Chatelain, Simon; Perreault, Samuel; Fougères, Anne-Laure; Nešlehová, Johanna G. Clustered Archimax copulas. (English) Zbl 07977787 Electron. J. Stat. 19, No. 1, 314-360 (2025). MSC: 62H05 60G70 62G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Paquette, Elliot; Zeitouni, Ofer The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble. (English) Zbl 07972295 Forum Math. Sigma 13, Paper No. e1, 126 p. (2025). MSC: 60G70 60B20 60G55 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rodionov, Igor Location- and scale-free procedures for distinguishing between distribution tail models. (English) Zbl 07977771 Electron. J. Stat. 18, No. 2, 5330-5369 (2024). MSC: 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Simpson, Emma S.; Tawn, Jonathan A. Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties. (English) Zbl 07977753 Electron. J. Stat. 18, No. 2, 4582-4611 (2024). MSC: 62-XX 86-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Oesting, Marco; Wintenberger, Olivier Estimation of the spectral measure from convex combinations of regularly varying random vectors. (English) Zbl 07976234 Ann. Stat. 52, No. 6, 2529-2556 (2024). MSC: 62G32 62G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Xu, Hui; Grigoriu, Mircea Finite-dimensional models for response analysis. (English) Zbl 07973171 SIAM/ASA J. Uncertain. Quantif. 12, 1424-1449 (2024). MSC: 60H10 60J60 60G70 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Miralles, Ophélia; Davison, Anthony C. Bayesian modeling of insurance claims for hail damage. (English) Zbl 07969335 Ann. Appl. Stat. 18, No. 4, 3091-3108 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aralova, N. I.; Chikrii, A. A.; Shakhlina, L. Ya.-G. A complex mathematical model for evaluating the functional reliability of flight crew members. (English. Ukrainian original) Zbl 07944507 Cybern. Syst. Anal. 60, No. 5, 819-825 (2024); translation from Kibern. Sist. Anal. 60, No. 5, 156-163 (2024). MSC: 00Bxx 68-XX 92-XX × Cite Format Result Cite Review PDF Full Text: DOI
Murphy-Barltrop, C. J. R.; Wadsworth, J. L.; Eastoe, E. F. Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function. (English) Zbl 07941650 Extremes 27, No. 4, 643-671 (2024). MSC: 62G32 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dȩbicki, Krzysztof; Ji, Lanpeng; Novikov, Svyatoslav Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics. (English) Zbl 07941649 Extremes 27, No. 4, 613-641 (2024). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sakthivel, K. M.; Nandhini, V. An entropy-based validation of threshold selection technique for extreme value analysis and risk assessment. (English) Zbl 07940786 Lobachevskii J. Math. 45, No. 4, 1633-1651 (2024). MSC: 62Gxx 62Pxx 60Fxx × Cite Format Result Cite Review PDF Full Text: DOI
Meyer, Nicolas; Wintenberger, Olivier Multivariate sparse clustering for extremes. (English) Zbl 07937786 J. Am. Stat. Assoc. 119, No. 547, 1911-1922 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Murphy-Barltrop, C. J. R.; Wadsworth, J. L. Modelling non-stationarity in asymptotically independent extremes. (English) Zbl 1547.62027 Comput. Stat. Data Anal. 199, Article ID 108025, 18 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rai, Sweta; Hoffman, Alexis; Lahiri, Soumendra; Nychka, Douglas W.; Sain, Stephan R.; Bandyopadhyay, Soutir Fast parameter estimation of generalized extreme value distribution using neural networks. (English) Zbl 1548.62521 Environmetrics 35, No. 3, Article ID e2845, 18 p. (2024). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grigoriu, M. Microstructure models for extreme material responses. (English) Zbl 07917724 Comput. Methods Appl. Mech. Eng. 431, Article ID 117244, 10 p. (2024). MSC: 74M25 74S60 × Cite Format Result Cite Review PDF Full Text: DOI
Krutto, Annika; Haugdahl Nøst, Therese; Thoresen, Magne A heavy-tailed model for analyzing miRNA-seq raw read counts. (English) Zbl 1542.92094 Stat. Appl. Genet. Mol. Biol. 23, No. 1, Article ID 20230016, 30 p. (2024). MSC: 92D20 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Nolan, John P. Modeling multivariate extremes. (English) Zbl 1545.62109 Wiley Interdiscip. Rev., WIREs Comput. Stat. 16, No. 2, Article ID e1652, 12 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Tajvidi, Nader On approximating dependence function and its derivatives. (English) Zbl 07909814 Extremes 27, No. 3, 479-503 (2024). MSC: 62Exx × Cite Format Result Cite Review PDF Full Text: DOI
Li, Xiaoting; Joe, Harry Multivariate directional tail-weighted dependence measures. (English) Zbl 07904768 J. Multivariate Anal. 203, Article ID 105319, 22 p. (2024). MSC: 62Hxx 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Gomes, Maria Ivette The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements. (English) Zbl 07900722 Commun. Math. 32, No. 3, Paper No. 8, 63 p. (2024). Reviewer: C. Pereira da Silva (Curitiba) MSC: 01A72 60G70 62G30 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Malinovsky, Yaakov A note on the distribution of the extreme degrees of a random graph via the Stein-Chen method. (English) Zbl 1542.05159 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 22, 7 p. (2024). MSC: 05C80 05C07 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vandeskog, Silius M.; Martino, Sara; Huser, Raphaël An efficient workflow for modelling high-dimensional spatial extremes. (English) Zbl 1542.62028 Stat. Comput. 34, No. 4, Paper No. 137, 12 p. (2024). MSC: 62-08 62F15 62G32 62M30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Han; Chen, Wangxue; Li, Bingjie Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling. (English) Zbl 07889411 J. Korean Stat. Soc. 53, No. 2, 398-415 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, M. Ivette Improvements in the estimation of the Weibull tail coefficient: a comparative study. (English) Zbl 07871974 Math. Methods Appl. Sci. 47, No. 11, 8255-8274 (2024). MSC: 62G05 62G20 62G32 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Asenova, Stefka; Segers, Johan Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (English) Zbl 1540.05063 Adv. Appl. Probab. 56, No. 2, 621-665 (2024). MSC: 05C20 60G70 62H22 05C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Passeggeri, Riccardo; Wintenberger, Olivier Extremes for stationary regularly varying random fields over arbitrary index sets. (English) Zbl 1547.60052 Extremes 27, No. 2, 247-314 (2024). Reviewer: Eugen Paltanea (Braşov) MSC: 60G70 60G60 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ievlev, Pavel Extremes of locally-homogenous vector-valued Gaussian processes. (English) Zbl 07846579 Extremes 27, No. 2, 219-245 (2024). MSC: 60G60 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Carney, Meagan; Holland, Mark; Nicol, Matthew; Tran, Phuong Runs of extremes of observables on dynamical systems and applications. (English) Zbl 1543.37078 Physica D 460, Article ID 134093, 18 p. (2024). MSC: 37M10 37N10 86A08 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barakat, H. M.; Semida, A. A.; Harpy, M. H. Asymptotic maxima of folded distributions with application to the multivariate extreme theory. (English) Zbl 1536.62055 J. Comput. Appl. Math. 443, Article ID 115765, 13 p. (2024). MSC: 62G30 62E20 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Majumder, Reetam; Reich, Brian J.; Shaby, Benjamin A. Modeling extremal streamflow using deep learning approximations and a flexible spatial process. (English) Zbl 07832621 Ann. Appl. Stat. 18, No. 2, 1519-1542 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hou, Yanxi; Leng, Xuan; Peng, Liang; Zhou, Yinggang Panel quantile regression for extreme risk. (English) Zbl 07822310 J. Econom. 240, No. 1, Article ID 105674, 20 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Szabó, Péter; Bartholy, Judit; Pongrácz, Rita Seasonal temperature and precipitation record breakings in Hungary in a warming world. (English) Zbl 1530.86005 GEM. Int. J. Geomath. 15, Paper No. 2, 20 p. (2024). MSC: 86A32 86A08 × Cite Format Result Cite Review PDF Full Text: DOI
Jennessen, Tobias; Bücher, Axel Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation. (English) Zbl 07802701 Extremes 27, No. 1, 163-184 (2024). MSC: 62G32 62M10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Bücher, Axel; Jennessen, Tobias Statistics for heteroscedastic time series extremes. (English) Zbl 07788875 Bernoulli 30, No. 1, 46-71 (2024). MSC: 62Gxx 60Gxx 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Meng; Chen, Wang-xue; Yang, Rui Double moving extremes ranked set sampling design. (English) Zbl 07788844 Acta Math. Appl. Sin., Engl. Ser. 40, No. 1, 75-90 (2024). MSC: 62F07 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Harpy, Mahmoud H.; Barakat, Haroon M. On the asymptotic behavior of the maximum and record values of multivariate data using the \(\mathrm{R}\)-ordering principle. (English) Zbl 07976966 Statistica 83, No. 2, 165-179 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Thomas, Andrew M. Central limit theorems and asymptotic independence for local \(U\)-statistics on diverging halfspaces. (English) Zbl 07941475 Bernoulli 29, No. 4, 3280-3306 (2023). MSC: 60F05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Stolf, Federica; Canale, Antonio A hierarchical Bayesian non-asymptotic extreme value model for spatial data. (English) Zbl 1548.62527 Environmetrics 34, No. 7, Article ID e2806, 15 p. (2023). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Murphy-Barltrop, C. J. R.; Wadsworth, J. L.; Eastoe, E. F. New estimation methods for extremal bivariate return curves. (English) Zbl 1545.62880 Environmetrics 34, No. 5, Article ID e2797, 22 p. (2023). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Buriticá, Gloria; Naveau, Philippe Stable sums to infer high return levels of multivariate rainfall time series. (English) Zbl 1545.62715 Environmetrics 34, No. 4, Article ID e2782, 18 p. (2023). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sain, Stephan R. Data science and climate risk analytics. (English) Zbl 1545.62920 Environmetrics 34, No. 2, Article ID e2749, 6 p. (2023). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Chaoubi, Ihsan; Besse, Camille; Cossette, Hélène; Côté, Marie-Pier Micro-level reserving for general insurance claims using a long short-term memory network. (English) Zbl 07889633 Appl. Stoch. Models Bus. Ind. 39, No. 3, 382-407 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
de Carvalho, Miguel; Huser, Raphael; Rubio, Rodrigo Similarity-based clustering for patterns of extreme values. (English) Zbl 07858689 Stat 12, No. 1, Paper No. e560, 18 p. (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Krystecki, Konrad Cumulative Parisian ruin probability for two-dimensional Brownian risk model. (English) Zbl 1532.60068 Probab. Math. Stat. 43, No. 1, 63-81 (2023). MSC: 60G15 60G70 60G51 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K. A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic. (English) Zbl 1529.62009 REVSTAT 21, No. 3, 367-388 (2023). MSC: 62-08 62F03 62F25 60E15 62G32 62P12 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Legrand, Juliette; Ailliot, Pierre; Naveau, Philippe; Raillard, Nicolas Joint stochastic simulation of extreme coastal and offshore significant wave heights. (English) Zbl 07789433 Ann. Appl. Stat. 17, No. 4, 3363-3383 (2023). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI HAL
Simpson, Emma S.; Opitz, Thomas; Wadsworth, Jennifer L. High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields. (English) Zbl 07784961 Extremes 26, No. 4, 669-713 (2023). MSC: 62Exx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Belzile, Léo R.; Dutang, Christophe; Northrop, Paul J.; Opitz, Thomas A modeler’s guide to extreme value software. (English) Zbl 07784959 Extremes 26, No. 4, 595-638 (2023). MSC: 62Exx × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Arendarczyk, Marek; Jasiulis-Gołdyn, Barbara; Omey, Edward Asymptotic properties of extremal Markov processes driven by Kendall convolution. (English) Zbl 1537.60060 J. Theor. Probab. 36, No. 4, 2040-2065 (2023). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60F05 44A35 60J05 60J35 60E07 60E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stupfler, Gilles; Usseglio-Carleve, Antoine Composite bias-reduced \(L^p\)-quantile-based estimators of extreme quantiles and expectiles. (English. French summary) Zbl 07759550 Can. J. Stat. 51, No. 2, 704-742 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI HAL
Moins, Théo; Arbel, Julyan; Girard, Stéphane; Dutfoy, Anne Reparameterization of extreme value framework for improved Bayesian workflow. (English) Zbl 1543.62150 Comput. Stat. Data Anal. 187, Article ID 107807, 21 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Mefleh, Aline Simple change point model in heteroscedastic extremes. (English) Zbl 07736152 Commun. Stat., Theory Methods 52, No. 20, 7455-7464 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Stein, Michael L. A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution. (English) Zbl 07730784 Extremes 26, No. 3, 469-507 (2023). MSC: 62G32 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Asenova, Stefka; Segers, Johan Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions. (English) Zbl 07730783 Extremes 26, No. 3, 433-468 (2023). MSC: 62Exx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bücher, Axel; Zanger, Leandra On the disjoint and sliding block maxima method for piecewise stationary time series. (English) Zbl 1539.62264 Ann. Stat. 51, No. 2, 573-598 (2023). MSC: 62M10 60F05 60G70 62G32 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yang, Rui; Chen, Wangxue; Dong, Yanfei Log-extended exponential-geometric parameters estimation using simple random sampling and moving extremes ranked set sampling. (English) Zbl 07713480 Commun. Stat., Simulation Comput. 52, No. 1, 267-277 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Grigoriu, M. Four finite dimensional (FD) surrogates for continuous random processes. (English) Zbl 1518.60005 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 45, 31 p. (2023). MSC: 60B12 60G17 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Xiaoting; Joe, Harry Estimation of multivariate tail quantities. (English) Zbl 1543.62131 Comput. Stat. Data Anal. 185, Article ID 107761, 30 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Grigoriu, Mircea Dan Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes. (English) Zbl 1518.60017 Monte Carlo Methods Appl. 29, No. 2, 127-142 (2023). MSC: 60E05 60G15 65C05 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
Tendijck, Stan; Eastoe, Emma; Tawn, Jonathan; Randell, David; Jonathan, Philip Modeling the extremes of bivariate mixture distributions with application to oceanographic data. (English) Zbl 07707247 J. Am. Stat. Assoc. 118, No. 542, 1373-1384 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ivanovs, Jevgenijs; Thøstesen, Jakob D. Lévy processes conditioned to stay in a half-space with applications to directional extremes. (English) Zbl 1538.60068 Mod. Stoch., Theory Appl. 10, No. 1, 59-75 (2023). MSC: 60G51 60G17 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Astrauskas, Arvydas Some bounds for the expectations of functions on order statistics and their applications. (English) Zbl 07692072 J. Theor. Probab. 36, No. 2, 1116-1147 (2023). MSC: 62G30 41A45 × Cite Format Result Cite Review PDF Full Text: DOI
Ray, Souvik; Hazra, Rajat Subhra; Roy, Parthanil; Soulier, Philippe Branching random walk with infinite progeny mean: a tale of two tails. (English) Zbl 1518.60082 Stochastic Processes Appl. 160, 120-160 (2023). Reviewer: Bastien Mallein (Paris) MSC: 60J80 60G70 60G50 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dong, Yan-fei; Chen, Wang-xue; Xie, Min-yu Best linear unbiased estimators of location and scale ranked set parameters under moving extremes sampling design. (English) Zbl 07685061 Acta Math. Appl. Sin., Engl. Ser. 39, No. 2, 222-231 (2023). MSC: 62F07 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Tendijck, Stan; Tawn, Jonathan; Jonathan, Philip Extremal characteristics of conditional models. (English) Zbl 07658862 Extremes 26, No. 1, 139-156 (2023). MSC: 62Exx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Guerrero, Matheus B.; Huser, Raphaël; Ombao, Hernando Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data. (English) Zbl 07656972 Ann. Appl. Stat. 17, No. 1, 178-198 (2023). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Scotto, Manuel G.; Gouveia, Sónia On the extremes of the max-INAR(1) process for time series of counts. (English) Zbl 07649692 Commun. Stat., Theory Methods 52, No. 4, 1136-1154 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Cipriani, Alessandra; Dan, Biltu; Hazra, Rajat Subhra; Ray, Rounak Maximum of the membrane model on regular trees. (English) Zbl 1510.60026 J. Stat. Phys. 190, No. 1, Paper No. 25, 32 p. (2023). MSC: 60G15 82B20 82B41 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Thomas, Maud; Rootzén, Holger Real-time prediction of severe influenza epidemics using extreme value statistics. (English) Zbl 07949865 J. R. Stat. Soc., Ser. C, Appl. Stat. 71, No. 2, 376-394 (2022). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lilienthal, Jona; Zanger, Leandra; Bücher, Axel; Fried, Roland A note on statistical tests for homogeneities in multivariate extreme value models for block maxima. (English) Zbl 1545.62843 Environmetrics 33, No. 7, Article ID e2746, 21 p. (2022). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Wen; Hou, Yanxi; Li, Deyuan Prediction of extremal expectile based on regression models with heteroscedastic extremes. (English) Zbl 1547.62958 J. Bus. Econ. Stat. 40, No. 2, 522-536 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Rui; Leng, Chenlei; You, Jinhong Semiparametric tail index regression. (English) Zbl 1547.62833 J. Bus. Econ. Stat. 40, No. 1, 82-95 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
de Fondeville, Raphaël; Davison, Anthony C. Functional peaks-over-threshold analysis. (English) Zbl 07909618 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 4, 1392-1422 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shen, Bingliang; Chen, Wangxue; Wang, Shuo Parametric estimator of Rayleigh distribution under moving extremes ranked set sampling design. (Chinese. English summary) Zbl 1549.62014 Acta Math. Appl. Sin. 45, No. 4, 595-606 (2022). MSC: 62D05 62F10 × Cite Format Result Cite Review PDF Full Text: Link
Redhouane, Frihi; Abdelaziz, Rassoul; Ouldrouis, Hamid POT-based estimator of the ruin probability in infinite time for loss models: an application to insurance risk. (English) Zbl 1527.62080 Chil. J. Stat. 13, No. 2, 201-220 (2022). MSC: 62P05 62G32 62E20 62F12 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Kantonistova, E. O.; Rodionov, I. V. On procedures for testing the equivalence of distribution tails. (English. Russian original) Zbl 07675135 Dokl. Math. 106, No. 3, 436-439 (2022); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 507, 36-39 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Daouia, Abdelaati; Gijbels, Irène; Stupfler, Gilles Extremile regression. (English) Zbl 1506.62296 J. Am. Stat. Assoc. 117, No. 539, 1579-1586 (2022). MSC: 62G32 60G70 62G08 × Cite Format Result Cite Review PDF Full Text: DOI Link
Romanovsky, Michael Most probable distributions and distributions of extremes for particle systems with hierarchical structures. (English) Zbl 1505.82019 Chaos Solitons Fractals 159, Article ID 112170, 8 p. (2022). MSC: 82B21 81V25 × Cite Format Result Cite Review PDF Full Text: DOI
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K. The Greenwood statistic, stochastic dominance, clustering and heavy tails. (English) Zbl 07638431 Scand. J. Stat. 49, No. 1, 331-352 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Nolde, Natalia; Wadsworth, Jennifer L. Linking representations for multivariate extremes via a limit set. (English) Zbl 1517.62062 Adv. Appl. Probab. 54, No. 3, 688-717 (2022). MSC: 62G32 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Németh, László; Hübnerová, Zuzana; Zempléni, András Comparison of trend detection methods in GEV models. (English) Zbl 07632212 Commun. Stat., Simulation Comput. 51, No. 11, 6398-6413 (2022). MSC: 62G32 62F40 60G70 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Laurini, Fabrizio; Fearnhead, Paul; Tawn, Jonathan Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes. (English) Zbl 1499.62022 Stat. Comput. 32, No. 6, Paper No. 104, 22 p. (2022). MSC: 62-08 62M10 62G32 60G70 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Malinovsky, Yaakov On the distribution of winners’ scores in a round-robin tournament. (English) Zbl 1498.62098 Probab. Eng. Inf. Sci. 36, No. 4, 1098-1102 (2022). MSC: 62G32 05C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
de Carvalho, Miguel; Kumukova, Alina; dos Reis, Gonçalo Regression-type analysis for multivariate extreme values. (English) Zbl 07613176 Extremes 25, No. 4, 595-622 (2022). MSC: 62Exx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Richards, Jordan; Tawn, Jonathan A.; Brown, Simon Modelling extremes of spatial aggregates of precipitation using conditional methods. (English) Zbl 1498.62291 Ann. Appl. Stat. 16, No. 4, 2693-2713 (2022). MSC: 62P12 62G32 60G70 62M30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Richards, Jordan; Tawn, Jonathan A. On the tail behaviour of aggregated random variables. (English) Zbl 1521.62076 J. Multivariate Anal. 192, Article ID 105065, 16 p. (2022). MSC: 62G32 60G70 62E20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine On automatic bias reduction for extreme expectile estimation. (English) Zbl 1495.62010 Stat. Comput. 32, No. 4, Paper No. 64, 18 p. (2022). MSC: 62-08 62G32 62P05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Lebedev, A. V. Records and increases of multivariate extremes of random particle scores in supercritical branching processes with max-linear heredity. (English. Russian original) Zbl 1502.60127 Theory Probab. Appl. 67, No. 2, 310-317 (2022); translation from Teor. Veroyatn. Primen. 67, No. 2, 384-395 (2022). MSC: 60J80 60F05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
de Carvalho, M.; Pereira, S.; Pereira, P.; de Zea Bermudez, P. An extreme value Bayesian Lasso for the conditional left and right tails. (English) Zbl 07570501 J. Agric. Biol. Environ. Stat. 27, No. 2, 222-239 (2022). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ying, Andrew; Zhou, Wen-Xin On the asymptotic distribution of the scan statistic for empirical distributions. (English) Zbl 07563222 Extremes 25, No. 3, 487-528 (2022). MSC: 62Exx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hafver, Andreas; Agrell, Christian; Vanem, Erik Environmental contours as Voronoi cells. (English) Zbl 07563221 Extremes 25, No. 3, 451-486 (2022). MSC: 62Exx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Demangeot, Marine; Carnec, Rémi; Chautru, Emilie; Lantuéjoul, Christian Continuous simulation of storm processes. (English) Zbl 07563218 Extremes 25, No. 3, 363-387 (2022). MSC: 60D05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Kantonistova, E. O.; Rodionov, I. V. On tests to distinguish distribution tails invariant with respect to the scale parameter. (English. Russian original) Zbl 07557349 Dokl. Math. 105, No. 2, 97-101 (2022); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 503, 54-58 (2022). MSC: 62Gxx 62Fxx 60Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Cissokho, Youssouph; Kulik, Rafal Estimation of cluster functionals for regularly varying time series: runs estimators. (English) Zbl 07556939 Electron. J. Stat. 16, No. 1, 3561-3607 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Jóhannesson, Árni V.; Siegert, Stefan; Huser, Raphaël; Bakka, Haakon; Hrafnkelsson, Birgir Approximate Bayesian inference for analysis of spatiotemporal flood frequency data. (English) Zbl 1498.62285 Ann. Appl. Stat. 16, No. 2, 905-935 (2022). MSC: 62P12 62M30 62F15 62G32 62H11 86A32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nascimento, Mauricio; Shaby, Benjamin A. A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data. (English) Zbl 07551341 J. Stat. Comput. Simulation 92, No. 9, 1977-1994 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
e Silva, W. V. M.; do Nascimento, F. F. MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions. (English) Zbl 1524.62002 Commun. Stat., Simulation Comput. 51, No. 2, 432-442 (2022). MSC: 62-04 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Panga, Zacarias; Pereira, Luísa On the almost sure limit theorem for the joint version of maxima and minima of non-stationary random fields. (English) Zbl 07535597 Commun. Stat., Theory Methods 51, No. 10, 3408-3418 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI