Extremes and regular variation (Q2080146): Difference between revisions

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+Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
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+Probability approximations via the Poisson clumping heuristic
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+Extremes on river networks
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+On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
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+Residual life time at great age
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+Max-infinite divisibility
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+A characterization of multivariate regular variation.
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+Statistics of Extremes
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+Tauberian theorems and the central limit theorem
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+Regular variation and probability: The early years
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+Beurling slow and regular variation
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+General regular variation, Popa groups and quantifier weakening
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+Local large deviations and the strong renewal theorem
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+On the performance of the Bayesian composite likelihood estimation of max-stable processes
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+Prediction based on conditional distributions of vine copulas
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+Multivariate Archimax copulas
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+An introduction to statistical modeling of extreme values
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+Bayesian Spatial Modeling of Extreme Precipitation Return Levels
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+Decompositions of dependence for high-dimensional extremes
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+Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
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+Max-stable processes for modeling extremes observed in space and time
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+Statistical Inference for Max-Stable Processes in Space and Time
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+Statistical modeling of spatial extremes
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+Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation
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+Bernoulli and tail-dependence compatibility
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+Space‒time max-stable models with spectral separability
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+Graphical Models for Extremes
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+It was 30 years ago today when Laurens de Haan went the multivariate way
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+Multivariate Extreme Value Theory and D-Norms
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+Q4324958
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+Von Mises conditions revisited
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+Generalized Pareto copulas: a key to multivariate extremes
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+The realization problem for tail correlation functions
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+High-dimensional peaks-over-threshold inference
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+The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
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+On the multivariate probability integral transformation
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Nonparametric estimation of an extreme-value copula in arbitrary dimensions
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+Non-Parametric Bayesian Inference on Bivariate Extremes
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+A form of regular variation and its application to the domain of attraction of the double exponential distribution
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+A spectral representation for max-stable processes
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+Fighting the arch–enemy with mathematics‘
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+Limit theory for multivariate sample extremes
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+Sea and wind: multivariate extremes at work
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+A simple general approach to inference about the tail of a distribution
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+One-component regular variation and graphical modeling of extremes
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+Space–Time Modelling of Extreme Events
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+Tail dependence functions and vine copulas
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+Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
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+Geometric ergodicity for some space-time max-stable Markov chains
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+Extremal behavior of Archimedean copulas
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+Extremes and related properties of random sequences and processes
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+Extremal theory for stochastic processes
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+Multivariate extreme value copulas with factor and tree dependence structures
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+Relations between the spectral measures and dependence of MEV distributions
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+On the domain of attraction of \(e^{-e^{-x}}\)
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+Q5765547
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+Beurling regular variation, Bloom dichotomy, and the Gołąb-Schinzel functional equation
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+Dependence properties of multivariate max-stable distributions
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+Statistical inference using extreme order statistics
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+Q3667778
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+A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
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+Heavy-Tail Phenomena
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+Multivariate peaks over thresholds models
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+Multivariate generalized Pareto distributions: parametrizations, representations, and properties
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+Multivariate generalized Pareto distributions
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+Models for stationary max-stable random fields
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+Non-parametric Estimation of Tail Dependence
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+Bivariate extreme statistics. I
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+Tail correlation functions of max-stable processes
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