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: https://link.springer.com/journal/10687/volumes-and-issues Comments: Journal; Indexed cover-to-cover Documents Indexed: 605 Publications (since 1998) References Indexed: 492 Publications with 13,566 References. all top 5 Latest Issues 27, No. 1 (2024) 26, No. 4 (2023) 26, No. 3 (2023) 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) all top 5 Authors 18 Resnick, Sidney Ira 16 Tawn, Jonathan A. 14 Hashorva, Enkelejd 14 Segers, Johan 13 Hüsler, Jürg 13 Nadarajah, Saralees 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 Opitz, Thomas 8 Peng, Liang 8 Peng, Zuoxiang 8 Stephenson, Alec G. 8 Stoev, Stilian A. 7 Bücher, Axel 7 Girard, Stéphane 7 Klüppelberg, Claudia 7 Kulik, Rafał 7 Mikosch, Thomas 7 Rootzén, Holger 7 Samorodnitsky, Gennady Pinkhosovich 7 Zhou, Chen 6 Bose, Arup 6 Davis, Richard A. 6 Drees, Holger 6 Fraga Alves, M. Isabel 6 Huser, Raphaël 6 Kratz, Marie-France 6 Rychlik, Igor 6 Soulier, Philippe 5 Coles, Stuart G. 5 Das, Bikramjit 5 Dombry, Clément 5 Engelke, Sebastian 5 Gangopadhyay, Sreela 5 Guillou, Armelle 5 Heffernan, Janet E. 5 Kabluchko, Zakhar A. 5 Podgórski, Krzysztof 5 Reiss, Rolf-Dieter 5 Wang, Yuebao 4 Cai, Juan-Juan 4 Cheng, Dan 4 Cooley, Daniel S. 4 Davison, Anthony C. 4 Embrechts, Paul 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 Simpson, Emma S. 4 Sisson, Scott A. 4 Stupfler, Gilles 4 Tang, Qihe 4 Wadsworth, Jennifer L. 4 Wang, Tiandong 4 Zholud, Dmitrii 3 Albrecher, Hansjörg 3 Anderson, Clive W. 3 Aulbach, Stefan 3 Beranger, Boris 3 Bladt, Martin 3 Canto e Castro, Luísa 3 Chenavier, Nicolas 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 Janßen, Anja 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 Northrop, Paul J. 3 Rue, Håvard ...and 639 more Authors all top 5 Fields 426 Statistics (62-XX) 394 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) 10 General and overarching topics; collections (00-XX) 8 Computer science (68-XX) 7 Combinatorics (05-XX) 6 History and biography (01-XX) 5 Real functions (26-XX) 5 Convex and discrete geometry (52-XX) 4 Operations research, mathematical programming (90-XX) 3 Algebraic topology (55-XX) 2 Special functions (33-XX) 2 Approximations and expansions (41-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 Functional analysis (46-XX) 1 Geometry (51-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 482 Publications have been cited 5,210 times in 2,762 Documents Cited by ▼ Year ▼ Dependence measures for extreme value analyses. Zbl 0972.62030 Coles, Stuart; Heffernan, Janet; Tawn, Jonathan 173 1999 Models for stationary max-stable random fields. Zbl 1035.60054 Schlather, Martin 121 2002 Tail index estimation and an exponential regression model. Zbl 0947.62034 Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G. 95 1999 Large deviations of heavy-tailed sums with applications in insurance. Zbl 0927.60037 Mikosch, T.; Nagaev, A. V. 90 1998 Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053 Resnick, Sidney 88 2003 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017 Tang, Qihe; Tsitsiashvili, Gurami 86 2003 “Asymptotically unbiased” estimators of the tail index based on external estimation of the second order parameter. Zbl 1037.62044 Gomes, M. Ivette; Martins, M. João 69 2002 Extreme value properties of multivariate \(t\) copulas. Zbl 1223.62081 Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun 58 2009 Sea and wind: multivariate extremes at work. Zbl 0921.62144 de Haan, Laurens; de Ronde, John 58 1998 Characterizations and examples of hidden regular variation. Zbl 1088.62066 Maulik, Krishanu; Resnick, Sidney 57 2004 A directory of coefficients of tail dependence. Zbl 0979.62040 Heffernan, Janet E. 56 2000 Tail behavior of the product of two dependent random variables with applications to risk theory. Zbl 1329.62085 Yang, Yang; Wang, Yuebao 56 2013 A bootstrap-based method to achieve optimality in estimating the extreme-value index. Zbl 0972.62014 Draisma, G.; de Haan, L.; Peng, L.; Pereira, T. T. 54 1999 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057 Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 53 2009 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089 Tang, Qihe; Yuan, Zhongyi 53 2014 The bootstrap methodology in statistics of extremes – choice of optimal sample fraction. Zbl 1023.62048 Gomes, M. Ivette; Oliveira, Orlando 51 2001 On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040 Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. 48 2002 Exact simulation of Brown-Resnick random fields at a finite number of locations. Zbl 1319.60108 Dieker, A. B.; Mikosch, T. 47 2015 The asymptotic distribution of sums of records. Zbl 0931.60011 Arnold, Barry C.; Villaseñor, José A. 45 1999 Alternatives to a semi-parametric estimator of parameters of rare events – the jackknife methodology. Zbl 0979.62038 Gomes, M. Ivette; Martins, M. João; Neves, Manuela 42 2000 Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels. Zbl 1238.62136 Gardes, Laurent; Girard, Stéphane 40 2010 Tail dependence from a distributional point of view. Zbl 1049.62055 Juri, Alessandro; Wüthrich, Mario V. 40 2003 The subexponentiality of products revisited. Zbl 1142.60012 Tang, Qihe 39 2006 Semi-parametric estimation of the second order parameter in statistics of extremes. Zbl 1039.62027 Gomes, M. Ivette; de Haan, Laurens; Peng, Liang 38 2003 Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. Zbl 1142.60355 Stoev, Stilian A.; Taqqu, Murad S. 37 2005 Semi-parametric estimation for heavy tailed distributions. Zbl 1226.62053 Ciuperca, Gabriela; Mercadier, Cécile 36 2010 A dynamical mixture model for unsupervised tail estimation without threshold selection. Zbl 1039.62042 Frigessi, Arnoldo; Haug, Ola; Rue, Håvard 36 2003 Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027 Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie 36 2007 Tail asymptotics for the sum of two heavy-tailed dependent risks. Zbl 1142.60009 Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik 36 2006 Spectral representations of sum- and max-stable processes. Zbl 1224.60120 Kabluchko, Zakhar 35 2009 Extreme value theory for queues via cycle maxima. Zbl 0926.60072 Asmussen, Søren 35 1998 From light tails to heavy tails through multiplier. Zbl 1199.60040 Tang, Qihe 35 2008 Copulas: Tales and facts (with discussion). Zbl 1164.62355 Mikosch, Thomas 33 2006 Exceedances over high thresholds: a guide to threshold selection. Zbl 0921.62030 Dupuis, D. J. 32 1999 Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053 Piterbarg, Vladimir I. 30 2001 Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041 Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd 29 2017 Spatial regression models for extremes. Zbl 0935.62109 Casson, Edward; Coles, Stuart 28 1999 Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051 Piterbarg, Vladimir I. 28 2004 On the infimum attained by the reflected fractional Brownian motion. Zbl 1306.60037 Dębicki, K.; Kosiński, K. M. 28 2014 Mixed moment estimator and location invariant alternatives. Zbl 1223.62075 Alves, M. Isabel Fraga; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia 27 2009 Extreme shock models. Zbl 0962.60016 Gut, Allan; Hüsler, Jürg 27 1999 Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. Zbl 1164.60006 Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones 27 2008 Simulation of Brown-Resnick processes. Zbl 1329.60157 Oesting, Marco; Kabluchko, Zakhar; Schlather, Martin 27 2012 Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016 Brazauskas, Vytaras; Serfling, Robert 26 2000 Robust and efficient estimation for the generalized Pareto distribution. Zbl 1091.62017 Juárez, Sergio F.; Shucany, William 26 2004 New estimators of the extreme value index under random right censoring, for heavy-tailed distributions. Zbl 1309.62093 Worms, Julien; Worms, Rym 26 2014 Likelihood estimation of the extremal index. Zbl 1150.62368 Süveges, Mária 25 2007 A new class of estimators of a “scale” second order parameter. Zbl 1164.62350 Caeiro, Frederico; Gomes, M. Ivette 25 2006 Simulating multivariate extreme value distributions of logistic type. Zbl 1055.65021 Stephenson, Alec 25 2003 Limiting distributions of linear programming estimators. Zbl 1008.62065 Knight, Keith 25 2001 A comparison of methods for estimating the extremal index. Zbl 0965.62044 Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. 24 2000 Convex geometry of max-stable distributions. Zbl 1164.60003 Molchanov, Ilya 24 2008 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 24 2014 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042 Hashorva, Enkelejd; Ji, Lanpeng 24 2015 Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013 Schlather, Martin; Tawn, Jonathan 23 2002 A location invariant Hill-type estimator. Zbl 1053.62063 Fraga Alves, M. I. 23 2001 Extremes of independent Gaussian processes. Zbl 1329.60152 Kabluchko, Zakhar 23 2011 Likelihood estimators for multivariate extremes. Zbl 1381.62067 Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. 23 2016 Heavy tailed time series with extremal independence. Zbl 1333.60102 Kulik, Rafał; Soulier, Philippe 23 2015 Likelihood-based inference for extreme value model. Zbl 0938.62013 Coles, Stuart G.; Dixon, Mark K. 22 1999 Accounting for the threshold uncertainity in extreme value estimation. Zbl 1164.62326 Tancredi, Andrea; Anderson, Clive; O’Hegan, Anthony 22 2006 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056 Bücher, Axel; Segers, Johan 22 2017 Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150 Hashorva, Enkelejd 22 2012 Estimation of the conditional tail index using a smoothed local Hill estimator. Zbl 1302.62076 Gardes, Laurent; Stupfler, Gilles 22 2014 Robust estimation of the generalized Pareto distribution. Zbl 1008.62024 Peng, Liang; Welsh, A. H. 22 2001 Convolution and convolution-root properties of long-tailed distributions. Zbl 1327.60042 Xu, Hui; Foss, Sergey; Wang, Yuebao 22 2015 Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030 Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun 21 2007 Approximation by penultimate extreme value distributions. Zbl 0947.60019 Gomes, M. Ivette; de Haan, Laurens 21 1999 Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087 Segers, Johan; Zhao, Yuwei; Meinguet, Thomas 21 2017 Distance in random graphs with infinite mean degrees. Zbl 1120.05086 van den Esker, Henri; van der Hofstad, Remco; Hooghiemstra, Gerard; Znamenski, Dmitri 20 2005 Asymptotic models and inference for extremes of spatio-temporal data. Zbl 1226.60083 Turkman, Kamil Feridun; Amaral Turkman, M. A.; Pereira, J. M. 20 2010 Testing extreme value conditions. Zbl 1035.60050 Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg 20 2002 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222 Bücher, Axel; Segers, Johan 20 2014 Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077 Tan, Zhongquan; Hashorva, Enkelejd 20 2013 Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions. Zbl 1164.62014 Gomes, M. Ivette; Canto e Castro, Luísa; Fraga Alves, Isabel M.; Pestana, Dinis 19 2008 Statistics for tail processes of Markov chains. Zbl 1327.62322 Drees, Holger; Segers, Johan; Warchoł, Michał 19 2015 Adaptive estimation of heavy right tails: resampling-based methods in action. Zbl 1329.62230 Gomes, M. Ivette; Figueiredo, Fernanda; Neves, M. Manuela 19 2012 Extreme values for characteristic radii of a Poisson-Voronoi tessellation. Zbl 1316.60021 Calka, Pierre; Chenavier, Nicolas 19 2014 Bias correction in extreme value statistics with index around zero. Zbl 1266.62094 Cai, Juan-Juan; de Haan, Laurens; Zhou, Chen 19 2013 INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles. Zbl 1407.62167 Opitz, Thomas; Huser, Raphaël; Bakka, Haakon; Rue, Håvard 19 2018 The tail process revisited. Zbl 1417.60043 Planinić, Hrvoje; Soulier, Philippe 18 2018 Multivariate peaks over thresholds models. Zbl 1390.62083 Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. 17 2018 Estimation of a support curve via order statistics. Zbl 0979.62035 Gijbels, I.; Peng, L. 17 2000 Asymptotic expansions for the distribution of the maximum of Gaussian random fields. Zbl 1035.60035 Azaïs, Jean-Marc; Delmas, Céline 17 2002 Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series. Zbl 1384.60023 Davis, Richard A.; Heiny, Johannes; Mikosch, Thomas; Xie, Xiaolei 17 2016 Multivariate subexponential distributions and their applications. Zbl 1385.60034 Samorodnitsky, Gennady; Sun, Julian 17 2016 Vector generalized linear and additive extreme value models. Zbl 1150.62371 Yee, Thomas W.; Stephenson, Alec G. 16 2007 Conditional limit results for type I polar distributions. Zbl 1224.60031 Hashorva, Enkelejd 16 2009 Detecting a conditional extreme value model. Zbl 1226.60078 Das, Bikramjit; Resnick, Sidney I. 16 2011 Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002 Hashorva, Enkelejd 16 2007 Mass distributions of two-dimensional extreme-value copulas and related results. Zbl 1359.62217 Trutschnig, Wolfgang; Schreyer, Manuela; Fernández-Sánchez, Juan 16 2016 An efficient semiparametric maxima estimator of the extremal index. Zbl 1327.62325 Northrop, Paul J. 16 2015 A hybrid Pareto model for asymmetric fat-tailed data: the univariate case. Zbl 1223.62030 Carreau, Julie; Bengio, Yoshua 15 2009 On extreme regression quantiles. Zbl 0959.62047 Portnoy, Stephen; Jurečková, Jana 15 1999 Extremal behavior of diffusion models in finance. Zbl 0931.60036 Borkovec, Milan; Klüppelberg, Claudia 15 1998 Asymptotics of maxima of discrete random variables. Zbl 1035.60032 Nadarajah, Saralees; Mitov, Kosto 15 2003 New estimators for the extremal index and other cluster characteristics. Zbl 1053.62065 Laurini, Fabrizio; Tawn, Jonathan A. 15 2003 On a test statistic for linear trend. Zbl 1050.62085 Albin, J. M. P.; Jarušková, D. 15 2003 Limit theorems for numbers of near records. Zbl 1164.62017 Pakes, Anthony G. 15 2007 On testing extreme value conditions. Zbl 1164.62352 Hüsler, Jürg; Li, Deyuan 15 2006 A refined Weissman estimator for extreme quantiles. Zbl 07730786 Allouche, Michaël; El Methni, Jonathan; Girard, Stéphane 2 2023 Reconstruction of incomplete wildfire data using deep generative models. Zbl 07685220 Ivek, Tomislav; Vlah, Domagoj 2 2023 Large nearest neighbour balls in hyperbolic stochastic geometry. Zbl 07730782 Otto, Moritz; Thäle, Christoph 1 2023 Multi-normex distributions for the sum of random vectors. Rates of convergence. Zbl 1520.60009 Kratz, Marie; Prokopenko, Evgeny 1 2023 Causal modelling of heavy-tailed variables and confounders with application to river flow. Zbl 07730787 Pasche, Olivier C.; Chavez-Demoulin, Valérie; Davison, Anthony C. 1 2023 Palm theory for extremes of stationary regularly varying time series and random fields. Zbl 07658859 Planinić, Hrvoje 1 2023 Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes. Zbl 1515.60166 Brück, Florian; Mai, Jan-Frederik; Scherer, Matthias 1 2023 Gradient boosting with extreme-value theory for wildfire prediction. Zbl 07685221 Koh, Jonathan 1 2023 A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes. Zbl 07685222 Cisneros, Daniela; Gong, Yan; Yadav, Rishikesh; Hazra, Arnab; Huser, Raphaël 1 2023 The tail process and tail measure of continuous time regularly varying stochastic processes. Zbl 1500.60028 Soulier, Philippe 5 2022 Pandemic-type failures in multivariate Brownian risk models. Zbl 1496.91039 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai 3 2022 Modeling spatial extremes using normal mean-variance mixtures. Zbl 1493.62266 Zhang, Zhongwei; Huser, Raphaël; Opitz, Thomas; Wadsworth, Jennifer 2 2022 Extremes of censored and uncensored lifetimes in survival data. Zbl 1493.62560 Maller, Ross; Resnick, Sidney 2 2022 Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity. Zbl 1493.05280 Wang, Tiandong; Resnick, Sidney I. 2 2022 Heavy-tailed phase-type distributions: a unified approach. Zbl 1493.60027 Bladt, Martin; Yslas, Jorge 2 2022 Handling missing extremes in tail estimation. Zbl 1493.62265 Xu, Hui; Davis, Richard; Samorodnitsky, Gennady 1 2022 Extremal linkage networks. Zbl 1502.60083 Heydenreich, Markus; Hirsch, Christian 1 2022 Limit theorems for branching processes with immigration in a random environment. Zbl 1501.60052 Basrak, Bojan; Kevei, Péter 1 2022 Estimation and uncertainty quantification for extreme quantile regions. Zbl 1466.62291 Beranger, Boris; Padoan, Simone A.; Sisson, Scott A. 5 2021 Basin-wide spatial conditional extremes for severe ocean storms. Zbl 1473.60087 Shooter, Rob; Tawn, Jonathan; Ross, Emma; Jonathan, Philip 4 2021 Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables. Zbl 1475.62161 Asenova, Stefka; Mazo, Gildas; Segers, Johan 4 2021 Extreme value theory for spatial random fields – with application to a Lévy-driven field. Zbl 1493.60087 Stehr, Mads; Rønn-Nielsen, Anders 3 2021 Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds. Zbl 1479.60065 Thomas, Andrew M.; Owada, Takashi 2 2021 Conditional marginal expected shortfall. Zbl 1482.62105 Goegebeur, Yuri; Guillou, Armelle; Ho, Nguyen Khanh Le; Qin, Jing 2 2021 Threshold selection in univariate extreme value analysis. Zbl 1482.62054 Schneider, Laura Fee; Krajina, Andrea; Krivobokova, Tatyana 2 2021 Parametric models for distributions when interest is in extremes with an application to daily temperature. Zbl 1466.62426 Stein, Michael L. 2 2021 Critical branching processes in random environment with immigration: survival of a single family. Zbl 1473.60125 Smadi, Charline; Vatutin, Vladimir 2 2021 High-dimensional inference using the extremal skew-\(t\) process. Zbl 1485.60052 Beranger, B.; Stephenson, A. G.; Sisson, S. A. 2 2021 On ruin probabilities with risky investments in a stock with stochastic volatility. Zbl 1493.60072 Ellanskaya, Anastasiya; Kabanov, Yuri 1 2021 Extremal clustering in non-stationary random sequences. Zbl 1498.60184 Auld, Graeme; Papastathopoulos, Ioannis 1 2021 New characterizations of multivariate max-domain of attraction and \(D\)-norms. Zbl 1493.60086 Falk, Michael; Fuller, Timo 1 2021 Randomly stopped extreme Zipf extensions. Zbl 1479.60026 Duarte-López, Ariel; Pérez-Casany, Marta; Valero, Jordi 1 2021 Poisson approximation in terms of the Gini-Kantorovich distance. Zbl 1481.60054 Novak, S. Y. 1 2021 Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes. Zbl 1461.00065 1 2021 Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures. Zbl 1466.62422 Castro-Camilo, Daniela; Mhalla, Linda; Opitz, Thomas 1 2021 BlackBox: generalizable reconstruction of extremal values from incomplete spatio-temporal data. Zbl 1469.62391 Ivek, Tomislav; Vlah, Domagoj 1 2021 Estimation of spatio-temporal extreme distribution using a quantile factor model. Zbl 1466.62322 Kim, Joonpyo; Park, Seoncheol; Kwon, Junhyeon; Lim, Yaeji; Oh, Hee-Seok 1 2021 A regionalisation approach for rainfall based on extremal dependence. Zbl 1481.60098 Saunders, 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 1466.62448 Chen, Wanfang; Castruccio, Stefano; Genton, Marc G. 1 2021 Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis. Zbl 1466.62420 Bücher, Axel; Lilienthal, Jona; Kinsvater, Paul; Fried, Roland 1 2021 Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Zbl 1450.62044 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 11 2020 Are extreme value estimation methods useful for network data? Zbl 1460.62085 Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. 8 2020 Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Zbl 1468.60100 Dȩbicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz 7 2020 Canonical spectral representation for exchangeable max-stable sequences. Zbl 1457.60053 Mai, Jan-Frederik 7 2020 Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. Zbl 1447.62050 Drees, Holger; Knežević, Miran 6 2020 On distributionally robust extreme value analysis. Zbl 1443.60051 Blanchet, Jose; He, Fei; Murthy, Karthyek 6 2020 Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \). Zbl 1457.60077 Korshunov, Dmitry; Wang, Longmin 5 2020 Maxima and sums of non-stationary random length sequences. Zbl 1457.60078 Markovich, Natalia M.; Rodionov, Igor V. 3 2020 Threshold selection and trimming in extremes. Zbl 1466.62318 Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 3 2020 Statistical inference for heavy tailed series with extremal independence. Zbl 1498.62165 Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe 2 2020 Trend detection for heteroscedastic extremes. Zbl 1436.62177 Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher 2 2020 On tail dependence matrices. The realization problem for parametric families. Zbl 1445.62127 Shyamalkumar, Nariankadu D.; Tao, Siyang 2 2020 Risk concentration under second order regular variation. Zbl 1467.60037 Das, Bikramjit; Kratz, Marie 1 2020 Extreme value theory for anomaly detection – the GPD classifier. Zbl 1469.62256 Vignotto, Edoardo; Engelke, Sebastian 1 2020 Ordinal patterns in clusters of subsequent extremes of regularly varying time series. Zbl 1468.62343 Oesting, Marco; Schnurr, Alexander 1 2020 A formula for hidden regular variation behavior for symmetric stable distributions. Zbl 1468.60023 Forsström, Malin Palö; Steif, Jeffrey E. 1 2020 Simultaneous confidence bands for extremal quantile regression with splines. Zbl 1436.62151 Yoshida, Takuma 1 2020 Estimation of the extremal index using censored distributions. Zbl 1451.62047 Holešovský, Jan; Fusek, Michal 1 2020 Extremal dependence of random scale constructions. Zbl 1427.60097 Engelke, Sebastian; Opitz, Thomas; Wadsworth, Jennifer 11 2019 Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056 Wang, Tiandong; Resnick, Sidney I. 8 2019 Managing local dependencies in asymptotic theory for maxima of stationary random fields. Zbl 1422.60086 Jakubowski, Adam; Soja-Kukieła, Natalia 8 2019 Bias-corrected estimation for conditional Pareto-type distributions with random right censoring. Zbl 1429.62174 Goegebeur, Yuri; Guillou, Armelle; Qin, Jing 8 2019 Identifying groups of variables with the potential of being large simultaneously. Zbl 1420.62226 Chiapino, Maël; Sabourin, Anne; Segers, Johan 7 2019 On the study of extremes with dependent random right-censoring. 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Zbl 1396.60058 Hees, Katharina; Scheffler, Hans-Peter 1 2018 ...and 382 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,637 Authors 103 Hashorva, Enkelejd 57 Guillou, Armelle 55 Leal de Carvalho Gomes, Maria Ivette 49 Yang, Yang 44 Girard, Stéphane 44 Resnick, Sidney Ira 42 Dębicki, Krzysztof 34 Goegebeur, Yuri 34 Segers, Johan 34 Tan, Zhongquan 33 Beirlant, Jan 33 Nadarajah, Saralees 32 Peng, Zuoxiang 30 Šiaulys, Jonas 30 Tawn, Jonathan A. 29 de Haan, Laurens 29 Peng, Liang 27 Tang, Qihe 26 Falk, Michael 26 Wang, Yuebao 23 Ji, Lanpeng 23 Mikosch, Thomas 22 Gardes, Laurent 22 Huser, Raphaël 22 Stupfler, Gilles 21 Drees, Holger 21 Klüppelberg, Claudia 20 Caeiro, Frederico 20 Ferreira, Helena 20 Leipus, Remigijus 19 Bücher, Axel 19 Ferreira, Marta 18 Gao, Qingwu 18 Li, Deyuan 18 Schlather, Martin 18 Stoev, Stilian A. 18 Wang, Kaiyong 17 Hüsler, Jürg 17 Li, Jinzhu 16 Bladt, Martin 16 Durante, Fabrizio 16 Embrechts, Paul 16 Piterbarg, Vladimir Il’ich 16 Robert, Christian-Yann 16 Samorodnitsky, Gennady Pinkhosovich 16 Zhang, Zhengjun 15 Albrecher, Hansjörg 15 Chen, Yiqing 15 Dombry, Clément 15 Joe, Harry 15 Ling, Chengxiu 15 Liu, Peng 15 Qi, Yongcheng 14 Das, Bikramjit 14 Davis, Richard A. 14 Genest, Christian 14 Wadsworth, Jennifer L. 14 Wang, Shijie 14 Yuen, Kam Chuen 14 Zhou, Chen 13 Cooley, Daniel S. 13 Henriques-Rodrigues, Lígia 13 Kulik, Rafał 13 Opitz, Thomas 13 Pestana, Dinis Duarte 13 Reich, Brian James 12 Asmussen, Søren 12 de Wet, Tertius 12 Engelke, Sebastian 12 Mai, Jan-Frederik 12 Naveau, Philippe 12 Padoan, Simone A. 12 Wang, Dingcheng 12 Wang, Tiandong 12 Wang, Yizao 11 Bai, Long 11 Barakat, Haroon Mohamed 11 Cheng, Dongya 11 Davison, Anthony C. 11 Fougères, Anne-Laure 11 Fraga Alves, M. 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