Multilevel clustering of extremes.
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Cites work
- scientific article; zbMATH DE number 3866301 (Why is no real title available?)
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- Approximate distributions of order statistics. With applications to nonparametric statistics
- Compound Poisson approximation for nonnegative random variables via Stein's method
- Compound Poisson approximation for the distribution of extremes
- Extremal behaviour of stationary Markov chains with applications
- Extremes and related properties of random sequences and processes
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- Limit laws for maxima and second maxima from strong-mixing processes
- Limit theorems for extreme values of chain-dependent processes
- Limit theorems for the maximum term of a stationary process
- On extreme values in stationary sequences
- On the characterization of certain point processes
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- On the extreme order statistics for a stationary sequence
- On the joint limiting distribution of the first and the second maxima
- On the limiting distribution of extrema
- Poisson approximation for dependent trials
- Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process
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- Strong Poisson and mixed approximations of sums of independent random variables in Banach spaces
- Sur la distribution limite du terme maximum d'une série aléatoire
- The maximum term of uniformly mixing stationary processes
- The two-dimensional Poisson process and extremal processes
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- Weak convergence to extremal processes
Cited in
(10)- Rare events, temporal dependence, and the extremal index
- Complete convergence and records for dynamically generated stochastic processes
- On the number of near-maximum insurance claim under dependence.
- On the asymptotic distribution of certain bivariate reinsurance treaties
- Clustering of Markov chain exceedances
- On exceedances of high levels
- Clusters of extremes: modeling and examples
- Limit theorems for empirical processes of cluster functionals
- Estimating the multivariate extremal index function
- Inference for the limiting cluster size distribution of extreme values
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