ExtremesStatistical Theory and Applications in Science, Engineering and Economics Short Title: Extremes Publisher: Springer US, New York, NY ISSN: 1386-1999; 1572-915X/e Online: http://link.springer.com/journal/volumesAndIssues/10687 Comments: Indexed cover-to-cover Documents Indexed: 588 Publications (since 1998) References Indexed: 475 Publications with 12,773 References. all top 5 Latest Issues 26, No. 2 (2023) 26, No. 1 (2023) 25, No. 4 (2022) 25, No. 3 (2022) 25, No. 2 (2022) 25, No. 1 (2022) 24, No. 4 (2021) 24, No. 3 (2021) 24, No. 2 (2021) 24, No. 1 (2021) 23, No. 4 (2020) 23, No. 3 (2020) 23, No. 2 (2020) 23, No. 1 (2020) 22, No. 4 (2019) 22, No. 3 (2019) 22, No. 2 (2019) 22, No. 1 (2019) 21, No. 4 (2018) 21, No. 3 (2018) 21, No. 2 (2018) 21, No. 1 (2018) 20, No. 4 (2017) 20, No. 3 (2017) 20, No. 2 (2017) 20, No. 1 (2017) 19, No. 4 (2016) 19, No. 3 (2016) 19, No. 2 (2016) 19, No. 1 (2016) 18, No. 4 (2015) 18, No. 3 (2015) 18, No. 2 (2015) 18, No. 1 (2015) 17, No. 4 (2014) 17, No. 3 (2014) 17, No. 2 (2014) 17, No. 1 (2014) 16, No. 4 (2013) 16, No. 3 (2013) 16, No. 2 (2013) 16, No. 1 (2013) 15, No. 4 (2012) 15, No. 3 (2012) 15, No. 2 (2012) 15, No. 1 (2012) 14, No. 4 (2011) 14, No. 3 (2011) 14, No. 2 (2011) 14, No. 1 (2011) 13, No. 4 (2010) 13, No. 3 (2010) 13, No. 2 (2010) 13, No. 1 (2010) 12, No. 4 (2009) 12, No. 3 (2009) 12, No. 2 (2009) 12, No. 1 (2009) 11, No. 4 (2008) 11, No. 3 (2008) 11, No. 2 (2008) 11, No. 1 (2008) 10, No. 4 (2007) 10, No. 3 (2007) 10, No. 1-2 (2007) 9, No. 3-4 (2006) 9, No. 2 (2006) 9, No. 1 (2006) 8, No. 4 (2005) 8, No. 3 (2005) 8, No. 1-2 (2005) 7, No. 4 (2004) 7, No. 3 (2004) 7, No. 2 (2004) 7, No. 1 (2004) 6, No. 4 (2003) 6, No. 3 (2003) 6, No. 2 (2003) 6, No. 1 (2003) 5, No. 4 (2003) 5, No. 3 (2003) 5, No. 2 (2002) 5, No. 1 (2002) 4, No. 4 (2001) 4, No. 3 (2001) 4, No. 2 (2001) 4, No. 1 (2001) 3, No. 4 (2000) 3, No. 3 (2000) 3, No. 2 (2000) 3, No. 1 (2000) 2, No. 4 (1999) 2, No. 3 (1999) 2, No. 2 (1999) 2, No. 1 (1999) 1, No. 4 (1999) 1, No. 3 (1999) 1, No. 2 (1998) 1, No. 1 (1998) all top 5 Authors 17 Resnick, Sidney Ira 16 Tawn, Jonathan A. 14 Hashorva, Enkelejd 13 Hüsler, Jürg 13 Nadarajah, Saralees 13 Segers, Johan 11 de Haan, Laurens 11 Leal de Carvalho Gomes, Maria Ivette 10 Piterbarg, Vladimir Il’ich 10 Schlather, Martin 9 Dębicki, Krzysztof 9 Falk, Michael 8 Beirlant, Jan 8 Peng, Zuoxiang 8 Stephenson, Alec G. 7 Klüppelberg, Claudia 7 Kulik, Rafał 7 Samorodnitsky, Gennady Pinkhosovich 7 Stoev, Stilian A. 7 Zhou, Chen 6 Bose, Arup 6 Davis, Richard A. 6 Drees, Holger 6 Fraga Alves, M. Isabel 6 Girard, Stéphane 6 Huser, Raphaël 6 Mikosch, Thomas 6 Opitz, Thomas 6 Peng, Liang 6 Rootzén, Holger 6 Rychlik, Igor 6 Soulier, Philippe 5 Bücher, Axel 5 Coles, Stuart G. 5 Das, Bikramjit 5 Gangopadhyay, Sreela 5 Guillou, Armelle 5 Heffernan, Janet E. 5 Kabluchko, Zakhar A. 5 Kratz, Marie-France 5 Podgórski, Krzysztof 5 Reiss, Rolf-Dieter 5 Wang, Yuebao 4 Cheng, Dan 4 Cooley, Daniel S. 4 Dombry, Clément 4 Embrechts, Paul 4 Engelke, Sebastian 4 Fougères, Anne-Laure 4 Gardes, Laurent 4 Goegebeur, Yuri 4 Li, Deyuan 4 Liu, Peng 4 Mai, Jan-Frederik 4 Mao, Tiantian 4 Markovich, Natalia M. 4 Marohn, Frank 4 Naveau, Philippe 4 Oesting, Marco 4 Pakes, Anthony G. 4 Scherer, Matthias 4 Sisson, Scott A. 4 Stupfler, Gilles 4 Tang, Qihe 4 Zholud, Dmitrii 3 Albrecher, Hansjörg 3 Anderson, Clive W. 3 Aulbach, Stefan 3 Barbe, Philippe 3 Beranger, Boris 3 Bladt, Martin 3 Cai, Juan-Juan 3 Canto e Castro, Luísa 3 Chenavier, Nicolas 3 Davison, Anthony C. 3 Dierckx, Goedele 3 Dupuis, Debbie J. 3 Einmahl, John H. J. 3 Genest, Christian 3 Genton, Marc G. 3 Gut, Allan 3 Hall, Andreia O. 3 Hooghiemstra, Gerard 3 Ji, Lanpeng 3 Jurečková, Jana 3 Kaufmann, Edgar 3 Kim, Joonpyo 3 Korshunov, Dmitry Alekseevich 3 Lantuéjoul, Christian 3 Maller, Ross Arthur 3 McCormick, William P. 3 Mercadier, Cécile 3 Mladenović, Pavle N. 3 Nešlehová, Johanna G. 3 Neves, Cláudia 3 Sarkar, Anish 3 Shooter, Rob 3 Simpson, Emma S. 3 Tafakori, Laleh 3 Turkman, Kamil Feridun ...and 621 more Authors all top 5 Fields 412 Statistics (62-XX) 386 Probability theory and stochastic processes (60-XX) 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Numerical analysis (65-XX) 17 Geophysics (86-XX) 9 General and overarching topics; collections (00-XX) 7 Combinatorics (05-XX) 7 Computer science (68-XX) 5 History and biography (01-XX) 5 Real functions (26-XX) 4 Convex and discrete geometry (52-XX) 4 Operations research, mathematical programming (90-XX) 3 Algebraic topology (55-XX) 2 Special functions (33-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 449 Publications have been cited 4,704 times in 2,512 Documents Cited by ▼ Year ▼ Dependence measures for extreme value analyses. Zbl 0972.62030Coles, Stuart; Heffernan, Janet; Tawn, Jonathan 161 1999 Models for stationary max-stable random fields. Zbl 1035.60054Schlather, Martin 113 2002 Tail index estimation and an exponential regression model. Zbl 0947.62034Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G. 92 1999 Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053Resnick, Sidney 85 2003 Large deviations of heavy-tailed sums with applications in insurance. Zbl 0927.60037Mikosch, T.; Nagaev, A. V. 83 1998 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 78 2003 “Asymptotically unbiased” estimators of the tail index based on external estimation of the second order parameter. Zbl 1037.62044Gomes, M. Ivette; Martins, M. João 65 2002 Sea and wind: multivariate extremes at work. Zbl 0921.62144de Haan, Laurens; de Ronde, John 58 1998 Characterizations and examples of hidden regular variation. Zbl 1088.62066Maulik, Krishanu; Resnick, Sidney 55 2004 A directory of coefficients of tail dependence. Zbl 0979.62040Heffernan, Janet E. 53 2000 Extreme value properties of multivariate \(t\) copulas. Zbl 1223.62081Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun 53 2009 A bootstrap-based method to achieve optimality in estimating the extreme-value index. Zbl 0972.62014Draisma, G.; de Haan, L.; Peng, L.; Pereira, T. T. 52 1999 Tail behavior of the product of two dependent random variables with applications to risk theory. Zbl 1329.62085Yang, Yang; Wang, Yuebao 52 2013 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 48 2009 The bootstrap methodology in statistics of extremes – choice of optimal sample fraction. Zbl 1023.62048Gomes, M. Ivette; Oliveira, Orlando 47 2001 Exact simulation of Brown-Resnick random fields at a finite number of locations. Zbl 1319.60108Dieker, A. B.; Mikosch, T. 47 2015 On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. 46 2002 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 44 2014 The asymptotic distribution of sums of records. Zbl 0931.60011Arnold, Barry C.; Villaseñor, José A. 43 1999 Tail dependence from a distributional point of view. Zbl 1049.62055Juri, Alessandro; Wüthrich, Mario V. 40 2003 Alternatives to a semi-parametric estimator of parameters of rare events – the jackknife methodology. Zbl 0979.62038Gomes, M. Ivette; Martins, M. João; Neves, Manuela 39 2000 The subexponentiality of products revisited. Zbl 1142.60012Tang, Qihe 39 2006 Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels. Zbl 1238.62136Gardes, Laurent; Girard, Stéphane 37 2010 Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. Zbl 1142.60355Stoev, Stilian A.; Taqqu, Murad S. 36 2005 Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie 35 2007 Tail asymptotics for the sum of two heavy-tailed dependent risks. Zbl 1142.60009Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik 34 2006 Semi-parametric estimation for heavy tailed distributions. Zbl 1226.62053Ciuperca, Gabriela; Mercadier, Cécile 34 2010 Spectral representations of sum- and max-stable processes. Zbl 1224.60120Kabluchko, Zakhar 34 2009 From light tails to heavy tails through multiplier. Zbl 1199.60040Tang, Qihe 33 2008 Extreme value theory for queues via cycle maxima. Zbl 0926.60072Asmussen, Søren 32 1998 Semi-parametric estimation of the second order parameter in statistics of extremes. Zbl 1039.62027Gomes, M. Ivette; de Haan, Laurens; Peng, Liang 32 2003 A dynamical mixture model for unsupervised tail estimation without threshold selection. Zbl 1039.62042Frigessi, Arnoldo; Haug, Ola; Rue, Håvard 30 2003 Exceedances over high thresholds: a guide to threshold selection. Zbl 0921.62030Dupuis, D. J. 28 1999 Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd 27 2017 Spatial regression models for extremes. Zbl 0935.62109Casson, Edward; Coles, Stuart 27 1999 Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053Piterbarg, Vladimir I. 26 2001 Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051Piterbarg, Vladimir I. 26 2004 Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. Zbl 1164.60006Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones 26 2008 Simulation of Brown-Resnick processes. Zbl 1329.60157Oesting, Marco; Kabluchko, Zakhar; Schlather, Martin 26 2012 Mixed moment estimator and location invariant alternatives. Zbl 1223.62075Alves, M. Isabel Fraga; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia 26 2009 Limiting distributions of linear programming estimators. Zbl 1008.62065Knight, Keith 25 2001 A new class of estimators of a “scale” second order parameter. Zbl 1164.62350Caeiro, Frederico; Gomes, M. Ivette 25 2006 Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016Brazauskas, Vytaras; Serfling, Robert 24 2000 A comparison of methods for estimating the extremal index. Zbl 0965.62044Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. 24 2000 Convex geometry of max-stable distributions. Zbl 1164.60003Molchanov, Ilya 24 2008 New estimators of the extreme value index under random right censoring, for heavy-tailed distributions. Zbl 1309.62093Worms, Julien; Worms, Rym 24 2014 On the infimum attained by the reflected fractional Brownian motion. Zbl 1306.60037Dębicki, K.; Kosiński, K. M. 24 2014 Simulating multivariate extreme value distributions of logistic type. Zbl 1055.65021Stephenson, Alec 23 2003 Robust and efficient estimation for the generalized Pareto distribution. Zbl 1091.62017Juárez, Sergio F.; Shucany, William 23 2004 Likelihood estimation of the extremal index. Zbl 1150.62368Süveges, Mária 23 2007 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 23 2014 Convolution and convolution-root properties of long-tailed distributions. Zbl 1327.60042Xu, Hui; Foss, Sergey; Wang, Yuebao 23 2015 Likelihood estimators for multivariate extremes. Zbl 1381.62067Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. 22 2016 Extremes of independent Gaussian processes. Zbl 1329.60152Kabluchko, Zakhar 22 2011 Heavy tailed time series with extremal independence. Zbl 1333.60102Kulik, Rafał; Soulier, Philippe 22 2015 A location invariant Hill-type estimator. Zbl 1053.62063Fraga Alves, M. I. 21 2001 Likelihood-based inference for extreme value model. Zbl 0938.62013Coles, Stuart G.; Dixon, Mark K. 21 1999 Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013Schlather, Martin; Tawn, Jonathan 21 2002 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042Hashorva, Enkelejd; Ji, Lanpeng 21 2015 Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150Hashorva, Enkelejd 21 2012 Approximation by penultimate extreme value distributions. Zbl 0947.60019Gomes, M. Ivette; de Haan, Laurens 20 1999 Extreme shock models. Zbl 0962.60016Gut, Allan; Hüsler, Jürg 19 1999 Robust estimation of the generalized Pareto distribution. Zbl 1008.62024Peng, Liang; Welsh, A. H. 19 2001 Copulas: Tales and facts (with discussion). Zbl 1164.62355Mikosh, Thomas 19 2006 Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087Segers, Johan; Zhao, Yuwei; Meinguet, Thomas 19 2017 Estimation of the conditional tail index using a smoothed local Hill estimator. Zbl 1302.62076Gardes, Laurent; Stupfler, Gilles 19 2014 Testing extreme value conditions. Zbl 1035.60050Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg 18 2002 Distance in random graphs with infinite mean degrees. Zbl 1120.05086van den Esker, Henri; van der Hofstad, Remco; Hooghiemstra, Gerard; Znamenski, Dmitri 18 2005 Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions. Zbl 1164.62014Gomes, M. Ivette; Canto e Castro, Luísa; Fraga Alves, Isabel M.; Pestana, Dinis 18 2008 Accounting for the threshold uncertainity in extreme value estimation. Zbl 1164.62326Tancredi, Andrea; Anderson, Clive; O’Hegan, Anthony 18 2006 Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077Tan, Zhongquan; Hashorva, Enkelejd 18 2013 Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun 17 2007 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222Bücher, Axel; Segers, Johan 17 2014 Adaptive estimation of heavy right tails: resampling-based methods in action. Zbl 1329.62230Gomes, M. Ivette; Figueiredo, Fernanda; Neves, M. Manuela 17 2012 Bias correction in extreme value statistics with index around zero. Zbl 1266.62094Cai, Juan-Juan; de Haan, Laurens; Zhou, Chen 17 2013 Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series. Zbl 1384.60023Davis, Richard A.; Heiny, Johannes; Mikosch, Thomas; Xie, Xiaolei 17 2016 Estimation of a support curve via order statistics. Zbl 0979.62035Gijbels, I.; Peng, L. 16 2000 Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002Hashorva, Enkelejd 16 2007 Statistics for tail processes of Markov chains. Zbl 1327.62322Drees, Holger; Segers, Johan; Warchoł, Michał 16 2015 Detecting a conditional extreme value model. Zbl 1226.60078Das, Bikramjit; Resnick, Sidney I. 16 2011 Conditional limit results for type I polar distributions. Zbl 1224.60031Hashorva, Enkelejd 16 2009 New estimators for the extremal index and other cluster characteristics. Zbl 1053.62065Laurini, Fabrizio; Tawn, Jonathan A. 15 2003 Asymptotic expansions for the distribution of the maximum of Gaussian random fields. Zbl 1035.60035Azaïs, Jean-Marc; Delmas, Céline 15 2002 Asymptotics of maxima of discrete random variables. Zbl 1035.60032Nadarajah, Saralees; Mitov, Kosto 15 2003 Limit theorems for numbers of near records. Zbl 1164.62017Pakes, Anthony G. 15 2007 The tail process revisited. Zbl 1417.60043Planinić, Hrvoje; Soulier, Philippe 15 2018 Extreme values for characteristic radii of a Poisson-Voronoi tessellation. Zbl 1316.60021Calka, Pierre; Chenavier, Nicolas 15 2014 Multivariate peaks over thresholds models. Zbl 1390.62083Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. 15 2018 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 15 2015 On max-stable processes and the functional \(D\)-norm. Zbl 1295.60067Aulbach, Stefan; Falk, Michael; Hofmann, Martin 15 2013 On extreme regression quantiles. Zbl 0959.62047Portnoy, Stephen; Jurečková, Jana 14 1999 On a test statistic for linear trend. Zbl 1050.62085Albin, J. M. P.; Jarušková, D. 14 2003 Extremal behavior of diffusion models in finance. Zbl 0931.60036Borkovec, Milan; Klüppelberg, Claudia 14 1998 A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan 14 2018 INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles. Zbl 1407.62167Opitz, Thomas; Huser, Raphaël; Bakka, Haakon; Rue, Håvard 14 2018 High extrema of Gaussian chaos processes. Zbl 1339.60062Piterbarg, Vladimir I. 14 2016 Extremes of independent chi-square random vectors. Zbl 1329.60028Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim 14 2012 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056Bücher, Axel; Segers, Johan 14 2017 Asymptotic models and inference for extremes of spatio-temporal data. Zbl 1226.60083Turkman, Kamil Feridun; Amaral Turkman, M. A.; Pereira, J. M. 14 2010 Mass distributions of two-dimensional extreme-value copulas and related results. Zbl 1359.62217Trutschnig, Wolfgang; Schreyer, Manuela; Fernández-Sánchez, Juan 14 2016 Pandemic-type failures in multivariate Brownian risk models. Zbl 1496.91039Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai 2 2022 The tail process and tail measure of continuous time regularly varying stochastic processes. Zbl 1500.60028Soulier, Philippe 2 2022 Modeling spatial extremes using normal mean-variance mixtures. Zbl 1493.62266Zhang, Zhongwei; Huser, Raphaël; Opitz, Thomas; Wadsworth, Jennifer 1 2022 Extremes of censored and uncensored lifetimes in survival data. Zbl 1493.62560Maller, Ross; Resnick, Sidney 1 2022 Limit theorems for branching processes with immigration in a random environment. Zbl 1501.60052Basrak, Bojan; Kevei, Péter 1 2022 Extreme value theory for spatial random fields – with application to a Lévy-driven field. Zbl 1493.60087Stehr, Mads; Rønn-Nielsen, Anders 3 2021 Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds. Zbl 1479.60065Thomas, Andrew M.; Owada, Takashi 2 2021 Basin-wide spatial conditional extremes for severe ocean storms. Zbl 1473.60087Shooter, Rob; Tawn, Jonathan; Ross, Emma; Jonathan, Philip 2 2021 Critical branching processes in random environment with immigration: survival of a single family. Zbl 1473.60125Smadi, Charline; Vatutin, Vladimir 2 2021 On ruin probabilities with risky investments in a stock with stochastic volatility. Zbl 1493.60072Ellanskaya, Anastasiya; Kabanov, Yuri 1 2021 Extremal clustering in non-stationary random sequences. Zbl 1498.60184Auld, Graeme; Papastathopoulos, Ioannis 1 2021 Conditional marginal expected shortfall. Zbl 1482.62105Goegebeur, Yuri; Guillou, Armelle; Ho, Nguyen Khanh Le; Qin, Jing 1 2021 Randomly stopped extreme Zipf extensions. Zbl 1479.60026Duarte-López, Ariel; Pérez-Casany, Marta; Valero, Jordi 1 2021 Poisson approximation in terms of the Gini-Kantorovich distance. Zbl 1481.60054Novak, S. Y. 1 2021 Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes. Zbl 1461.00065 1 2021 Estimation of spatio-temporal extreme distribution using a quantile factor model. Zbl 1466.62322Kim, Joonpyo; Park, Seoncheol; Kwon, Junhyeon; Lim, Yaeji; Oh, Hee-Seok 1 2021 A regionalisation approach for rainfall based on extremal dependence. Zbl 1481.60098Saunders, K. R.; Stephenson, A. G.; Karoly, D. J. 1 2021 Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes. Zbl 1466.62448Chen, Wanfang; Castruccio, Stefano; Genton, Marc G. 1 2021 Estimation and uncertainty quantification for extreme quantile regions. Zbl 1466.62291Beranger, Boris; Padoan, Simone A.; Sisson, Scott A. 1 2021 Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Zbl 1450.62044Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 9 2020 Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. Zbl 1447.62050Drees, Holger; Knežević, Miran 6 2020 Canonical spectral representation for exchangeable max-stable sequences. Zbl 1457.60053Mai, Jan-Frederik 5 2020 Are extreme value estimation methods useful for network data? Zbl 1460.62085Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. 5 2020 Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Zbl 1468.60100Dȩbicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz 4 2020 Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \). Zbl 1457.60077Korshunov, Dmitry; Wang, Longmin 4 2020 Maxima and sums of non-stationary random length sequences. Zbl 1457.60078Markovich, Natalia M.; Rodionov, Igor V. 3 2020 On distributionally robust extreme value analysis. Zbl 1443.60051Blanchet, Jose; He, Fei; Murthy, Karthyek 2 2020 Statistical inference for heavy tailed series with extremal independence. Zbl 1498.62165Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe 2 2020 Estimation of the extremal index using censored distributions. Zbl 1451.62047Holešovský, Jan; Fusek, Michal 1 2020 On tail dependence matrices. The realization problem for parametric families. Zbl 1445.62127Shyamalkumar, Nariankadu D.; Tao, Siyang 1 2020 Ordinal patterns in clusters of subsequent extremes of regularly varying time series. Zbl 1468.62343Oesting, Marco; Schnurr, Alexander 1 2020 Threshold selection and trimming in extremes. Zbl 1466.62318Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 1 2020 Trend detection for heteroscedastic extremes. Zbl 1436.62177Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher 1 2020 Simultaneous confidence bands for extremal quantile regression with splines. Zbl 1436.62151Yoshida, Takuma 1 2020 Extremal dependence of random scale constructions. Zbl 1427.60097Engelke, Sebastian; Opitz, Thomas; Wadsworth, Jennifer 10 2019 Managing local dependencies in asymptotic theory for maxima of stationary random fields. Zbl 1422.60086Jakubowski, Adam; Soja-Kukieła, Natalia 7 2019 Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056Wang, Tiandong; Resnick, Sidney I. 7 2019 On the study of extremes with dependent random right-censoring. Zbl 1469.62255Stupfler, Gilles 6 2019 A nonparametric method for producing isolines of bivariate exceedance probabilities. Zbl 1428.62197Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F. 6 2019 Bias-corrected estimation for conditional Pareto-type distributions with random right censoring. Zbl 1429.62174Goegebeur, Yuri; Guillou, Armelle; Qin, Jing 6 2019 Identifying groups of variables with the potential of being large simultaneously. Zbl 1420.62226Chiapino, Maël; Sabourin, Anne; Segers, Johan 5 2019 On maximum of Gaussian random field having unique maximum point of its variance. Zbl 1473.60068Kobelkov, Sergey G.; Piterbarg, Vladimir I. 5 2019 Estimation of extremes for Weibull-tail distributions in the presence of random censoring. Zbl 1434.62209Worms, Julien; Worms, Rym 4 2019 On the accuracy of Poisson approximation. Zbl 1439.60024Novak, S. Y. 4 2019 The tail dependograph. Zbl 1419.62172Mercadier, Cécile; Roustant, Olivier 3 2019 Threshold selection for multivariate heavy-tailed data. Zbl 1418.62220Wan, Phyllis; Davis, Richard A. 3 2019 Extremes of stationary random fields on a lattice. Zbl 1488.60086Ling, Chengxiu 3 2019 Extremes of spherical fractional Brownian motion. Zbl 1488.60092Cheng, Dan; Liu, Peng 3 2019 Ridge regression estimators for the extreme value index. Zbl 1422.60085Buitendag, Sven; Beirlant, Jan; de Wet, Tertius 2 2019 Estimation of the expected shortfall given an extreme component under conditional extreme value model. Zbl 1420.62227Kulik, Rafał; Tong, Zhigang 2 2019 Improving precipitation forecasts using extreme quantile regression. Zbl 1434.62058Velthoen, Jasper; Cai, Juan-Juan; Jongbloed, Geurt; Schmeits, Maurice 2 2019 Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes. Zbl 1422.60030Buhl, Sven; Klüppelberg, Claudia 1 2019 Multiple thresholds in extremal parameter estimation. Zbl 1420.62228Sun, Julian; Samorodnitsky, Gennady 1 2019 Limit laws for the diameter of a set of random points from a distribution supported by a smoothly bounded set. Zbl 1432.60024Schrempp, Michael 1 2019 Improved estimation of the extreme value index using related variables. Zbl 1434.62072Ahmed, Hanan; Einmahl, John H. J. 1 2019 The largest order statistics for the inradius in an isotropic STIT tessellation. Zbl 1427.60022Chenavier, Nicolas; Nagel, Werner 1 2019 Modeling extreme negative returns using marked renewal Hawkes processes. Zbl 1434.62177Stindl, Tom; Chen, Feng 1 2019 On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails. Zbl 1434.62039Stupfler, Gilles 1 2019 The time of ultimate recovery in Gaussian risk model. Zbl 1488.60083Dȩbicki, Krzysztof; Liu, Peng 1 2019 The tail process revisited. Zbl 1417.60043Planinić, Hrvoje; Soulier, Philippe 15 2018 Multivariate peaks over thresholds models. Zbl 1390.62083Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. 15 2018 A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088Einmahl, John H. 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Zbl 1381.28005Das, Bikramjit; Resnick, Sidney I. 3 2017 ...and 349 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,406 Authors 99 Hashorva, Enkelejd 55 Guillou, Armelle 53 Leal de Carvalho Gomes, Maria Ivette 45 Yang, Yang 42 Girard, Stéphane 41 Resnick, Sidney Ira 38 Dębicki, Krzysztof 33 Goegebeur, Yuri 33 Segers, Johan 32 Nadarajah, Saralees 32 Tan, Zhongquan 31 Beirlant, Jan 31 Peng, Zuoxiang 29 de Haan, Laurens 28 Šiaulys, Jonas 27 Peng, Liang 26 Tang, Qihe 26 Tawn, Jonathan A. 26 Wang, Yuebao 25 Falk, Michael 22 Ji, Lanpeng 21 Drees, Holger 21 Gardes, Laurent 21 Stupfler, Gilles 20 Huser, Raphaël 19 Caeiro, Frederico 19 Klüppelberg, Claudia 19 Mikosch, Thomas 18 Ferreira, Helena 18 Leipus, Remigijus 18 Li, Deyuan 17 Ferreira, Marta 17 Stoev, Stilian A. 17 Wang, Kaiyong 16 Piterbarg, Vladimir Il’ich 16 Samorodnitsky, Gennady Pinkhosovich 16 Schlather, Martin 15 Albrecher, Hansjörg 15 Hüsler, Jürg 15 Ling, Chengxiu 15 Robert, Christian Yann 14 Bücher, Axel 14 Chen, Yiqing 14 Das, Bikramjit 14 Davis, Richard A. 14 Dombry, Clément 14 Durante, Fabrizio 14 Embrechts, Paul 14 Gao, Qingwu 14 Joe, Harry 14 Li, Jinzhu 14 Qi, Yongcheng 13 Henriques-Rodrigues, Lígia 13 Kulik, Rafał 13 Liu, Peng 13 Wang, Dingcheng 13 Zhou, Chen 12 Bladt, Martin 12 Cooley, Daniel S. 12 de Wet, Tertius 12 Padoan, Simone A. 12 Pestana, Dinis Duarte 12 Reich, Brian James 12 Wadsworth, Jennifer L. 12 Wang, Yizao 12 Yuen, Kam Chuen 12 Zhang, Zhengjun 11 Asmussen, Søren 11 Bai, Long 11 Cheng, Dongya 11 Davison, Anthony C. 11 Fougères, Anne-Laure 11 Fraga Alves, M. 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