It was 30 years ago today when Laurens de Haan went the multivariate way

Cites Work

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An introduction to statistical modeling of extreme values
Statistics for near independence in multivariate extreme values
An introduction to copulas.
Point processes and multivariate extreme values
A spectral representation for max-stable processes
Bivariate extreme statistics. I
Best attainable rates of convergence for estimators of the stable tail dependence function
Spatial extremes: models for the stationary case
Sea and wind: multivariate extremes at work
Nonparametric estimation of the spectral measure of an extreme value distribution.
Heavy-Tail Phenomena
A moment estimator for the index of an extreme-value distribution
Estimating the limit distribution of multivariate extremes
Max-infinite divisibility
Random usc functions, max-stable processes and continuous choice
Bivariate tail estimation: dependence in asymptotic independence
max-infinitely divisible and max-stable sample continuous processes
On convergence toward an extreme value distribution in \(C[0,1]\)
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
Estimating the probability of a rare event
Stationary min-stable stochastic processes
Limit theory for multivariate sample extremes
Estimating a multidimensional extreme-value distribution
Estimating the spectral measure of an extreme value distribution
Almost sure continuity of stable moving average processes with index less than one
Rates of convergence for bivariate extremes
Analysis of Empirical Bivariate Extremal Distributions
Large quantile estimation in a multivariate setting
Asymptotic Distributions of Multivariate Intermediate Order Statistics

Cited In (3)

New characterizations of multivariate max-domain of attraction and \(D\)-norms
Extremes and regular variation
A multivariate piecing-together approach with an application to operational loss data

Uses Software

ismev

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