zott, Maximilian On functional records and champions. (English) Zbl 1478.60161 J. Theor. Probab. 32, No. 3, 1252-1277 (2019). MSC: 60G70 62G32 PDF BibTeX XML Cite \textit{C. Dombry} et al., J. Theor. Probab. 32, No. 3, 1252--1277 (2019; Zbl 1478.60161) Full Text: DOI arXiv OpenURL
Aulbach, Stefan; Falk, Michael; Fuller, Timo Testing for a \(\delta \)-neighborhood of a generalized Pareto copula. (English) Zbl 1422.62174 Ann. Inst. Stat. Math. 71, No. 3, 599-626 (2019). Reviewer: Kurt Marti (München) MSC: 62H05 62G32 PDF BibTeX XML Cite \textit{S. Aulbach} et al., Ann. Inst. Stat. Math. 71, No. 3, 599--626 (2019; Zbl 1422.62174) Full Text: DOI arXiv OpenURL
Joe, Harry; Li, Haijun Tail densities of skew-elliptical distributions. (English) Zbl 1412.60075 J. Multivariate Anal. 171, 421-435 (2019). MSC: 60G70 62H20 PDF BibTeX XML Cite \textit{H. Joe} and \textit{H. Li}, J. Multivariate Anal. 171, 421--435 (2019; Zbl 1412.60075) Full Text: DOI arXiv OpenURL
Ali, Saeb On relative Rényi entropy convergence of the max domain of attraction. (English) Zbl 1419.60040 Yokohama Math. J. 64, 83-98 (2018). MSC: 60G70 60B10 62B10 PDF BibTeX XML Cite \textit{S. Ali}, Yokohama Math. J. 64, 83--98 (2018; Zbl 1419.60040) Full Text: DOI OpenURL
Dombry, Clément; Zott, Maximilian Multivariate records and hitting scenarios. (English) Zbl 1396.60057 Extremes 21, No. 2, 343-361 (2018). MSC: 60G70 PDF BibTeX XML Cite \textit{C. Dombry} and \textit{M. Zott}, Extremes 21, No. 2, 343--361 (2018; Zbl 1396.60057) Full Text: DOI OpenURL
Asimit, Alexandru V.; Li, Jinzhu Systemic risk: an asymptotic evaluation. (English) Zbl 1390.91157 ASTIN Bull. 48, No. 2, 673-698 (2018). MSC: 91B30 60G70 62P05 PDF BibTeX XML Cite \textit{A. V. Asimit} and \textit{J. Li}, ASTIN Bull. 48, No. 2, 673--698 (2018; Zbl 1390.91157) Full Text: DOI Link OpenURL
Dȩbicki, Krzysztof; Farkas, Julia; Hashorva, Enkelejd Extremes of randomly scaled Gumbel risks. (English) Zbl 1377.60061 J. Math. Anal. Appl. 458, No. 1, 30-42 (2018). MSC: 60G70 60G15 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Math. Anal. Appl. 458, No. 1, 30--42 (2018; Zbl 1377.60061) Full Text: DOI Link OpenURL
Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik Aggregation of randomly weighted large risks. (English) Zbl 1473.62347 IMA J. Manag. Math. 28, No. 3, 403-419 (2017). MSC: 62P05 60G70 62G30 91B05 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., IMA J. Manag. Math. 28, No. 3, 403--419 (2017; Zbl 1473.62347) Full Text: DOI Link OpenURL
Goegebeur, Yuri; Guillou, Armelle; Osmann, Michael A local moment type estimator for an extreme quantile in regression with random covariates. (English) Zbl 1367.62161 Commun. Stat., Theory Methods 46, No. 1, 319-343 (2017). MSC: 62G32 62G05 62G30 62P12 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Commun. Stat., Theory Methods 46, No. 1, 319--343 (2017; Zbl 1367.62161) Full Text: DOI OpenURL
Liao, Xin; Pengy, Zuoxiang De-Haan type conditions for max domains of attraction. (English) Zbl 1474.60140 Filomat 30, No. 8, 2207-2215 (2016). MSC: 60G70 PDF BibTeX XML Cite \textit{X. Liao} and \textit{Z. Pengy}, Filomat 30, No. 8, 2207--2215 (2016; Zbl 1474.60140) Full Text: DOI OpenURL
Hashorva, Enkelejd; Ling, Chengxiu Maxima of skew elliptical triangular arrays. (English) Zbl 1343.60061 Commun. Stat., Theory Methods 45, No. 12, 3692-3705 (2016). MSC: 60G70 60G15 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{C. Ling}, Commun. Stat., Theory Methods 45, No. 12, 3692--3705 (2016; Zbl 1343.60061) Full Text: DOI arXiv Link OpenURL
Seifert, Miriam Isabel Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions. (English) Zbl 1337.60026 J. Appl. Probab. 53, No. 1, 130-145 (2016). MSC: 60F05 60G70 62E20 62G32 PDF BibTeX XML Cite \textit{M. I. Seifert}, J. Appl. Probab. 53, No. 1, 130--145 (2016; Zbl 1337.60026) Full Text: DOI Euclid OpenURL
Packham, N.; Kalkbrener, M.; Overbeck, L. Asymptotic behaviour of multivariate default probabilities and default correlations under stress. (English) Zbl 1345.60032 J. Appl. Probab. 53, No. 1, 71-81 (2016). MSC: 60F99 60G70 91G40 PDF BibTeX XML Cite \textit{N. Packham} et al., J. Appl. Probab. 53, No. 1, 71--81 (2016; Zbl 1345.60032) Full Text: DOI Euclid Link OpenURL
Hashorva, Enkelejd; Weng, Zhichao Limit laws for maxima of contracted stationary Gaussian sequences. (English) Zbl 1335.60022 Commun. Stat., Theory Methods 44, No. 21, 4641-4650 (2015). MSC: 60F05 60F15 60G70 60G15 60G10 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{Z. Weng}, Commun. Stat., Theory Methods 44, No. 21, 4641--4650 (2015; Zbl 1335.60022) Full Text: DOI arXiv Link OpenURL
Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. Asymptotic expansion of Gaussian chaos via probabilistic approach. (English) Zbl 1337.60031 Extremes 18, No. 3, 315-347 (2015). MSC: 60F10 60G15 60J57 60E05 60G70 60B20 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Extremes 18, No. 3, 315--347 (2015; Zbl 1337.60031) Full Text: DOI arXiv OpenURL
Aulbach, Stefan; Falk, Michael; Hofmann, Martin; Zott, Maximilian Max-stable processes and the functional \(D\)-norm revisited. (English) Zbl 1318.60056 Extremes 18, No. 2, 191-212 (2015). MSC: 60G70 PDF BibTeX XML Cite \textit{S. Aulbach} et al., Extremes 18, No. 2, 191--212 (2015; Zbl 1318.60056) Full Text: DOI arXiv OpenURL
Yang, Fan First- and second-order asymptotics for the tail distortion risk measure of extreme risks. (English) Zbl 1310.91079 Commun. Stat., Theory Methods 44, No. 3, 520-532 (2015). MSC: 91B30 60G70 62E20 62P05 PDF BibTeX XML Cite \textit{F. Yang}, Commun. Stat., Theory Methods 44, No. 3, 520--532 (2015; Zbl 1310.91079) Full Text: DOI OpenURL
Hashorva, Enkelejd; Li, Jinzhu Tail behavior of weighted sums of order statistics of dependent risks. (English) Zbl 1309.62091 Stoch. Models 31, No. 1, 1-19 (2015). MSC: 62G32 62G30 62E10 62P05 91B30 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{J. Li}, Stoch. Models 31, No. 1, 1--19 (2015; Zbl 1309.62091) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd Extremes of aggregated Dirichlet risks. (English) Zbl 1316.60079 J. Multivariate Anal. 133, 334-345 (2015). Reviewer: Eugen Paltanea (Braşov) MSC: 60G70 60F05 PDF BibTeX XML Cite \textit{E. Hashorva}, J. Multivariate Anal. 133, 334--345 (2015; Zbl 1316.60079) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd; Nadarajah, Saralees; Pogány, Tibor K. Extremes of perturbed bivariate Rayleigh risks. (English) Zbl 1314.62064 REVSTAT 12, No. 2, 157-168 (2014). MSC: 62E20 62P30 62N05 PDF BibTeX XML Cite \textit{E. Hashorva} et al., REVSTAT 12, No. 2, 157--168 (2014; Zbl 1314.62064) Full Text: Link OpenURL
Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas Aggregation of log-linear risks. (English) Zbl 1334.60029 J. Appl. Probab. 51A, Spec. Vol., 203-212 (2014). MSC: 60F10 60G15 60G70 91B30 PDF BibTeX XML Cite \textit{P. Embrechts} et al., J. Appl. Probab. 51A, 203--212 (2014; Zbl 1334.60029) Full Text: DOI Euclid OpenURL
Tang, Qihe; Yang, Fan Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. (English) Zbl 1306.62217 Insur. Math. Econ. 59, 311-320 (2014). MSC: 62P05 60G70 62E20 91B30 91B82 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{F. Yang}, Insur. Math. Econ. 59, 311--320 (2014; Zbl 1306.62217) Full Text: DOI OpenURL
Kortschak, Dominik; Hashorva, Enkelejd Second order asymptotics of aggregated log-elliptical risk. (English) Zbl 1322.60037 Methodol. Comput. Appl. Probab. 16, No. 4, 969-985 (2014). MSC: 60F99 60G15 60G70 65C05 91B30 PDF BibTeX XML Cite \textit{D. Kortschak} and \textit{E. Hashorva}, Methodol. Comput. Appl. Probab. 16, No. 4, 969--985 (2014; Zbl 1322.60037) Full Text: DOI arXiv OpenURL
Seifert, Miriam Isabel On conditional extreme values of random vectors with polar representation. (English) Zbl 1311.60060 Extremes 17, No. 2, 193-219 (2014). Reviewer: Edward Omey (Brussels) MSC: 60G70 60F05 62E20 26A12 PDF BibTeX XML Cite \textit{M. I. Seifert}, Extremes 17, No. 2, 193--219 (2014; Zbl 1311.60060) Full Text: DOI OpenURL
Hashorva, Enkelejd; Weng, Zhichao Tail asymptotic of Weibull-type risks. (English) Zbl 1305.62200 Statistics 48, No. 5, 1155-1165 (2014). MSC: 62G32 60G15 62E20 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{Z. Weng}, Statistics 48, No. 5, 1155--1165 (2014; Zbl 1305.62200) Full Text: DOI arXiv OpenURL
Ferreira, Ana; De Haan, Laurens The generalized Pareto process; with a view towards application and simulation. (English) Zbl 1312.60068 Bernoulli 20, No. 4, 1717-1737 (2014). MSC: 60G70 PDF BibTeX XML Cite \textit{A. Ferreira} and \textit{L. De Haan}, Bernoulli 20, No. 4, 1717--1737 (2014; Zbl 1312.60068) Full Text: DOI arXiv Euclid OpenURL
Goegebeur, Yuri; Guillou, Armelle; Osmann, Michael A local moment type estimator for the extreme value index in regression with random covariates. (English. French summary) Zbl 1297.62116 Can. J. Stat. 42, No. 3, 487-507 (2014). MSC: 62G32 62G05 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Can. J. Stat. 42, No. 3, 487--507 (2014; Zbl 1297.62116) Full Text: DOI HAL OpenURL
Aulbach, Stefan; Falk, Michael; Hofmann, Martin On max-stable processes and the functional \(D\)-norm. (English) Zbl 1295.60067 Extremes 16, No. 3, 255-283 (2013). Reviewer: Eugen Paltanea (Braşov) MSC: 60G70 60B10 PDF BibTeX XML Cite \textit{S. Aulbach} et al., Extremes 16, No. 3, 255--283 (2013; Zbl 1295.60067) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd; Weng, Zhichao Limit laws for extremes of dependent stationary Gaussian arrays. (English) Zbl 1262.60046 Stat. Probab. Lett. 83, No. 1, 320-330 (2013). Reviewer: Michael Falk (Würzburg) MSC: 60G70 60F05 60F15 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{Z. Weng}, Stat. Probab. Lett. 83, No. 1, 320--330 (2013; Zbl 1262.60046) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd Exact tail asymptotics in bivariate scale mixture models. (English) Zbl 1329.60150 Extremes 15, No. 1, 109-128 (2012). MSC: 60G70 60F05 PDF BibTeX XML Cite \textit{E. Hashorva}, Extremes 15, No. 1, 109--128 (2012; Zbl 1329.60150) Full Text: DOI arXiv Link OpenURL
Segers, Johan MAX-stable models for multivariate extremes. (English) Zbl 1297.62121 REVSTAT 10, No. 1, 61-82 (2012). MSC: 62G32 60G70 62H05 PDF BibTeX XML Cite \textit{J. Segers}, REVSTAT 10, No. 1, 61--82 (2012; Zbl 1297.62121) Full Text: arXiv Link OpenURL
Mao, Tiantian; Hu, Taizhong Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks. (English) Zbl 1284.91256 Insur. Math. Econ. 51, No. 2, 333-343 (2012). MSC: 91B30 60G70 62P05 PDF BibTeX XML Cite \textit{T. Mao} and \textit{T. Hu}, Insur. Math. Econ. 51, No. 2, 333--343 (2012; Zbl 1284.91256) Full Text: DOI OpenURL
Hashorva, Enkelejd; Jaworski, Piotr Gaussian approximation of conditional elliptical copulas. (English) Zbl 1259.62039 J. Multivariate Anal. 111, 397-407 (2012). MSC: 62H05 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{P. Jaworski}, J. Multivariate Anal. 111, 397--407 (2012; Zbl 1259.62039) Full Text: DOI OpenURL
Aulbach, Stefan; Falk, Michael; Hofmann, Martin The multivariate piecing-together approach revisited. (English) Zbl 1352.62072 J. Multivariate Anal. 110, 161-170 (2012). MSC: 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{S. Aulbach} et al., J. Multivariate Anal. 110, 161--170 (2012; Zbl 1352.62072) Full Text: DOI arXiv OpenURL
Tang, Qihe; Yang, Fan On the Haezendonck-Goovaerts risk measure for extreme risks. (English) Zbl 1239.91084 Insur. Math. Econ. 50, No. 1, 217-227 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62E20 60G70 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{F. Yang}, Insur. Math. Econ. 50, No. 1, 217--227 (2012; Zbl 1239.91084) Full Text: DOI OpenURL
Falk, Michael; Hofmann, Martin Sojourn times and the fragility index. (English) Zbl 1247.60073 Stochastic Processes Appl. 122, No. 3, 1110-1128 (2012). Reviewer: Peter Kern (Düsseldorf) MSC: 60G70 60F99 60G10 PDF BibTeX XML Cite \textit{M. Falk} and \textit{M. Hofmann}, Stochastic Processes Appl. 122, No. 3, 1110--1128 (2012; Zbl 1247.60073) Full Text: DOI arXiv OpenURL
Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng Archimedean copulas in finite and infinite dimensions – with application to ruin problems. (English) Zbl 1284.62339 Insur. Math. Econ. 49, No. 3, 487-495 (2011). MSC: 62H20 62P05 91B30 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Insur. Math. Econ. 49, No. 3, 487--495 (2011; Zbl 1284.62339) Full Text: DOI OpenURL
Yang, Yingying; Hu, Shuhe; Wu, Tao The tail probability of the product of dependent random variables from max-domains of attraction. (English) Zbl 1227.60018 Stat. Probab. Lett. 81, No. 12, 1876-1882 (2011). MSC: 60E05 62H20 62E20 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 81, No. 12, 1876--1882 (2011; Zbl 1227.60018) Full Text: DOI OpenURL
Hashorva, Enkelejd Asymptotics of the convex hull of spherically symmetric samples. (English) Zbl 1228.60021 Discrete Appl. Math. 159, No. 4, 201-211 (2011). Reviewer: Wolfgang Weil (Karlsruhe) MSC: 60D05 52A22 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, Discrete Appl. Math. 159, No. 4, 201--211 (2011; Zbl 1228.60021) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe Asymptotics of random contractions. (English) Zbl 1231.91196 Insur. Math. Econ. 47, No. 3, 405-414 (2010). MSC: 91B30 60F05 60G70 91B25 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Insur. Math. Econ. 47, No. 3, 405--414 (2010; Zbl 1231.91196) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd On the residual dependence index of elliptical distributions. (English) Zbl 1190.62107 Stat. Probab. Lett. 80, No. 13-14, 1070-1078 (2010). MSC: 62H10 62F10 62H05 PDF BibTeX XML Cite \textit{E. Hashorva}, Stat. Probab. Lett. 80, No. 13--14, 1070--1078 (2010; Zbl 1190.62107) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd Asymptotics of the norm of elliptical random vectors. (English) Zbl 1200.62012 J. Multivariate Anal. 101, No. 4, 926-935 (2010). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62E20 60F05 62H05 62H10 PDF BibTeX XML Cite \textit{E. Hashorva}, J. Multivariate Anal. 101, No. 4, 926--935 (2010; Zbl 1200.62012) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd Conditional limit results for type I polar distributions. (English) Zbl 1224.60031 Extremes 12, No. 3, 239-263 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F05 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, Extremes 12, No. 3, 239--263 (2009; Zbl 1224.60031) Full Text: DOI arXiv Link OpenURL
Sreehari, M. General max-stable laws. (English) Zbl 1224.60121 Extremes 12, No. 2, 187-200 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60G70 62E20 60E07 PDF BibTeX XML Cite \textit{M. Sreehari}, Extremes 12, No. 2, 187--200 (2009; Zbl 1224.60121) Full Text: DOI OpenURL
Hashorva, Enkelejd; Kotz, Samuel On the strong Kotz approximation of Dirichlet random vectors. (English) Zbl 1278.60049 Statistics 43, No. 4, 393-408 (2009). MSC: 60F05 60G70 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{S. Kotz}, Statistics 43, No. 4, 393--408 (2009; Zbl 1278.60049) Full Text: DOI OpenURL
Canto e Castro, Luísa; Dias, Sandra Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models. (English) Zbl 1168.62013 Port. Math. (N.S.) 66, No. 3, 401-412 (2009). MSC: 62E20 62G32 62G20 PDF BibTeX XML Cite \textit{L. Canto e Castro} and \textit{S. Dias}, Port. Math. (N.S.) 66, No. 3, 401--412 (2009; Zbl 1168.62013) Full Text: DOI OpenURL
Alves, Isabel Fraga; de Haan, Laurens; Neves, Cláudia A test procedure for detecting super-heavy tails. (English) Zbl 1149.62036 J. Stat. Plann. Inference 139, No. 2, 213-227 (2009). MSC: 62G10 62G20 62F12 62G32 62G05 PDF BibTeX XML Cite \textit{I. F. Alves} et al., J. Stat. Plann. Inference 139, No. 2, 213--227 (2009; Zbl 1149.62036) Full Text: DOI OpenURL
Hashorva, Enkelejd A new family of bivariate max-infinitely divisible distributions. (English) Zbl 1247.60075 Metrika 68, No. 3, 289-304 (2008). MSC: 60G70 62H05 PDF BibTeX XML Cite \textit{E. Hashorva}, Metrika 68, No. 3, 289--304 (2008; Zbl 1247.60075) Full Text: DOI Link OpenURL
Hashorva, Enkelejd Extremes of weighted Dirichlet arrays. (English) Zbl 1199.60186 Extremes 11, No. 4, 393-420 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G70 60F05 PDF BibTeX XML Cite \textit{E. Hashorva}, Extremes 11, No. 4, 393--420 (2008; Zbl 1199.60186) Full Text: DOI Link OpenURL
Peng, Zuoxiang; Liu, Miaomiao; Nadarajah, Saralees Conditions based on conditional moments for max-stable limit laws. (English) Zbl 1199.60187 Extremes 11, No. 4, 329-337 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G70 PDF BibTeX XML Cite \textit{Z. Peng} et al., Extremes 11, No. 4, 329--337 (2008; Zbl 1199.60187) Full Text: DOI OpenURL
Hashorva, Enkelejd On the max-domain of attraction of type-III elliptical triangular arrays. (English) Zbl 1168.60327 Commun. Stat., Theory Methods 37, No. 10, 1543-1551 (2008). MSC: 60F05 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, Commun. Stat., Theory Methods 37, No. 10, 1543--1551 (2008; Zbl 1168.60327) Full Text: DOI OpenURL
Hüsler, Jürg; Peng, Ljang Review of testing issues in extremes: in honor of Professor Laurens de Haan. (English) Zbl 1164.62016 Extremes 11, No. 1, 99-111 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 62G10 62E20 62H15 PDF BibTeX XML Cite \textit{J. Hüsler} and \textit{L. Peng}, Extremes 11, No. 1, 99--111 (2008; Zbl 1164.62016) Full Text: DOI Link OpenURL
Hashorva, Enkelejd Tail asymptotic results for elliptical distributions. (English) Zbl 1145.62040 Insur. Math. Econ. 43, No. 1, 158-164 (2008). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G32 62H10 62E20 PDF BibTeX XML Cite \textit{E. Hashorva}, Insur. Math. Econ. 43, No. 1, 158--164 (2008; Zbl 1145.62040) Full Text: DOI arXiv OpenURL
Zhongquan, Tan; Zuoxiang, Peng; Nadarajah, Saralees Almost sure convergence of sample range. (English) Zbl 1164.60018 Extremes 10, No. 4, 225-233 (2007). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F15 62G30 PDF BibTeX XML Cite \textit{T. Zhongquan} et al., Extremes 10, No. 4, 225--233 (2007; Zbl 1164.60018) Full Text: DOI OpenURL
Hashorva, Enkelejd Extremes of conditioned elliptical random vectors. (English) Zbl 1125.60048 J. Multivariate Anal. 98, No. 8, 1583-1591 (2007). MSC: 60G70 60F05 PDF BibTeX XML Cite \textit{E. Hashorva}, J. Multivariate Anal. 98, No. 8, 1583--1591 (2007; Zbl 1125.60048) Full Text: DOI OpenURL
Neves, Cláudia; Fraga Alves, M. Isabel Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes. (English) Zbl 1119.62045 Test 16, No. 2, 297-313 (2007). MSC: 62G32 62G10 62G20 PDF BibTeX XML Cite \textit{C. Neves} and \textit{M. I. Fraga Alves}, Test 16, No. 2, 297--313 (2007; Zbl 1119.62045) Full Text: DOI OpenURL
Hashorva, Enkelejd Sample extremes for \(L_p\)-norm asymptotically spherical distributions. (English) Zbl 1122.60024 Albanian J. Math. 1, No. 3, 157-172 (2007). MSC: 60F05 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, Albanian J. Math. 1, No. 3, 157--172 (2007; Zbl 1122.60024) Full Text: Link OpenURL
Hashorva, Enkelejd Exact asymptotics for type I bivariate elliptical distributions. (English) Zbl 1129.60023 Albanian J. Math. 1, No. 2, 99-114 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F05 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, Albanian J. Math. 1, No. 2, 99--114 (2007; Zbl 1129.60023) Full Text: arXiv Link OpenURL
Hashorva, Enkelejd; Kotz, Samuel; Kume, Alfred \(L_p\)-norm generalised symmetrised Dirichlet distributions. (English) Zbl 1128.62065 Albanian J. Math. 1, No. 1, 31-56 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62H05 62E20 60F05 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Albanian J. Math. 1, No. 1, 31--56 (2007; Zbl 1128.62065) Full Text: Link OpenURL
Hashorva, Enkelejd Conditional limiting distribution of type III elliptical random vectors. (English) Zbl 1110.62022 J. Multivariate Anal. 98, No. 2, 282-294 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62E20 62H10 60F05 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, J. Multivariate Anal. 98, No. 2, 282--294 (2007; Zbl 1110.62022) Full Text: DOI OpenURL
Hüsler, Jürg; Li, Deyuan On testing extreme value conditions. (English) Zbl 1164.62352 Extremes 9, No. 1, 69-86 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 62G10 62E20 PDF BibTeX XML Cite \textit{J. Hüsler} and \textit{D. Li}, Extremes 9, No. 1, 69--86 (2006; Zbl 1164.62352) Full Text: DOI Link OpenURL
Bose, Arup; Gangopadhyay, Sreela; Maulik, Krishanu; Sarkar, Anish Convergence of tail sum for records. (English) Zbl 1142.60021 Extremes 9, No. 2, 151-168 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F17 60G70 PDF BibTeX XML Cite \textit{A. Bose} et al., Extremes 9, No. 2, 151--168 (2006; Zbl 1142.60021) Full Text: DOI OpenURL
Hüsler, Jürg; Li, Deyuan Tail approximations to the density function in EVT. (English) Zbl 1164.62353 Extremes 9, No. 2, 131-149 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 62E20 PDF BibTeX XML Cite \textit{J. Hüsler} and \textit{D. Li}, Extremes 9, No. 2, 131--149 (2006; Zbl 1164.62353) Full Text: DOI Link OpenURL
Burridge, Peter; Taylor, A. M. Robert Additive outlier detection via extreme-value theory. (English) Zbl 1112.62086 J. Time Ser. Anal. 27, No. 5, 685-701 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G32 PDF BibTeX XML Cite \textit{P. Burridge} and \textit{A. M. R. Taylor}, J. Time Ser. Anal. 27, No. 5, 685--701 (2006; Zbl 1112.62086) Full Text: DOI OpenURL
Hashorva, Enkelejd On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays. (English) Zbl 1107.60010 Stat. Probab. Lett. 76, No. 18, 2027-2035 (2006). MSC: 60F05 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, Stat. Probab. Lett. 76, No. 18, 2027--2035 (2006; Zbl 1107.60010) Full Text: DOI OpenURL
Hashorva, Enkelejd A novel class of bivariate max-stable distributions. (English) Zbl 1089.62010 Stat. Probab. Lett. 76, No. 10, 1047-1055 (2006). MSC: 62E10 62E20 60E07 62H05 PDF BibTeX XML Cite \textit{E. Hashorva}, Stat. Probab. Lett. 76, No. 10, 1047--1055 (2006; Zbl 1089.62010) Full Text: DOI OpenURL
Wang, Yuebao; Yan, Jigao; Yang, Yang Precise asymptotics for a type of order statistics. (English) Zbl 1142.60324 Extremes 8, No. 4, 327-338 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F15 60G70 PDF BibTeX XML Cite \textit{Y. Wang} et al., Extremes 8, No. 4, 327--338 (2005; Zbl 1142.60324) Full Text: DOI OpenURL
Stoev, Stilian A.; Taqqu, Murad S. Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. (English) Zbl 1142.60355 Extremes 8, No. 4, 237-266 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 60H05 PDF BibTeX XML Cite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Extremes 8, No. 4, 237--266 (2005; Zbl 1142.60355) Full Text: DOI OpenURL
Hashorva, Enkelejd On the max-domain of attractions of bivariate elliptical arrays. (English) Zbl 1118.60046 Extremes 8, No. 3, 225-233 (2005). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G70 60F05 PDF BibTeX XML Cite \textit{E. Hashorva}, Extremes 8, No. 3, 225--233 (2005; Zbl 1118.60046) Full Text: DOI Link OpenURL
Hashorva, Enkelejd Extremes of asymptotically spherical and elliptical random vectors. (English) Zbl 1110.62023 Insur. Math. Econ. 36, No. 3, 285-302 (2005). MSC: 62E20 62G32 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, Insur. Math. Econ. 36, No. 3, 285--302 (2005; Zbl 1110.62023) Full Text: DOI OpenURL
Chuprunov, Alexey; Fazekas, István Integral analogues of almost sure limit theorems. (English) Zbl 1104.60013 Period. Math. Hung. 50, No. 1-2, 61-78 (2005). MSC: 60F15 60F05 26A12 PDF BibTeX XML Cite \textit{A. Chuprunov} and \textit{I. Fazekas}, Period. Math. Hung. 50, No. 1--2, 61--78 (2005; Zbl 1104.60013) Full Text: DOI OpenURL
Becker-Kern, Peter Existence of multivariate max-universal laws. (English) Zbl 1088.60047 Extremes 7, No. 4, 377-391 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 60E99 PDF BibTeX XML Cite \textit{P. Becker-Kern}, Extremes 7, No. 4, 377--391 (2004; Zbl 1088.60047) Full Text: DOI OpenURL
Grigelionis, B. On the extreme-value theory for stationary diffusions under power normalization. (English. Russian original) Zbl 1082.60012 Lith. Math. J. 44, No. 1, 36-46 (2004); translation from Liet. Mat. Rink 44, No. 1, 44-56 (2004). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60F05 60J60 PDF BibTeX XML Cite \textit{B. Grigelionis}, Lith. Math. J. 44, No. 1, 36--46 (2004; Zbl 1082.60012); translation from Liet. Mat. Rink 44, No. 1, 44--56 (2004) Full Text: DOI OpenURL
Beirlant, J.; Raoult, J.-P.; Worms, R. On the relative approximation error of the generalized Pareto approximation for a high quantile. (English) Zbl 1088.60048 Extremes 6, No. 4, 335-360 (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 62G20 PDF BibTeX XML Cite \textit{J. Beirlant} et al., Extremes 6, No. 4, 335--360 (2003; Zbl 1088.60048) Full Text: DOI OpenURL
Hlubinka, Daniel Stereology of extremes; shape factor of spheroids. (English) Zbl 1051.60011 Extremes 6, No. 1, 5-24 (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60D05 62G32 PDF BibTeX XML Cite \textit{D. Hlubinka}, Extremes 6, No. 1, 5--24 (2003; Zbl 1051.60011) Full Text: DOI OpenURL
Barakat, H. M.; Nigm, E. M.; El-Adll, M. E. Continuation theorems of the extremes under power normalization. (English) Zbl 1008.60042 J. Appl. Math. Comput. 10, No. 1-2, 1-15 (2002). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60F05 62G30 62E20 PDF BibTeX XML Cite \textit{H. M. Barakat} et al., J. Appl. Math. Comput. 10, No. 1--2, 1--15 (2002; Zbl 1008.60042) Full Text: DOI OpenURL
Canto e Castro, L.; de Haan, L.; Temido, M. G. Rarely observed sample maxima. (English) Zbl 0992.60055 Theory Probab. Appl. 45, No. 4, 658-662 (2000) and Teor. Veroyatn. Primen. 45, No. 4, 779-782 (2000). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60G70 PDF BibTeX XML Cite \textit{L. Canto e Castro} et al., Theory Probab. Appl. 45, No. 4, 658--662 (2000) and Teor. Veroyatn. Primen. 45, No. 4, 779--782 (2000; Zbl 0992.60055) Full Text: DOI OpenURL
Omey, E. Limit theorems for induced extreme values. (English) Zbl 0852.60058 J. Math. Sci., New York 76, No. 2, 2311-2319 (1995). MSC: 60G70 60F05 PDF BibTeX XML Cite \textit{E. Omey}, J. Math. Sci., New York 76, No. 2, 2311--2319 (1995; Zbl 0852.60058) Full Text: DOI OpenURL
Rivest, Louis-Paul Statistical properties of Winsorized means for skewed distributions. (English) Zbl 0807.62033 Biometrika 81, No. 2, 373-383 (1994). MSC: 62G05 62G30 62E20 PDF BibTeX XML Cite \textit{L.-P. Rivest}, Biometrika 81, No. 2, 373--383 (1994; Zbl 0807.62033) Full Text: DOI OpenURL
Subramanya, U. R. On max domains of attraction of univariate \(p\)-max stable laws. (English) Zbl 0803.60023 Stat. Probab. Lett. 19, No. 4, 271-279 (1994). Reviewer: Z.Jurek (Wrocław) MSC: 60F05 60G70 PDF BibTeX XML Cite \textit{U. R. Subramanya}, Stat. Probab. Lett. 19, No. 4, 271--279 (1994; Zbl 0803.60023) Full Text: DOI OpenURL
Brücks, Gerd Distribution properties of order statistics with random sample size. (Verteilungseigenschaften von Ordnungsstatistiken bei zufälligem Stichprobenumfang.) (German) Zbl 0870.62012 Aachen: RWTH, 134 S. (1993). MSC: 62E10 62G30 62E15 60E07 PDF BibTeX XML Cite \textit{G. Brücks}, Verteilungseigenschaften von Ordnungsstatistiken bei zufälligem Stichprobenumfang. Aachen: RWTH (1993; Zbl 0870.62012) OpenURL
Mohan, N. R.; Ravi, S. Max domains of attraction of univariate and multivariate \(p\)-max stable laws. (English) Zbl 0774.60029 Teor. Veroyatn. Primen. 37, No. 4, 709-721 (1992). Reviewer: Z.Rychlik (Lublin) MSC: 60F05 60E07 PDF BibTeX XML Cite \textit{N. R. Mohan} and \textit{S. Ravi}, Teor. Veroyatn. Primen. 37, No. 4, 709--721 (1992; Zbl 0774.60029) OpenURL
Mohan, N. R.; Ravi, S. Max domains of attraction of univariate and multivariate \(p\)-max stable laws. (English) Zbl 0788.60033 Theory Probab. Appl. 37, No. 4, 632-643 (1992); and Teor. Veroyatn. Primen. 37, No. 4, 709-721 (1992). MSC: 60F05 60E07 PDF BibTeX XML Cite \textit{N. R. Mohan} and \textit{S. Ravi}, Theory Probab. Appl. 37, No. 4, 632--643 (1992; Zbl 0788.60033) Full Text: DOI OpenURL
Mohan, N. R.; Subramanya, U. R. Characterization of max domains of attraction of univariate \(p\)-max stable laws. (English) Zbl 0784.60030 Mathai, A. M. (ed.), Proceedings of the symposium on distribution theory, held on 24-26 May 1991 at Kochi, Kerala, India. Trivandrum: Centre for Mathematical Sciences, Cent. Math. Sci., Trivandrum, Publ. 22, 11-24 (1991). MSC: 60F05 62E20 PDF BibTeX XML Cite \textit{N. R. Mohan} and \textit{U. R. Subramanya}, in: Proceedings of the symposium on distribution theory, held on 24-26 May 1991 at Kochi, Kerala, India. Trivandrum: Centre for Mathematical Sciences. 11--24 (1991; Zbl 0784.60030) OpenURL
Davis, Richard A.; Resnick, Sidney I. Basic properties and prediction of max-ARMA processes. (English) Zbl 0716.62098 Adv. Appl. Probab. 21, No. 4, 781-803 (1989). Reviewer: M.P.Mokljacuk MSC: 62M20 60G35 93E10 PDF BibTeX XML Cite \textit{R. A. Davis} and \textit{S. I. Resnick}, Adv. Appl. Probab. 21, No. 4, 781--803 (1989; Zbl 0716.62098) Full Text: DOI Link OpenURL