New extreme value theory for maxima of maxima (Q5880089): Difference between revisions

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+https://doi.org/10.1080/24754269.2020.1846115
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+Statistics of Extremes
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+On the maximum likelihood estimator for the generalized extreme-value distribution
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+Q4833241
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+An introduction to statistical modeling of extreme values
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+Estimation of Tail Risk Based on Extreme Expectiles
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+Extreme Value Modeling and Risk Analysis
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+Extreme Value Theory as a Risk Management Tool
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+Asymptotically (in)dependent multivariate maxima of moving maxima process
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+Analysis of Financial Time Series
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+Modeling maxima with autoregressive conditional Fréchet model
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+Publication:5880089