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Extremes

Statistical 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: 608 Publications (since 1998)
References Indexed: 495 Publications with 13,634 References.
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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 Wintenberger, Olivier
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, Dmitriĭ Alekseevich
3 Lantuéjoul, Christian
3 Maller, Ross Arthur
3 McCormick, William P.
3 Mercadier, Cécile
3 Mladenović, Pavle
3 Nešlehová, Johanna G.
3 Neves, Cláudia
3 Northrop, Paul J.
...and 642 more Authors

Publications by Year

Citations contained in zbMATH Open

492 Publications have been cited 5,351 times in 2,829 Documents Cited by Year
Dependence measures for extreme value analyses. Zbl 0972.62030
Coles, Stuart; Heffernan, Janet; Tawn, Jonathan
176
1999
Models for stationary max-stable random fields. Zbl 1035.60054
Schlather, Martin
126
2002
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
98
1999
Large deviations of heavy-tailed sums with applications in insurance. Zbl 0927.60037
Mikosch, T.; Nagaev, A. V.
92
1998
Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053
Resnick, Sidney
90
2003
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
89
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
71
2002
Sea and wind: multivariate extremes at work. Zbl 0921.62144
de Haan, Laurens; de Ronde, John
59
1998
Extreme value properties of multivariate \(t\) copulas. Zbl 1223.62081
Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun
59
2009
Characterizations and examples of hidden regular variation. Zbl 1088.62066
Maulik, Krishanu; Resnick, Sidney
58
2004
A directory of coefficients of tail dependence. Zbl 0979.62040
Heffernan, Janet E.
57
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
Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089
Tang, Qihe; Yuan, Zhongyi
56
2014
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057
Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V.
55
2009
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
The bootstrap methodology in statistics of extremes – choice of optimal sample fraction. Zbl 1023.62048
Gomes, M. Ivette; Oliveira, Orlando
52
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.
48
2015
The asymptotic distribution of sums of records. Zbl 0931.60011
Arnold, Barry C.; Villaseñor, José A.
46
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
44
2000
Semi-parametric estimation of the second order parameter in statistics of extremes. Zbl 1039.62027
Gomes, M. Ivette; de Haan, Laurens; Peng, Liang
40
2003
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
Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. Zbl 1142.60355
Stoev, Stilian A.; Taqqu, Murad S.
37
2005
Tail asymptotics for the sum of two heavy-tailed dependent risks. Zbl 1142.60009
Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik
37
2006
Copulas: Tales and facts (with discussion). Zbl 1164.62355
Mikosch, Thomas
37
2006
A dynamical mixture model for unsupervised tail estimation without threshold selection. Zbl 1039.62042
Frigessi, Arnoldo; Haug, Ola; Rue, Håvard
36
2003
Semi-parametric estimation for heavy tailed distributions. Zbl 1226.62053
Ciuperca, Gabriela; Mercadier, Cécile
36
2010
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
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
Spectral representations of sum- and max-stable processes. Zbl 1224.60120
Kabluchko, Zakhar
35
2009
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
Extreme shock models. Zbl 0962.60016
Gut, Allan; Hüsler, Jürg
30
1999
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
Simulation of Brown-Resnick processes. Zbl 1329.60157
Oesting, Marco; Kabluchko, Zakhar; Schlather, Martin
28
2012
On the infimum attained by the reflected fractional Brownian motion. Zbl 1306.60037
Dębicki, K.; Kosiński, K. M.
28
2014
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
28
2008
Likelihood estimation of the extremal index. Zbl 1150.62368
Süveges, Mária
28
2007
Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016
Brazauskas, Vytaras; Serfling, Robert
27
2000
Mixed moment estimator and location invariant alternatives. Zbl 1223.62075
Alves, M. Isabel Fraga; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia
27
2009
Simulating multivariate extreme value distributions of logistic type. Zbl 1055.65021
Stephenson, Alec
27
2003
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 estimators for multivariate extremes. Zbl 1381.62067
Huser, Raphaël; Davison, Anthony C.; Genton, Marc G.
26
2016
A new class of estimators of a “scale” second order parameter. Zbl 1164.62350
Caeiro, Frederico; Gomes, M. Ivette
25
2006
Limiting distributions of linear programming estimators. Zbl 1008.62065
Knight, Keith
25
2001
Accounting for the threshold uncertainity in extreme value estimation. Zbl 1164.62326
Tancredi, Andrea; Anderson, Clive; O’Hegan, Anthony
24
2006
Heavy tailed time series with extremal independence. Zbl 1333.60102
Kulik, Rafał; Soulier, Philippe
24
2015
Piterbarg theorems for chi-processes with trend. Zbl 1315.60042
Hashorva, Enkelejd; Ji, Lanpeng
24
2015
Extremes of independent Gaussian processes. Zbl 1329.60152
Kabluchko, Zakhar
24
2011
A location invariant Hill-type estimator. Zbl 1053.62063
Fraga Alves, M. I.
24
2001
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
24
2014
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
Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013
Schlather, Martin; Tawn, Jonathan
23
2002
Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150
Hashorva, Enkelejd
23
2012
Likelihood-based inference for extreme value model. Zbl 0938.62013
Coles, Stuart G.; Dixon, Mark K.
22
1999
Convolution and convolution-root properties of long-tailed distributions. Zbl 1327.60042
Xu, Hui; Foss, Sergey; Wang, Yuebao
22
2015
Robust estimation of the generalized Pareto distribution. Zbl 1008.62024
Peng, Liang; Welsh, A. H.
22
2001
Estimation of the conditional tail index using a smoothed local Hill estimator. Zbl 1302.62076
Gardes, Laurent; Stupfler, Gilles
22
2014
On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056
Bücher, Axel; Segers, Johan
22
2017
Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087
Segers, Johan; Zhao, Yuwei; Meinguet, Thomas
22
2017
Approximation by penultimate extreme value distributions. Zbl 0947.60019
Gomes, M. Ivette; de Haan, Laurens
21
1999
Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030
Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun
21
2007
Testing extreme value conditions. Zbl 1035.60050
Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg
20
2002
Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077
Tan, Zhongquan; Hashorva, Enkelejd
20
2013
Bias correction in extreme value statistics with index around zero. Zbl 1266.62094
Cai, Juan-Juan; de Haan, Laurens; Zhou, Chen
20
2013
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
The tail process revisited. Zbl 1417.60043
Planinić, Hrvoje; Soulier, Philippe
20
2018
Extreme values for characteristic radii of a Poisson-Voronoi tessellation. Zbl 1316.60021
Calka, Pierre; Chenavier, Nicolas
20
2014
Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222
Bücher, Axel; Segers, Johan
20
2014
Adaptive estimation of heavy right tails: resampling-based methods in action. Zbl 1329.62230
Gomes, M. Ivette; Figueiredo, Fernanda; Neves, M. Manuela
19
2012
Statistics for tail processes of Markov chains. Zbl 1327.62322
Drees, Holger; Segers, Johan; Warchoł, Michał
19
2015
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
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
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
Multivariate subexponential distributions and their applications. Zbl 1385.60034
Samorodnitsky, Gennady; Sun, Julian
17
2016
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
Vector generalized linear and additive extreme value models. Zbl 1150.62371
Yee, Thomas W.; Stephenson, Alec G.
17
2007
Multivariate peaks over thresholds models. Zbl 1390.62083
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.
17
2018
On testing extreme value conditions. Zbl 1164.62352
Hüsler, Jürg; Li, Deyuan
16
2006
Detecting a conditional extreme value model. Zbl 1226.60078
Das, Bikramjit; Resnick, Sidney I.
16
2011
Conditional limit results for type I polar distributions. Zbl 1224.60031
Hashorva, Enkelejd
16
2009
A hybrid Pareto model for asymmetric fat-tailed data: the univariate case. Zbl 1223.62030
Carreau, Julie; Bengio, Yoshua
16
2009
An efficient semiparametric maxima estimator of the extremal index. Zbl 1327.62325
Northrop, Paul J.
16
2015
Mass distributions of two-dimensional extreme-value copulas and related results. Zbl 1359.62217
Trutschnig, Wolfgang; Schreyer, Manuela; Fernández-Sánchez, Juan
16
2016
A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan
16
2018
Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002
Hashorva, Enkelejd
16
2007
Asymptotics of maxima of discrete random variables. Zbl 1035.60032
Nadarajah, Saralees; Mitov, Kosto
15
2003
Extremal behavior of diffusion models in finance. Zbl 0931.60036
Borkovec, Milan; Klüppelberg, Claudia
15
1998
Second-order properties of risk concentrations without the condition of asymptotic smoothness. Zbl 1284.91523
Mao, Tiantian; Hu, Taizhong
15
2013
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
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 1530.60047
Otto, Moritz; Thäle, Christoph
1
2023
Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions. Zbl 07730783
Asenova, Stefka; Segers, Johan
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
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. Zbl 07658861
Bücher, Axel; Genest, Christian; Lockhart, Richard A.; Nešlehová, Johanna G.
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
6
2022
Extremes of censored and uncensored lifetimes in survival data. Zbl 1493.62560
Maller, Ross; Resnick, Sidney
3
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
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
Choquet random sup-measures with aggregations. Zbl 1492.60137
Wang, Yizao
1
2022
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
5
2021
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
Extreme value theory for spatial random fields – with application to a Lévy-driven field. Zbl 1493.60087
Stehr, Mads; Rønn-Nielsen, Anders
4
2021
Threshold selection in univariate extreme value analysis. Zbl 1482.62054
Schneider, Laura Fee; Krajina, Andrea; Krivobokova, Tatyana
3
2021
Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes. Zbl 1461.00065
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
Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds. Zbl 1479.60065
Thomas, Andrew M.; Owada, Takashi
2
2021
Extremal clustering in non-stationary random sequences. Zbl 1498.60184
Auld, Graeme; Papastathopoulos, Ioannis
2
2021
Conditional marginal expected shortfall. Zbl 1482.62105
Goegebeur, Yuri; Guillou, Armelle; Ho, Nguyen Khanh Le; Qin, Jing
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
Poisson approximation in terms of the Gini-Kantorovich distance. Zbl 1481.60054
Novak, S. Y.
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
On ruin probabilities with risky investments in a stock with stochastic volatility. Zbl 1493.60072
Ellanskaya, Anastasiya; Kabanov, Yuri
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
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
Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Zbl 1450.62044
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens
12
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
Canonical spectral representation for exchangeable max-stable sequences. Zbl 1457.60053
Mai, Jan-Frederik
7
2020
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Zbl 1468.60100
Dȩbicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz
7
2020
Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \). Zbl 1457.60077
Korshunov, Dmitry; Wang, Longmin
6
2020
On distributionally robust extreme value analysis. Zbl 1443.60051
Blanchet, Jose; He, Fei; Murthy, Karthyek
6
2020
Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. Zbl 1447.62050
Drees, Holger; Knežević, Miran
6
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
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
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
Extreme values of linear processes with heavy-tailed innovations and missing observations. Zbl 1468.60063
Glavaš, Lenka; Mladenović, Pavle
1
2020
A formula for hidden regular variation behavior for symmetric stable distributions. Zbl 1468.60023
Forsström, Malin Palö; Steif, Jeffrey E.
1
2020
Extremal dependence of random scale constructions. Zbl 1427.60097
Engelke, Sebastian; Opitz, Thomas; Wadsworth, Jennifer
12
2019
Managing local dependencies in asymptotic theory for maxima of stationary random fields. Zbl 1422.60086
Jakubowski, Adam; Soja-Kukieła, Natalia
9
2019
Bias-corrected estimation for conditional Pareto-type distributions with random right censoring. Zbl 1429.62174
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing
9
2019
Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056
Wang, Tiandong; Resnick, Sidney I.
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. Zbl 1469.62255
Stupfler, Gilles
6
2019
A nonparametric method for producing isolines of bivariate exceedance probabilities. Zbl 1428.62197
Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F.
6
2019
On maximum of Gaussian random field having unique maximum point of its variance. Zbl 1473.60068
Kobelkov, Sergey G.; Piterbarg, Vladimir I.
6
2019
Improving precipitation forecasts using extreme quantile regression. Zbl 1434.62058
Velthoen, Jasper; Cai, Juan-Juan; Jongbloed, Geurt; Schmeits, Maurice
4
2019
Estimation of extremes for Weibull-tail distributions in the presence of random censoring. Zbl 1434.62209
Worms, Julien; Worms, Rym
4
2019
On the accuracy of Poisson approximation. Zbl 1439.60024
Novak, S. Y.
4
2019
On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails. Zbl 1434.62039
Stupfler, Gilles
4
2019
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes. Zbl 1422.60030
Buhl, Sven; Klüppelberg, Claudia
4
2019
Ridge regression estimators for the extreme value index. Zbl 1422.60085
Buitendag, Sven; Beirlant, Jan; de Wet, Tertius
4
2019
Extremes of stationary random fields on a lattice. Zbl 1488.60086
Ling, Chengxiu
4
2019
Threshold selection for multivariate heavy-tailed data. Zbl 1418.62220
Wan, Phyllis; Davis, Richard A.
3
2019
Limit laws for the diameter of a set of random points from a distribution supported by a smoothly bounded set. Zbl 1432.60024
Schrempp, Michael
3
2019
The tail dependograph. Zbl 1419.62172
Mercadier, Cécile; Roustant, Olivier
3
2019
Extremes of spherical fractional Brownian motion. Zbl 1488.60092
Cheng, Dan; Liu, Peng
3
2019
Estimation of the expected shortfall given an extreme component under conditional extreme value model. Zbl 1420.62227
Kulik, Rafał; Tong, Zhigang
2
2019
The time of ultimate recovery in Gaussian risk model. Zbl 1488.60083
Dȩbicki, Krzysztof; Liu, Peng
2
2019
Improved estimation of the extreme value index using related variables. Zbl 1434.62072
Ahmed, Hanan; Einmahl, John H. J.
1
2019
The largest order statistics for the inradius in an isotropic STIT tessellation. Zbl 1427.60022
Chenavier, Nicolas; Nagel, Werner
1
2019
Modeling extreme negative returns using marked renewal Hawkes processes. Zbl 1434.62177
Stindl, Tom; Chen, Feng
1
2019
Endpoint estimation for observations with normal measurement errors. Zbl 1419.62117
Leng, Xuan; Peng, Liang; Wang, Xing; Zhou, Chen
1
2019
Multiple thresholds in extremal parameter estimation. Zbl 1420.62228
Sun, Julian; Samorodnitsky, Gennady
1
2019
Exceedance-based nonlinear regression of tail dependence. Zbl 1429.62175
Mhalla, Linda; Opitz, Thomas; Chavez-Demoulin, Valérie
1
2019
The tail process revisited. Zbl 1417.60043
Planinić, Hrvoje; Soulier, Philippe
20
2018
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
Multivariate peaks over thresholds models. Zbl 1390.62083
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.
17
2018
A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan
16
2018
Tail dimension reduction for extreme quantile estimation. Zbl 1396.62097
Gardes, Laurent
11
2018
Fitting phase-type scale mixtures to heavy-tailed data and distributions. Zbl 1396.60017
Bladt, Mogens; Rojas-Nandayapa, Leonardo
10
2018
Multivariate extreme value copulas with factor and tree dependence structures. Zbl 1453.62494
Lee, David; Joe, Harry
9
2018
Multivariate records and hitting scenarios. Zbl 1396.60057
Dombry, Clément; Zott, Maximilian
8
2018
An estimator of the stable tail dependence function based on the empirical beta copula. Zbl 1410.62073
Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh
7
2018
Processes of \(r^{th}\) largest. Zbl 1403.60025
Buchmann, Boris; Maller, Ross; Resnick, Sidney I.
6
2018
Asymptotics of convolution with the semi-regular-variation tail and its application to risk. Zbl 1417.60014
Cui, Zhaolei; Omey, Edward; Wang, Wenyuan; Wang, Yuebao
6
2018
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Cited by 2,696 Authors

104 Hashorva, Enkelejd
59 Guillou, Armelle
55 Leal de Carvalho Gomes, Maria Ivette
49 Yang, Yang
46 Resnick, Sidney Ira
45 Girard, Stéphane
43 Dębicki, Krzysztof
36 Goegebeur, Yuri
35 Nadarajah, Saralees
35 Segers, Johan
34 Beirlant, Jan
34 Peng, Zuoxiang
34 Tan, Zhongquan
31 Šiaulys, Jonas
31 Tawn, Jonathan A.
30 de Haan, Laurens
29 Peng, Liang
27 Tang, Qihe
26 Falk, Michael
26 Wang, Yuebao
24 Huser, Raphaël
23 Gardes, Laurent
23 Ji, Lanpeng
23 Mikosch, Thomas
23 Stupfler, Gilles
22 Leipus, Remigijus
21 Drees, Holger
21 Klüppelberg, Claudia
20 Caeiro, Frederico
20 Ferreira, Helena
19 Bücher, Axel
19 Ferreira, Marta
19 Schlather, Martin
19 Wang, Kaiyong
18 Gao, Qingwu
18 Li, Deyuan
18 Stoev, Stilian A.
17 Hüsler, Jürg
17 Li, Jinzhu
17 Wang, Shijie
16 Bladt, Martin
16 Dombry, Clément
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 Das, Bikramjit
15 Genest, Christian
15 Joe, Harry
15 Ling, Chengxiu
15 Liu, Peng
15 Qi, Yongcheng
15 Zhou, Chen
14 Davis, Richard A.
14 Padoan, Simone A.
14 Reich, Brian James
14 Wadsworth, Jennifer L.
14 Yuen, Kam Chuen
13 Cooley, Daniel S.
13 de Wet, Tertius
13 Genton, Marc G.
13 Henriques-Rodrigues, Lígia
13 Kulik, Rafał
13 Naveau, Philippe
13 Oesting, Marco
13 Opitz, Thomas
13 Pestana, Dinis Duarte
12 Asmussen, Søren
12 Barakat, Haroon Mohamed
12 Cheng, Dongya
12 Davison, Anthony C.
12 Engelke, Sebastian
12 Mai, Jan-Frederik
12 Shaby, Benjamin A.
12 Wang, Dingcheng
12 Wang, Tiandong
12 Wang, Yizao
11 Bai, Long
11 Daouia, Abdelaati
11 Fougères, Anne-Laure
11 Fraga Alves, M. Isabel
11 Heiny, Johannes
11 Kabluchko, Zakhar A.
11 Krizmanić, Danijel
11 Li, Haijun
11 Mao, Tiantian
11 Soulier, Philippe
11 Withers, Christopher Stroude
10 Brazauskas, Vytaras
10 Hofert, Marius
10 Jurečková, Jana
10 Liu, Xijun
10 Markovich, Natalia M.
10 Mercadier, Cécile
10 Neves, Cláudia
10 Qin, Jing
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Cited in 271 Journals

327 Extremes
184 Statistics & Probability Letters
123 Communications in Statistics. Theory and Methods
119 Journal of Multivariate Analysis
102 Insurance Mathematics & Economics
74 Stochastic Processes and their Applications
73 Journal of Statistical Planning and Inference
65 Journal of Applied Probability
65 Bernoulli
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48 Computational Statistics and Data Analysis
47 Advances in Applied Probability
43 Test
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38 The Annals of Statistics
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35 Scandinavian Actuarial Journal
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24 Journal of Theoretical Probability
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22 Dependence Modeling
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19 Annals of the Institute of Statistical Mathematics
19 ASTIN Bulletin
18 Communications in Statistics. Simulation and Computation
18 Journal of Agricultural, Biological, and Environmental Statistics
16 Statistical Science
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16 Journal of Statistical Theory and Practice
15 The Annals of Probability
15 Statistical Papers
15 Brazilian Journal of Probability and Statistics
15 North American Actuarial Journal
15 Journal of the Korean Statistical Society
13 Journal of Computational and Applied Mathematics
13 Stochastic Analysis and Applications
13 Journal of Inequalities and Applications
13 Australian & New Zealand Journal of Statistics
12 Theory of Probability and its Applications
12 Queueing Systems
12 Electronic Journal of Probability
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12 Science China. Mathematics
11 The Canadian Journal of Statistics
11 Metrika
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11 AStA. Advances in Statistical Analysis
10 Kybernetika
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10 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
10 ALEA. Latin American Journal of Probability and Mathematical Statistics
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8 Acta Mathematica Sinica. English Series
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8 Sankhyā. Series A
8 Modern Stochastics. Theory and Applications
8 Environmetrics
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7 Mathematical Methods of Statistics
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7 Stochastic Environmental Research and Risk Assessment
7 Journal of Computational and Graphical Statistics
7 Stat
6 Mathematical Notes
6 Moscow University Mathematics Bulletin
6 Fuzzy Sets and Systems
6 Theory of Probability and Mathematical Statistics
6 Doklady Mathematics
6 Statistical Methods and Applications
5 Physica A
5 International Statistical Review
5 Mathematics and Computers in Simulation
5 Statistica Neerlandica
5 Econometric Reviews
5 European Journal of Operational Research
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Abstract and Applied Analysis
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Applied Stochastic Models in Business and Industry
5 Statistical Methodology
5 Frontiers of Mathematics in China
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