Limit theory for multivariate sample extremes

Cites work

scientific article; zbMATH DE number 3820920 (Why is no real title available?)
scientific article; zbMATH DE number 3338196 (Why is no real title available?)
scientific article; zbMATH DE number 3359478 (Why is no real title available?)
A form of regular variation and its application to the domain of attraction of the double exponential distribution
Bivariate extreme statistics. I
Extremal Processes
Max-infinite divisibility
Order Statistics of Samples from Multivariate Distributions
Sur la distribution limite du terme maximum d'une série aléatoire
The structure of extremal processes
Weak limits of sample range

Cited in

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Dense classes of multivariate extreme value distributions
Regression-type analysis for multivariate extreme values
New characterizations of multivariate max-domain of attraction and \(D\)-norms
On the Tail Behavior of Sums of Dependent Risks
Risk measures and multivariate extensions of Breiman's theorem
Extremal behavior of pMAX processes
Estimating the probability of a rare event
Peaks-over-threshold stability of multivariate generalized Pareto distributions
The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
A new extreme value copula and new families of univariate distributions based on Freund's exponential model
Generalized Pareto copulas: a key to multivariate extremes
Geostatistics of dependent and asymptotically independent extremes
Performance assessment of sandwich and block bootstrap estimators for temporally dependent bivariate extremes
A comparison of dependence function estimators in multivariate extremes
An alternative point process framework for modeling multivariate extreme values
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model
Total positivity in multivariate extremes
Markov chains generated by maximizing components of multidimensional extremal processes
Joint stable attraction of two sums of products
A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
The estimation of M4 processes with geometric moving patterns
An exceptional max-stable process fully parameterized by its extremal coefficients
Stationary min-stable stochastic processes
Dependence estimation and visualization in multivariate extremes with applications to financial data
A moment-based test for extreme-value dependence
Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis
Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions
Sparse representation of multivariate extremes with applications to anomaly detection
Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
Estimating the spectral measure of an extreme value distribution
Extremal graphical modeling with latent variables via convex optimization
Estimating extreme bivariate quantile regions
On the estimation and application of max-stable processes
Tail adversarial stability for regularly varying linear processes and their extensions
A utopic adventure in the modelling of conditional univariate and multivariate extremes. EVA (2023) Conference Data Challenge: team Yahabe
Nonparametric estimation of the spectral measure of an extreme value distribution.
Nonparametric estimation of the dependence function for a multivariate extreme value distribution
Testing for a multivariate generalized Pareto distribution
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Multivariate order statistics: the intermediate case
Bi-free extreme values
Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
Leader and maximum independence for a class of discrete choice models
Rates of convergence in multivariate extreme value theory
Toward a copula theory for multivariate regular variation
Conditioning on an extreme component: model consistency with regular variation on cones
Extremes for multivariate expectiles
It was 30 years ago today when Laurens de Haan went the multivariate way
Multivariate records and hitting scenarios
On the tail behavior of a class of multivariate conditionally heteroskedastic processes
On regular variation of probability densities
An estimator of the stable tail dependence function based on the empirical beta copula
Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
Fighting the arch–enemy with mathematics‘
Spatial extremes: models for the stationary case
On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
On the distribution of Pickands coordinates in bivariate EV and GP models
Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
On approximating dependence function and its derivatives
Modeling multivariate extremes
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
Canonical spectral representation for exchangeable max-stable sequences
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions
Clustered Archimax copulas
Multiple block sizes and overlapping blocks for multivariate time series extremes
Hybrid copula estimators
On the observation closest to the origin
The Extremal Dependence Measure and Asymptotic Independence
On the foundations of multivariate heavy-tail analysis
On the dependence function of Sibuya in multivariate extreme value theory
Multivariate subexponential distributions
max-infinitely divisible and max-stable sample continuous processes
Nonparametric estimation of the dependence function in bivariate extreme value distributions
Asymptotically (in)dependent multivariate maxima of moving maxima process
Extreme-value copulas associated with the expected scaled maximum of independent random variables
Quotient correlation: a sample based alternative to Pearson's correlation
Detecting a conditional extreme value model
A Bayesian hierarchical model for spatial extremes with multiple durations
Extreme behavior of multivariate phase-type distributions
Extremal financial risk models and portfolio evaluation
A novel positive dependence property and its impact on a popular class of concordance measures
Two-Sample Testing for Tail Copulas with an Application to Equity Indices
Max-Linear Competing Factor Models
New estimation methods for extremal bivariate return curves
Concentration bounds for the empirical angular measure with statistical learning applications
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
Nonparametric simulation of multivariate extreme events via spectral bootstrap
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
Characterization of multivariate heavy-tailed distribution families via copula
Estimation of the coefficient of tail dependence in bivariate extremes
How to model multivariate extremes if one must?
On convergence toward an extreme value distribution in \(C[0,1]\)
Limit laws for random vectors with an extreme component
Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation

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