| Publication | Date of Publication | Type |
|---|
| Modeling Intransitivity in Pairwise Comparisons with Application to Baseball Data | 2024-01-22 | Paper |
| Accounting for seasonality in extreme sea-level estimation | 2024-01-16 | Paper |
| Estimating the probability of widespread flood events | 2023-12-15 | Paper |
| Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data | 2023-07-04 | Paper |
| Extremal characteristics of conditional models | 2023-03-02 | Paper |
| Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes | 2022-12-09 | Paper |
| Modelling extremes of spatial aggregates of precipitation using conditional methods | 2022-10-10 | Paper |
| On the tail behaviour of aggregated random variables | 2022-09-30 | Paper |
| Some benefits of standardisation for conditional extremes | 2022-09-22 | Paper |
| Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables | 2022-03-29 | Paper |
| Extremal Characteristics of Conditional Models | 2022-02-23 | Paper |
| A geometric investigation into the tail dependence of vine copulas | 2021-06-22 | Paper |
| Basin-wide spatial conditional extremes for severe ocean storms | 2021-06-01 | Paper |
| On the Tail Behaviour of Aggregated Random Variables | 2021-05-25 | Paper |
| Determining the dependence structure of multivariate extremes | 2020-10-21 | Paper |
| Modelling the clustering of extreme events for short-term risk assessment | 2020-07-28 | Paper |
| Bivariate extreme analysis of Olympic swimming data | 2019-08-27 | Paper |
| Modelling Across Extremal Dependence Classes | 2019-06-12 | Paper |
| Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling | 2019-04-30 | Paper |
| Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains | 2019-03-10 | Paper |
| Penultimate Analysis of the Conditional Multivariate Extremes Tail Model | 2019-02-19 | Paper |
| Extreme value modelling of water-related insurance claims | 2018-06-26 | Paper |
| Statistical downscaling for future extreme wave heights in the North Sea | 2018-02-19 | Paper |
| A Poisson process reparameterisation for Bayesian inference for extremes | 2017-11-02 | Paper |
| \(k\)th-order Markov extremal models for assessing heatwave risks | 2017-11-02 | Paper |
| Modelling the effect of the El Niño-Southern Oscillation on extreme spatial temperature events over Australia | 2017-02-24 | Paper |
| Properties of extremal dependence models built on bivariate MAX-linearity | 2017-02-23 | Paper |
| Bayesian uncertainty management in temporal dependence of extremes | 2017-02-08 | Paper |
| Conditioned limit laws for inverted max-stable processes | 2016-08-18 | Paper |
| Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet | 2016-02-16 | Paper |
| The extremal index for GARCH(1,1) processes | 2016-01-25 | Paper |
| Portfolio risk assessment using multivariate extreme value methods | 2014-12-19 | Paper |
| Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation | 2014-12-17 | Paper |
| Dependence properties of multivariate max-stable distributions | 2014-07-24 | Paper |
| Efficient inference for spatial extreme value processes associated to log-Gaussian random functions | 2014-04-16 | Paper |
| Self-consistent estimation of conditional multivariate extreme value distributions | 2014-04-07 | Paper |
| A new representation for multivariate tail probabilities | 2014-02-04 | Paper |
| Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model | 2013-03-12 | Paper |
| A generalised student's \(t\)-distribution | 2013-01-25 | Paper |
| Volatility model selection for extremes of financial time series | 2012-12-28 | Paper |
| Extended generalised Pareto models for tail estimation | 2012-10-30 | Paper |
| Dependence modelling for spatial extremes | 2012-06-18 | Paper |
| Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds | 2012-03-29 | Paper |
| Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution | 2011-06-10 | Paper |
| Accounting for choice of measurement scale in extreme value modeling | 2010-12-27 | Paper |
| A sequential smoothing algorithm with linear computational cost | 2010-08-19 | Paper |
| Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures | 2009-03-17 | Paper |
| Asymptotically (in)dependent multivariate maxima of moving maxima process | 2008-06-18 | Paper |
| An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire | 2007-05-07 | Paper |
| Seasonal effects of extreme surges | 2006-09-28 | Paper |
| Bayesian inference for extremes: accounting for the three extremal types | 2006-05-24 | Paper |
| Exploiting occurrence times in likelihood inference for componentwise maxima | 2005-09-05 | Paper |
| Diagnostics for Dependence within Time Series Extremes | 2005-04-11 | Paper |
| New estimators for the extremal index and other cluster characteristics | 2004-09-24 | Paper |
| A Conditional Approach for Multivariate Extreme Values (with Discussion) | 2004-09-24 | Paper |
| Inequalities for the extremal coefficients of multivariate extreme value distributions | 2004-03-16 | Paper |
| Diagnostics for pairwise extremal dependence in spatial processes | 2004-03-16 | Paper |
| A dependence measure for multivariate and spatial extreme values: Properties and inference | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450667 | 2004-02-15 | Paper |
| Extreme value analysis of a large designed experiment: a case study in bulk carrier safety | 2003-10-22 | Paper |
| Dependence measures for extreme value analyses | 2001-09-23 | Paper |
| A comparison of methods for estimating the extremal index | 2001-07-11 | Paper |
| Extremal Analysis of Short Series with Outliers: Sea-Levels and Athletics Records | 2000-11-09 | Paper |
| The Multivariate Gaussian Tail Model: An Application to Oceanographic Data | 2000-09-24 | Paper |
| Extremal Analysis of Processes Sampled at Different Frequencies | 2000-06-07 | Paper |
| The Effect of Non-Stationarity on Extreme Sea-Level Estimation | 1999-10-11 | Paper |
| Models for the extremes of Markov chains | 1999-06-29 | Paper |
| Statistics for Extreme Sea Currents | 1999-03-16 | Paper |
| Comparison of Approaches for Estimating the Probability of Coastal Flooding | 1999-02-07 | Paper |
| Concomitant tail behaviour for extremes | 1999-01-19 | Paper |
| Model-Based Geostatistics | 1998-10-21 | Paper |
| Markov chain models for threshold exceedances | 1998-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4363950 | 1998-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892519 | 1997-06-10 | Paper |
| Statistics for near independence in multivariate extreme values | 1997-03-02 | Paper |
| Estimating Probabilities of Extreme Sea-Levels | 1995-08-17 | Paper |
| Statistical Methods for Multivariate Extremes: An Application to Structural Design | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272657 | 1993-12-20 | Paper |
| Modelling multivariate extreme value distributions | 1990-01-01 | Paper |
| Bivariate extreme value theory: Models and estimation | 1988-01-01 | Paper |
