Extremes and regular variation (Q2080146)

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Language	Label	Description	Also known as
English	Extremes and regular variation	scientific article

Statements

scholarly article

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Extremes and regular variation (English)

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publication date

7 October 2022

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full work available at URL

https://arxiv.org/abs/2001.05420

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zbMATH Keywords

extreme value

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general regular variation

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generalised Pareto distribution

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peaks over thresholds

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copula

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spectral measure

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D-norm

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dependence structure

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max-stable process

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spatio-temporal process

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Nicholas H. Bingham

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Adam J. Ostaszewski

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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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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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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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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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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Identifiers

zbMATH Open document ID

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10.1007/978-3-030-83309-1_7

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2080146

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