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: 560 Publications (since 1998) References Indexed: 448 Publications with 11,780 References. all top 5 Latest Issues 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 16 Resnick, Sidney Ira 15 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 Samorodnitsky, Gennady Pinkhosovich 7 Stoev, Stilian A. 6 Bose, Arup 6 Davis, Richard A. 6 Drees, Holger 6 Fraga Alves, M. Isabel 6 Girard, Stéphane 6 Klüppelberg, Claudia 6 Mikosch, Thomas 6 Peng, Liang 6 Rootzén, Holger 6 Rychlik, Igor 6 Soulier, Philippe 6 Zhou, Chen 5 Coles, Stuart G. 5 Gangopadhyay, Sreela 5 Guillou, Armelle 5 Heffernan, Janet E. 5 Kabluchko, Zakhar A. 5 Kratz, Marie-France 5 Kulik, Rafał 5 Opitz, Thomas 5 Podgórski, Krzysztof 5 Reiss, Rolf-Dieter 5 Wang, Yuebao 4 Bücher, Axel 4 Cheng, Dan 4 Das, Bikramjit 4 Dombry, Clément 4 Embrechts, Paul 4 Engelke, Sebastian 4 Fougères, Anne-Laure 4 Gardes, Laurent 4 Goegebeur, Yuri 4 Huser, Raphaël 4 Mao, Tiantian 4 Markovich, Natalia M. 4 Marohn, Frank 4 Naveau, Philippe 4 Oesting, Marco 4 Pakes, Anthony G. 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 Cai, Juan-Juan 3 Canto e Castro, Luísa 3 Chenavier, Nicolas 3 Cooley, Daniel S. 3 Davison, Anthony C. 3 Dierckx, Goedele 3 Dupuis, Debbie J. 3 Einmahl, John H. J. 3 Genton, Marc G. 3 Gut, Allan 3 Hall, Andreia O. 3 Hooghiemstra, Gerard 3 Ji, Lanpeng 3 Jurečková, Jana 3 Kaufmann, Edgar 3 Korshunov, Dmitry Alekseevich 3 Li, Deyuan 3 Mai, Jan-Frederik 3 Maller, Ross Arthur 3 McCormick, William P. 3 Mercadier, Cécile 3 Mladenović, Pavle N. 3 Neves, Cláudia 3 Sarkar, Anish 3 Scherer, Matthias 3 Tafakori, Laleh 3 Turkman, Kamil Feridun 3 Wadsworth, Jennifer L. 3 Wan, Phyllis 3 Wintenberger, Olivier 3 Worms, Rym 3 Wüthrich, Mario Valentin 3 Zott, Maximilian 2 Albin, J. M. P. 2 Amaral Turkman, Maria Antónia ...and 579 more Authors all top 5 Fields 390 Statistics (62-XX) 374 Probability theory and stochastic processes (60-XX) 38 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Numerical analysis (65-XX) 17 Geophysics (86-XX) 7 General and overarching topics; collections (00-XX) 6 Combinatorics (05-XX) 6 Computer science (68-XX) 5 History and biography (01-XX) 5 Real functions (26-XX) 5 Convex and discrete geometry (52-XX) 3 Operations research, mathematical programming (90-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 Algebraic topology (55-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 422 Publications have been cited 4,215 times in 2,281 Documents Cited by ▼ Year ▼ Dependence measures for extreme value analyses. Zbl 0972.62030Coles, Stuart; Heffernan, Janet; Tawn, Jonathan 151 1999 Models for stationary max-stable random fields. Zbl 1035.60054Schlather, Martin 102 2002 Tail index estimation and an exponential regression model. Zbl 0947.62034Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G. 86 1999 Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053Resnick, Sidney 79 2003 Large deviations of heavy-tailed sums with applications in insurance. Zbl 0927.60037Mikosch, T.; Nagaev, A. V. 77 1998 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 70 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 61 2002 Sea and wind: multivariate extremes at work. Zbl 0921.62144de Haan, Laurens; de Ronde, John 55 1998 A directory of coefficients of tail dependence. Zbl 0979.62040Heffernan, Janet E. 51 2000 Extreme value properties of multivariate \(t\) copulas. Zbl 1223.62081Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun 51 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. 48 1999 Characterizations and examples of hidden regular variation. Zbl 1088.62066Maulik, Krishanu; Resnick, Sidney 48 2004 Tail behavior of the product of two dependent random variables with applications to risk theory. Zbl 1329.62085Yang, Yang; Wang, Yuebao 47 2013 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 46 2009 The bootstrap methodology in statistics of extremes – choice of optimal sample fraction. Zbl 1023.62048Gomes, M. Ivette; Oliveira, Orlando 44 2001 Exact simulation of Brown-Resnick random fields at a finite number of locations. Zbl 1319.60108Dieker, A. B.; Mikosch, T. 43 2015 On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. 42 2002 The asymptotic distribution of sums of records. Zbl 0931.60011Arnold, Barry C.; Villaseñor, José A. 39 1999 Tail dependence from a distributional point of view. Zbl 1049.62055Juri, Alessandro; Wüthrich, Mario V. 38 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 37 2000 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 36 2014 The subexponentiality of products revisited. Zbl 1142.60012Tang, Qihe 34 2006 Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. Zbl 1142.60355Stoev, Stilian A.; Taqqu, Murad S. 34 2005 Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie 34 2007 Tail asymptotics for the sum of two heavy-tailed dependent risks. Zbl 1142.60009Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik 32 2006 Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels. Zbl 1238.62136Gardes, Laurent; Girard, Stéphanie 32 2010 Spectral representations of sum- and max-stable processes. Zbl 1224.60120Kabluchko, Zakhar 32 2009 Semi-parametric estimation for heavy tailed distributions. Zbl 1226.62053Ciuperca, Gabriela; Mercadier, Cécile 31 2010 Extreme value theory for queues via cycle maxima. Zbl 0926.60072Asmussen, Søren 30 1998 Semi-parametric estimation of the second order parameter in statistics of extremes. Zbl 1039.62027Gomes, M. Ivette; de Haan, Laurens; Peng, Liang 30 2003 From light tails to heavy tails through multiplier. Zbl 1199.60040Tang, Qihe 29 2008 A dynamical mixture model for unsupervised tail estimation without threshold selection. Zbl 1039.62042Frigessi, Arnoldo; Haug, Ola; Rue, Håvard 27 2003 Exceedances over high thresholds: a guide to threshold selection. Zbl 0921.62030Dupuis, D. J. 26 1999 Simulation of Brown-Resnick processes. Zbl 1329.60157Oesting, Marco; Kabluchko, Zakhar; Schlather, Martin 25 2012 Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053Piterbarg, Vladimir I. 25 2001 Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051Piterbarg, Vladimir I. 25 2004 A new class of estimators of a “scale” second order parameter. Zbl 1164.62350Caeiro, Frederico; Gomes, M. Ivette 24 2006 Convex geometry of max-stable distributions. Zbl 1164.60003Molchanov, Ilya 24 2008 Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. Zbl 1164.60006Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones 24 2008 Spatial regression models for extremes. Zbl 0935.62109Casson, Edward; Coles, Stuart 24 1999 Limiting distributions of linear programming estimators. Zbl 1008.62065Knight, Keith 24 2001 Simulating multivariate extreme value distributions of logistic type. Zbl 1055.65021Stephenson, Alec 23 2003 Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016Brazauskas, Vytaras; Serfling, Robert 23 2000 Heavy tailed time series with extremal independence. Zbl 1333.60102Kulik, Rafał; Soulier, Philippe 22 2015 Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd 22 2017 Extremes of independent Gaussian processes. Zbl 1329.60152Kabluchko, Zakhar 21 2011 Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150Hashorva, Enkelejd 21 2012 New estimators of the extreme value index under random right censoring, for heavy-tailed distributions. Zbl 1309.62093Worms, Julien; Worms, Rym 21 2014 A comparison of methods for estimating the extremal index. Zbl 0965.62044Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. 21 2000 Mixed moment estimator and location invariant alternatives. Zbl 1223.62075Alves, M. Isabel Fraga; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia 21 2009 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 20 2014 On the infimum attained by the reflected fractional Brownian motion. Zbl 1306.60037Dębicki, K.; Kosiński, K. M. 20 2014 Likelihood-based inference for extreme value model. Zbl 0938.62013Coles, Stuart G.; Dixon, Mark K. 20 1999 Likelihood estimation of the extremal index. Zbl 1150.62368Süveges, Mária 20 2007 Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013Schlather, Martin; Tawn, Jonathan 20 2002 Robust and efficient estimation for the generalized Pareto distribution. Zbl 1091.62017Juárez, Sergio F.; Shucany, William 20 2004 Estimation of the conditional tail index using a smoothed local Hill estimator. Zbl 1302.62076Gardes, Laurent; Stupfler, Gilles 19 2014 Copulas: Tales and facts (with discussion). Zbl 1164.62355Mikosh, Thomas 19 2006 Convolution and convolution-root properties of long-tailed distributions. Zbl 1327.60042Xu, Hui; Foss, Sergey; Wang, Yuebao 18 2015 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042Hashorva, Enkelejd; Ji, Lanpeng 18 2015 Likelihood estimators for multivariate extremes. Zbl 1381.62067Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. 18 2016 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 Approximation by penultimate extreme value distributions. Zbl 0947.60019Gomes, M. Ivette; de Haan, Laurens 18 1999 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 17 2005 A location invariant Hill-type estimator. Zbl 1053.62063Fraga Alves, M. I. 17 2001 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222Bücher, Axel; Segers, Johan 16 2014 Detecting a conditional extreme value model. Zbl 1226.60078Das, Bikramjit; Resnick, Sidney I. 16 2011 Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002Hashorva, Enkelejd 16 2007 Robust estimation of the generalized Pareto distribution. Zbl 1008.62024Peng, Liang; Welsh, A. H. 16 2001 Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun 16 2007 Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077Tan, Zhongquan; Hashorva, Enkelejd 16 2013 Conditional limit results for type I polar distributions. Zbl 1224.60031Hashorva, Enkelejd 16 2009 Statistics for tail processes of Markov chains. Zbl 1327.62322Drees, Holger; Segers, Johan; Warchoł, Michał 15 2015 Accounting for the threshold uncertainity in extreme value estimation. Zbl 1164.62326Tancredi, Andrea; Anderson, Clive; O’Hegan, Anthony 15 2006 Limit theorems for numbers of near records. Zbl 1164.62017Pakes, Anthony G. 15 2007 Extreme shock models. Zbl 0962.60016Gut, Allan; Hüsler, Jürg 15 1999 Estimation of a support curve via order statistics. Zbl 0979.62035Gijbels, I.; Peng, L. 15 2000 Asymptotic expansions for the distribution of the maximum of Gaussian random fields. Zbl 1035.60035Azaïs, Jean-Marc; Delmas, Céline 15 2002 On max-stable processes and the functional \(D\)-norm. Zbl 1295.60067Aulbach, Stefan; Falk, Michael; Hofmann, Martin 15 2013 Extremes of independent chi-square random vectors. Zbl 1329.60028Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim 14 2012 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 14 2015 New estimators for the extremal index and other cluster characteristics. Zbl 1053.62065Laurini, Fabrizio; Tawn, Jonathan A. 14 2003 On extreme regression quantiles. Zbl 0959.62047Portnoy, Stephen; Jurečková, Jana 14 1999 Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087Segers, Johan; Zhao, Yuwei; Meinguet, Thomas 14 2017 Adaptive estimation of heavy right tails: resampling-based methods in action. Zbl 1329.62230Gomes, M. Ivette; Figueiredo, Fernanda; Neves, M. Manuela 13 2012 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 13 2016 Extreme values for characteristic radii of a Poisson-Voronoi tessellation. Zbl 1316.60021Calka, Pierre; Chenavier, Nicolas 13 2014 Distribution of the height of local maxima of Gaussian random fields. Zbl 1319.60106Cheng, Dan; Schwartzman, Armin 13 2015 High extrema of Gaussian chaos processes. Zbl 1339.60062Piterbarg, Vladimir I. 13 2016 Asymptotic models and inference for extremes of spatio-temporal data. Zbl 1226.60083Turkman, Kamil Feridun; Amaral Turkman, M. A.; Pereira, J. M. 13 2010 Extremal behavior of diffusion models in finance. Zbl 0931.60036Borkovec, Milan; Klüppelberg, Claudia 13 1998 Estimation of a bivariate extreme value distribution. Zbl 1008.62053Capéraà, Philippe; Fougères, Anne-Laure 13 2000 A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan 13 2018 Asymptotics of maxima of discrete random variables. Zbl 1035.60032Nadarajah, Saralees; Mitov, Kosto 13 2003 Likelihood based confidence intervals for the tail index. Zbl 1036.62041Lu, Jye-Chyi; Peng, Liang 13 2003 Second-order properties of risk concentrations without the condition of asymptotic smoothness. Zbl 1284.91523Mao, Tiantian; Hu, Taizhong 13 2013 Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. Zbl 1088.60014Hüsler, J. 13 2004 Mass distributions of two-dimensional extreme-value copulas and related results. Zbl 1359.62217Trutschnig, Wolfgang; Schreyer, Manuela; Fernández-Sánchez, Juan 12 2016 On testing extreme value conditions. Zbl 1164.62352Hüsler, Jürg; Li, Deyuan 12 2006 Critical branching processes in random environment with immigration: survival of a single family. Zbl 1473.60125Smadi, Charline; Vatutin, Vladimir 2 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 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 Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds. Zbl 1479.60065Thomas, Andrew M.; Owada, Takashi 1 2021 Extreme value theory for spatial random fields – with application to a Lévy-driven field. Zbl 07449513Stehr, Mads; Rønn-Nielsen, Anders 1 2021 Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. Zbl 1447.62050Drees, Holger; Knežević, Miran 5 2020 Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Zbl 1450.62044Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 4 2020 Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \). Zbl 1457.60077Korshunov, Dmitry; Wang, Longmin 3 2020 Canonical spectral representation for exchangeable max-stable sequences. Zbl 1457.60053Mai, Jan-Frederik 3 2020 Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Zbl 1468.60100Dȩbicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz 3 2020 Are extreme value estimation methods useful for network data? Zbl 1460.62085Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. 2 2020 On distributionally robust extreme value analysis. Zbl 1443.60051Blanchet, Jose; He, Fei; Murthy, Karthyek 1 2020 Statistical inference for heavy tailed series with extremal independence. Zbl 07176050Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe 1 2020 Simultaneous confidence bands for extremal quantile regression with splines. Zbl 1436.62151Yoshida, Takuma 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 Managing local dependencies in asymptotic theory for maxima of stationary random fields. Zbl 1422.60086Jakubowski, Adam; Soja-Kukieła, Natalia 6 2019 Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056Wang, Tiandong; Resnick, Sidney I. 6 2019 Identifying groups of variables with the potential of being large simultaneously. Zbl 1420.62226Chiapino, Maël; Sabourin, Anne; Segers, Johan 5 2019 A nonparametric method for producing isolines of bivariate exceedance probabilities. Zbl 1428.62197Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F. 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 Bias-corrected estimation for conditional Pareto-type distributions with random right censoring. Zbl 1429.62174Goegebeur, Yuri; Guillou, Armelle; Qin, Jing 5 2019 On the study of extremes with dependent random right-censoring. Zbl 1469.62255Stupfler, Gilles 5 2019 Extremal dependence of random scale constructions. Zbl 1427.60097Engelke, Sebastian; Opitz, Thomas; Wadsworth, Jennifer 4 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 Extremes of stationary random fields on a lattice. Zbl 07101829Ling, Chengxiu 3 2019 Threshold selection for multivariate heavy-tailed data. Zbl 1418.62220Wan, Phyllis; Davis, Richard A. 3 2019 The largest order statistics for the inradius in an isotropic STIT tessellation. Zbl 1427.60022Chenavier, Nicolas; Nagel, Werner 1 2019 Improving precipitation forecasts using extreme quantile regression. Zbl 1434.62058Velthoen, Jasper; Cai, Juan-Juan; Jongbloed, Geurt; Schmeits, Maurice 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 Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes. Zbl 1422.60030Buhl, Sven; Klüppelberg, Claudia 1 2019 Ridge regression estimators for the extreme value index. Zbl 1422.60085Buitendag, Sven; Beirlant, Jan; de Wet, Tertius 1 2019 Extremes of spherical fractional Brownian motion. Zbl 07101831Cheng, Dan; Liu, Peng 1 2019 The time of ultimate recovery in Gaussian risk model. Zbl 07101833Dȩbicki, Krzysztof; Liu, Peng 1 2019 A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan 13 2018 The tail process revisited. Zbl 1417.60043Planinić, Hrvoje; Soulier, Philippe 11 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 10 2018 Multivariate peaks over thresholds models. Zbl 1390.62083Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. 10 2018 Tail dimension reduction for extreme quantile estimation. Zbl 1396.62097Gardes, Laurent 6 2018 Multivariate extreme value copulas with factor and tree dependence structures. Zbl 1453.62494Lee, David; Joe, Harry 6 2018 Fitting phase-type scale mixtures to heavy-tailed data and distributions. Zbl 1396.60017Bladt, Mogens; Rojas-Nandayapa, Leonardo 5 2018 Multivariate records and hitting scenarios. Zbl 1396.60057Dombry, Clément; Zott, Maximilian 5 2018 Asymptotics of convolution with the semi-regular-variation tail and its application to risk. Zbl 1417.60014Cui, Zhaolei; Omey, Edward; Wang, Wenyuan; Wang, Yuebao 4 2018 An estimator of the stable tail dependence function based on the empirical beta copula. Zbl 1410.62073Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh 4 2018 Processes of \(r^{th}\) largest. Zbl 1403.60025Buchmann, Boris; Maller, Ross; Resnick, Sidney I. 3 2018 Regular variation of a random length sequence of random variables and application to risk assessment. Zbl 1391.60120Tillier, Charles; Wintenberger, Olivier 3 2018 On the tail behavior of a class of multivariate conditionally heteroskedastic processes. Zbl 1396.60061Pedersen, Rasmus Søndergaard; Wintenberger, Olivier 2 2018 Extreme value estimation for discretely sampled continuous processes. Zbl 1408.62094Drees, Holger; de Haan, Laurens; Turkman, Feridun 1 2018 Prediction of catastrophes in space over time. Zbl 1417.60026Baxevani, Anastassia; Wilson, Richard 1 2018 Coupled continuous time random maxima. Zbl 1396.60058Hees, Katharina; Scheffler, Hans-Peter 1 2018 Certain bivariate distributions and random processes connected with maxima and minima. Zbl 1396.60060Kozubowski, Tomasz J.; Podgórski, Krzysztof 1 2018 Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud). Zbl 1402.62269Ferreira, A.; Huang, F. 1 2018 Editorial: Special issue on the extreme value analysis conference challenge “prediction of extremal precipitation”. Zbl 1427.00081 1 2018 A Bayesian spatio-temporal model for precipitation extremes – STOR team contribution to the EVA2017 challenge. Zbl 1404.62133Barlow, Anna Maria; Rohrbeck, Christian; Sharkey, Paul; Shooter, Rob; Simpson, Emma S. 1 2018 Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd 22 2017 Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087Segers, Johan; Zhao, Yuwei; Meinguet, Thomas 14 2017 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056Bücher, Axel; Segers, Johan 9 2017 Human life is unlimited – but short. Zbl 1387.62120Rootzén, Holger; Zholud, Dmitrii 8 2017 The realization problem for tail correlation functions. Zbl 1369.60036Fiebig, Ulf-Rainer; Strokorb, Kirstin; Schlather, Martin 7 2017 Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts. Zbl 1373.86016Oesting, Marco; Schlather, Martin; Friederichs, Petra 7 2017 Clustering of high values in random fields. Zbl 1387.60084Pereira, Luísa; Martins, Ana Paula; Ferreira, Helena 7 2017 Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 6 2017 On relative stability and weighted laws of large numbers. Zbl 1368.60010Adler, André; Pakes, Anthony G. 5 2017 Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays. Zbl 1368.62037Lu, Yingyin; Peng, Zuoxiang 4 2017 On the asymptotics of supremum distribution for some iterated processes. Zbl 1373.60066Arendarczyk, Marek 4 2017 Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds. Zbl 1375.60078Cheng, Dan 4 2017 On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065Hüsler, Jürg; Piterbarg, Vladimir I. 4 2017 Characterization of tail distributions based on record values by using the Beurling’s Tauberian theorem. Zbl 1370.26006El Arrouchi, Mohamed 3 2017 Clusters of extremes: modeling and examples. Zbl 1421.62128Markovich, Natalia M. 3 2017 Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \(M_1\)-topology. Zbl 1379.60037Iksanov, Alexander; Pilipenko, Andrey; Samoilenko, Igor 3 2017 An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion. Zbl 1387.60056Dębicki, Krzysztof; Kosiński, Kamil M. 3 2017 A general estimator for the right endpoint with an application to supercentenarian women’s records. Zbl 1367.62160Fraga Alves, Isabel; Neves, Cláudia; Rosário, Pedro 2 2017 Implicit extremes and implicit max-stable laws. Zbl 1373.60055Scheffler, Hans-Peter; Stoev, Stilian 2 2017 Maximum loss and maximum gain of spectrally negative Lévy processes. Zbl 1373.60074Vardar-Acar, Ceren; Çağlar, Mine 2 2017 A generalization of the maximal-spacings in several dimensions and a convexity test. Zbl 1382.60023Aaron, Catherine; Cholaquidis, Alejandro; Fraiman, Ricardo 2 2017 Spatial risk measures and applications to max-stable processes. Zbl 1387.60086Koch, Erwan 2 2017 Hidden regular variation under full and strong asymptotic dependence. Zbl 1381.28005Das, Bikramjit; Resnick, Sidney I. 2 2017 Distribution-free inference in record series. Zbl 06829872Hoayek, Anis S.; Ducharme, Gilles R.; Khraibani, Zaher 1 2017 Extreme values of the uniform order 1 autoregressive processes and missing observations. Zbl 1387.60085Glavaš, Lenka; Mladenović, Pavle; Samorodnitsky, Gennady 1 2017 Conditional extreme value models: fallacies and pitfalls. Zbl 1380.60053Drees, Holger; Janßen, Anja 1 2017 Likelihood estimators for multivariate extremes. Zbl 1381.62067Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. 18 2016 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 13 2016 High extrema of Gaussian chaos processes. Zbl 1339.60062Piterbarg, Vladimir I. 13 2016 Mass distributions of two-dimensional extreme-value copulas and related results. Zbl 1359.62217Trutschnig, Wolfgang; Schreyer, Manuela; Fernández-Sánchez, Juan 12 2016 Extremes of stationary Gaussian storage models. Zbl 1339.60060Dębicki, Krzysztof; Liu, Peng 10 2016 Multivariate subexponential distributions and their applications. Zbl 1385.60034Samorodnitsky, Gennady; Sun, Julian 9 2016 Anisotropic Brown-Resnick space-time processes: estimation and model assessment. Zbl 1357.62279Buhl, Sven; Klüppelberg, Claudia 9 2016 Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette 8 2016 A complete convergence theorem for stationary regularly varying multivariate time series. Zbl 1357.60034Basrak, Bojan; Tafro, Azra 8 2016 Tail product-limit process for truncated data with application to extreme value index estimation. Zbl 1339.60027Benchaira, Souad; Meraghni, Djamel; Necir, Abdelhakim 7 2016 Weak properties and robustness of t-Hill estimators. Zbl 1354.62002Jordanova, Pavlina; Fabián, Zdeněk; Hermann, Philipp; Střelec, Luboš; Rivera, Andrés; Girard, Stéphane; Torres, Sebastián; Stehlík, Milan 6 2016 Approximation of high quantiles from intermediate quantiles. Zbl 1349.60085de Valk, Cees 5 2016 Approximation and estimation of very small probabilities of multivariate extreme events. Zbl 1349.60037de Valk, Cees 5 2016 Extremes of independent stochastic processes: a point process approach. Zbl 1339.60061Eyi-Minko, Frédéric; Dombry, Clément 4 2016 Sup-norm convergence rates for Lévy density estimation. Zbl 1357.60051Konakov, Valentin; Panov, Vladimir 3 2016 Erratum to: “Modeling clusters of extreme values”. Zbl 1383.62153Markovich, Natalia M. 3 2016 ...and 322 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,149 Authors 97 Hashorva, Enkelejd 53 Guillou, Armelle 49 Leal de Carvalho Gomes, Maria Ivette 43 Yang, Yang 38 Girard, Stéphane 38 Resnick, Sidney Ira 34 Dębicki, Krzysztof 32 Segers, Johan 31 Goegebeur, Yuri 31 Tan, Zhongquan 30 Beirlant, Jan 30 Nadarajah, Saralees 28 de Haan, Laurens 28 Peng, Zuoxiang 27 Peng, Liang 26 Šiaulys, Jonas 26 Tang, Qihe 25 Falk, Michael 24 Wang, Yuebao 23 Tawn, Jonathan A. 21 Drees, Holger 21 Gardes, Laurent 21 Ji, Lanpeng 19 Mikosch, Thomas 18 Stupfler, Gilles 17 Ferreira, Helena 17 Klüppelberg, Claudia 17 Leipus, Remigijus 17 Li, Deyuan 17 Stoev, Stilian A. 16 Caeiro, Frederico 16 Huser, Raphaël 16 Samorodnitsky, Gennady Pinkhosovich 16 Schlather, Martin 15 Ferreira, Marta 15 Hüsler, Jürg 15 Piterbarg, Vladimir Il’ich 15 Wang, Kaiyong 14 Davis, Richard A. 14 Dombry, Clément 14 Durante, Fabrizio 14 Embrechts, Paul 14 Joe, Harry 14 Ling, Chengxiu 14 Qi, Yongcheng 14 Robert, Christian Yann 13 Albrecher, Hansjörg 13 Bücher, Axel 13 Chen, Yiqing 13 Das, Bikramjit 13 Gao, Qingwu 13 Henriques-Rodrigues, Lígia 13 Li, Jinzhu 12 Reich, Brian James 12 Wang, Yizao 12 Zhang, Zhengjun 11 Asmussen, Søren 11 de Wet, Tertius 11 Fougères, Anne-Laure 11 Fraga Alves, M. Isabel 11 Genton, Marc G. 11 Kabluchko, Zakhar A. 11 Kulik, Rafał 11 Wang, Dingcheng 11 Withers, Christopher Stroude 10 Barakat, Haroon Mohamed 10 Davison, Anthony C. 10 Genest, Christian 10 Li, Haijun 10 Mao, Tiantian 10 Mercadier, Cécile 10 Naveau, Philippe 10 Neves, Cláudia 10 Padoan, Simone A. 10 Pestana, Dinis Duarte 10 Soulier, Philippe 10 Wadsworth, Jennifer L. 10 Worms, Rym 10 Yuen, Kam Chuen 9 Ahmadi, Jafar 9 Asimit, Alexandru V. 9 Bai, Long 9 Bose, Arup 9 Brazauskas, Vytaras 9 Cheng, Dongya 9 Daouia, Abdelaati 9 Diebolt, Jean 9 Heiny, Johannes 9 Jaworski, Piotr 9 Kortschak, Dominik 9 Mai, Jan-Frederik 9 Ng, Kai Wang 9 Opitz, Thomas 9 Rootzén, Holger 9 Sisson, Scott A. 9 Stehlík, Milan 9 Stephenson, Alec G. 9 Weng, Zhichao 9 Zhou, Chen 8 Balakrishnan, Narayanaswamy ...and 2,049 more Authors all top 5 Cited in 233 Journals 289 Extremes 170 Statistics & Probability Letters 103 Journal of Multivariate Analysis 90 Insurance Mathematics & Economics 79 Communications in Statistics. 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Series A 4 European Actuarial Journal 3 Journal of Mathematical Physics 3 Moscow University Mathematics Bulletin ...and 133 more Journals all top 5 Cited in 45 Fields 1,546 Statistics (62-XX) 1,274 Probability theory and stochastic processes (60-XX) 377 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 137 Numerical analysis (65-XX) 68 Operations research, mathematical programming (90-XX) 50 Geophysics (86-XX) 38 Combinatorics (05-XX) 16 Linear and multilinear algebra; matrix theory (15-XX) 16 Real functions (26-XX) 15 Computer science (68-XX) 14 Dynamical systems and ergodic theory (37-XX) 13 Measure and integration (28-XX) 13 Convex and discrete geometry (52-XX) 11 Statistical mechanics, structure of matter (82-XX) 11 Biology and other natural sciences (92-XX) 8 Approximations and expansions (41-XX) 7 Number theory (11-XX) 7 Integral transforms, operational calculus (44-XX) 6 General and overarching topics; collections (00-XX) 6 Functional analysis (46-XX) 5 Systems theory; control (93-XX) 4 Special functions (33-XX) 4 Partial differential equations (35-XX) 4 Operator theory (47-XX) 4 Fluid mechanics (76-XX) 4 Information and communication theory, circuits (94-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Differential geometry (53-XX) 3 Quantum theory (81-XX) 2 History and biography (01-XX) 2 Ordinary differential equations (34-XX) 2 Difference and functional equations (39-XX) 2 Integral equations (45-XX) 2 Mechanics of deformable solids (74-XX) 2 Optics, electromagnetic theory (78-XX) 2 Astronomy and astrophysics (85-XX) 1 Mathematical logic and foundations (03-XX) 1 Group theory and generalizations (20-XX) 1 Sequences, series, summability (40-XX) 1 Abstract harmonic analysis (43-XX) 1 Geometry (51-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mathematics education (97-XX) Citations by Year