| Publication | Date of Publication | Type |
|---|
Estimation of the parameter controlling the speed of convergence in extreme value theory
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Bootstrapping Extreme Value Estimators
Journal of the American Statistical Association | 2024-03-19 | Paper |
Trends in Extreme Value Indices
Journal of the American Statistical Association | 2023-05-22 | Paper |
Limits to human life span through extreme value theory
Journal of the American Statistical Association | 2019-11-12 | Paper |
Estimation of the marginal expected shortfall: the mean when a related variable is extreme
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Statistics of heteroscedastic extremes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Extreme value estimation for discretely sampled continuous processes
Extremes | 2018-12-20 | Paper |
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
Finance and Stochastics | 2016-05-23 | Paper |
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
Finance and Stochastics | 2016-01-06 | Paper |
Convergence of heteroscedastic extremes
Statistics & Probability Letters | 2015-11-23 | Paper |
On tail trend detection: modeling relative risk
Extremes | 2015-07-07 | Paper |
On tail trend detection: modeling relative risk
Extremes | 2015-07-07 | Paper |
Estimating failure probabilities
Bernoulli | 2015-06-15 | Paper |
Estimating failure probabilities
Bernoulli | 2015-06-15 | Paper |
Bias correction in multivariate extremes
The Annals of Statistics | 2015-05-11 | Paper |
Bias correction in multivariate extremes
The Annals of Statistics | 2015-05-11 | Paper |
How far can man go?
Advances in Theoretical and Applied Statistics | 2014-11-19 | Paper |
The generalized Pareto process; with a view towards application and simulation
Bernoulli | 2014-11-11 | Paper |
The generalized Pareto process; with a view towards application and simulation
Bernoulli | 2014-11-11 | Paper |
The number of active bidders in internet auctions
Journal of Economic Theory | 2014-04-25 | Paper |
Estimating extreme bivariate quantile regions
Extremes | 2013-06-25 | Paper |
Bias correction in extreme value statistics with index around zero
Extremes | 2013-06-25 | Paper |
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
The Annals of Statistics | 2012-09-03 | Paper |
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
The Annals of Statistics | 2012-09-03 | Paper |
Estimation of extreme risk regions under multivariate regular variation
The Annals of Statistics | 2011-09-14 | Paper |
Extreme residual dependence for random vectors and processes
Advances in Applied Probability | 2011-05-03 | Paper |
Mixed moment estimator and location invariant alternatives
Extremes | 2011-02-22 | Paper |
The expected payoff to Internet auctions
Extremes | 2011-02-22 | Paper |
Stationary max-stable fields associated to negative definite functions
The Annals of Probability | 2009-11-04 | Paper |
On spatial extremes: with application to a rainfall problem
The Annals of Applied Statistics | 2009-08-07 | Paper |
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
| On extreme value analysis of a spatial process | 2009-01-15 | Paper |
A test procedure for detecting super-heavy tails
Journal of Statistical Planning and Inference | 2008-12-08 | Paper |
| A note on second order conditions in extreme value theory: linking general and heavy tail conditions | 2008-11-24 | Paper |
Third order extended regular variation
Publications de l'Institut Math?matique (Belgrade) | 2008-07-02 | Paper |
Parametric tail copula estimation and model testing
Journal of Multivariate Analysis | 2008-06-11 | Paper |
A class of distribution functions with less bias in extreme value estimation
Statistics & Probability Letters | 2006-10-05 | Paper |
Approximations to the tail empirical distribution function with application to testing extreme value conditions
Journal of Statistical Planning and Inference | 2006-08-14 | Paper |
Spatial extremes: models for the stationary case
The Annals of Statistics | 2006-06-21 | Paper |
Joint exceedances of the ARCH process
Journal of Applied Probability | 2005-04-18 | Paper |
A new class of semi-parametric estimators of the second order parameter.
Portugaliae Mathematica. Nova Série | 2004-06-22 | Paper |
Weak consistency of extreme value estimators in \(C[0,1]\)
The Annals of Statistics | 2004-05-27 | Paper |
Semi-parametric estimation of the second order parameter in statistics of extremes
Extremes | 2004-03-16 | Paper |
Testing extreme value conditions
Extremes | 2004-03-16 | Paper |
On bootstrap sample size in extreme value theory
Publications de l'Institut Mathematique | 2004-03-02 | Paper |
On large deviation for extremes.
Statistics & Probability Letters | 2004-02-14 | Paper |
| scientific article; zbMATH DE number 1995549 (Why is no real title available?) | 2003-10-22 | Paper |
On convergence toward an extreme value distribution in \(C[0,1]\)
The Annals of Probability | 2003-05-06 | Paper |
On asymptotic normality of the hill estimator
Communications in Statistics. Stochastic Models | 2003-01-09 | Paper |
How to make a Hill plot.
The Annals of Statistics | 2002-11-14 | Paper |
Nonparametric estimation of the spectral measure of an extreme value distribution.
The Annals of Statistics | 2002-11-14 | Paper |
Rarely Observed Sample Maxima
Theory of Probability & Its Applications | 2002-04-25 | Paper |
Stable probability distributions and their domains of attraction: A direct approach
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Approximation by penultimate stable laws
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Penultimate approximation for Hill's estimator
Scandinavian Journal of Statistics | 2002-02-17 | Paper |
Using a bootstrap method to choose the sample fraction in tail index estimation
Journal of Multivariate Analysis | 2002-01-08 | Paper |
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Extremes | 2001-09-23 | Paper |
Estimating the index of a stable distribution
Statistics & Probability Letters | 2000-10-18 | Paper |
Conditions for quantile process approximations
Communications in Statistics. Stochastic Models | 2000-05-28 | Paper |
Approximation by penultimate extreme value distributions
Extremes | 2000-05-24 | Paper |
Exact Rates of Convergence to a Stable Law
Journal of the London Mathematical Society | 2000-04-17 | Paper |
On the distribution of tail array sums for strongly mixing stationary sequences
The Annals of Applied Probability | 1999-11-23 | Paper |
Comparison of tail index estimators
Statistica Neerlandica | 1999-08-23 | Paper |
Sea and wind: multivariate extremes at work
Extremes | 1999-08-10 | Paper |
Second-order regular variation, convolution and the central limit theorem
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Estimating the spectral measure of an extreme value distribution
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Estimating the probability of a rare event
The Annals of Statistics | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1129553 (Why is no real title available?) | 1998-12-10 | Paper |
| scientific article; zbMATH DE number 1200271 (Why is no real title available?) | 1998-09-17 | Paper |
Asymptotic Distributions of Multivariate Intermediate Order Statistics
Theory of Probability & Its Applications | 1998-07-01 | Paper |
Rates of convergence for bivariate extremes
Journal of Multivariate Analysis | 1998-02-05 | Paper |
An estimator for the extreme-value index
Communications in Statistics: Theory and Methods | 1997-11-11 | Paper |
On the maximal life span of humans
Mathematical Population Studies | 1997-09-10 | Paper |
| scientific article; zbMATH DE number 1026035 (Why is no real title available?) | 1997-06-24 | Paper |
Second-order regular variation and rates of convergence in extreme-value theory
The Annals of Probability | 1997-05-25 | Paper |
Rate of convergence of intermediate order statistics
Journal of Theoretical Probability | 1997-04-16 | Paper |
Von Mises-type conditions in second order regular variation
Journal of Mathematical Analysis and Applications | 1996-07-14 | Paper |
| scientific article; zbMATH DE number 796420 (Why is no real title available?) | 1996-02-20 | Paper |
Large quantile estimation in a multivariate setting
Journal of Multivariate Analysis | 1995-09-14 | Paper |
Estimating the home range
Journal of Applied Probability | 1995-05-02 | Paper |
Estimating exceedance probabilities in higher-dimensional space
Communications in Statistics. Stochastic Models | 1994-12-18 | Paper |
Random transformations for poisson processes and sup—integral processes
Communications in Statistics. Stochastic Models | 1994-11-17 | Paper |
Optimal choice of sample fraction in extreme-value estimation
Journal of Multivariate Analysis | 1994-06-06 | Paper |
Estimating the limit distribution of multivariate extremes
Communications in Statistics. Stochastic Models | 1993-12-19 | Paper |
Estimating a multidimensional extreme-value distribution
Journal of Multivariate Analysis | 1993-12-06 | Paper |
Asymptotic distribution of the maximum of <i>n</i> independent stochastic processes
Journal of Applied Probability | 1993-06-29 | Paper |
On the estimation of high quantiles
Journal of Statistical Planning and Inference | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 4203389 (Why is no real title available?) | 1990-01-01 | Paper |
A convergence rate in extreme-value theory
Journal of Applied Probability | 1990-01-01 | Paper |
Fighting the arch–enemy with mathematics‘
Statistica Neerlandica | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4106101 (Why is no real title available?) | 1989-01-01 | Paper |
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
Stochastic Processes and their Applications | 1989-01-01 | Paper |
A moment estimator for the index of an extreme-value distribution
The Annals of Statistics | 1989-01-01 | Paper |
On the estimation of the extreme-value index and large quantile estimation
The Annals of Statistics | 1989-01-01 | Paper |
Embedding a stochastic difference equation into a continuous-time process
Stochastic Processes and their Applications | 1989-01-01 | Paper |
Estimates of the rate of convergence for max-stable processes
The Annals of Probability | 1989-01-01 | Paper |
Almost sure continuity of stable moving average processes with index less than one
The Annals of Probability | 1988-01-01 | Paper |
The index of the outstanding observation among n independent ones
Stochastic Processes and their Applications | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4012931 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4104164 (Why is no real title available?) | 1987-01-01 | Paper |
On limiting laws for the convex hull of a sample
Journal of Applied Probability | 1987-01-01 | Paper |
On regular variation of probability densities
Stochastic Processes and their Applications | 1987-01-01 | Paper |
On extreme-value theory in the presence of a trend
Journal of Applied Probability | 1987-01-01 | Paper |
A Tauberian Theorem of Exponential Type
Canadian Journal of Mathematics | 1986-01-01 | Paper |
A STOCHASTIC PROCESS THAT IS AUTOREGRESSIVE IN TWO DIRECTIONS OF TIME.
Statistica Neerlandica | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4054794 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3934105 (Why is no real title available?) | 1985-01-01 | Paper |
Dominated variation and related concepts and Tauberian theorems for Laplace transforms
Journal of Mathematical Analysis and Applications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3903649 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3883332 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3885046 (Why is no real title available?) | 1984-01-01 | Paper |
A spectral representation for max-stable processes
The Annals of Probability | 1984-01-01 | Paper |
Integrals and derivatives of regularly varying functions in R^ n and domains of attraction of stable distributions. II
Stochastic Processes and their Applications | 1984-01-01 | Paper |
Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
Journal of Multivariate Analysis | 1984-01-01 | Paper |
Asymptotically balanced functions and stochastic compactness of sample extremes
The Annals of Probability | 1984-01-01 | Paper |
Local limit theorems for sample extremes
The Annals of Probability | 1982-01-01 | Paper |
| Estimation of the Minimum of a Function Using Order Statistics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3730440 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3714659 (Why is no real title available?) | 1981-01-01 | Paper |
On the observation closest to the origin
Stochastic Processes and their Applications | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3656951 (Why is no real title available?) | 1980-01-01 | Paper |
AN EXTENSION OF KARAMATA'S TAUBERIAN THEOREM AND ITS CONNECTION WITH COMPLEMENTARY CONVEX FUNCTIONS
The Quarterly Journal of Mathematics | 1979-01-01 | Paper |
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
Stochastic Processes and their Applications | 1979-01-01 | Paper |
Conjugate -variation and process inversion
The Annals of Probability | 1979-01-01 | Paper |
Stochastic compactness of sample extremes
The Annals of Probability | 1979-01-01 | Paper |
On Bahadur's representation of sample quantiles
Annals of the Institute of Statistical Mathematics | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3640715 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3610597 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3630061 (Why is no real title available?) | 1978-01-01 | Paper |
Limit Distributions for Order Statistics. I
Theory of Probability & Its Applications | 1978-01-01 | Paper |
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model
Journal of Econometrics | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3584124 (Why is no real title available?) | 1977-01-01 | Paper |
Limit theory for multivariate sample extremes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
Sample extremes: an elementary introduction
Statistica Neerlandica | 1976-01-01 | Paper |
An Abel-Tauber Theorem for Laplace Transforms
Journal of the London Mathematical Society | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3490246 (Why is no real title available?) | 1975-01-01 | Paper |
Residual life time at great age
The Annals of Probability | 1974-01-01 | Paper |
Equivalence classes of regularly varying functions
Stochastic Processes and their Applications | 1974-01-01 | Paper |
Weak limits of sample range
Journal of Applied Probability | 1974-01-01 | Paper |
On sample quantiles from a regularly varying distribution function
The Annals of Statistics | 1974-01-01 | Paper |
On random indices and limit distributions
The Annals of Probability | 1974-01-01 | Paper |
Almost sure limit points of record values
Journal of Applied Probability | 1973-01-01 | Paper |
The Rate of Growth of Sample Maxima
Annals of Mathematical Statistics | 1972-01-01 | Paper |
On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
Annals of Mathematical Statistics | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3311441 (Why is no real title available?) | 1971-01-01 | Paper |
A form of regular variation and its application to the domain of attraction of the double exponential distribution
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3359478 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3310545 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3278092 (Why is no real title available?) | 1969-01-01 | Paper |
