Extremes and related properties of random sequences and processes

zbMath0518.60021MaRDI QIDQ1054063

Georg Lindgren, Holger Rootzén, M. Ross Leadbetter

Publication date: 1983

Published in: Springer Series in Statistics (Search for Journal in Brave)

zbMATH Keywords

extreme value theorymixing conditionextremal types theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Addendum, Compound Poisson approximation, A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions, Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution, Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure, The stopped clock model, On regenerative estimation of extremal index in queueing systems, Multiple Borel-Cantelli lemma in dynamics and multilog law for recurrence, Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays, Extremal properties of the beta-normal distribution, Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics, Asymptotic order statistics of mixtures of distributions, On distributionally robust extreme value analysis, The distribution of fitness effects among beneficial mutations in Fisher's geometric model of adaptation, Maxima and sums of non-stationary random length sequences, Method of moments estimators for the extremal index of a stationary time series, On the maximal offspring in a subcritical branching process, Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches, Fundamental limits of exact support recovery in high dimensions, Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence, A sliding blocks estimator for the extremal index, Estimation of extreme values by the average conditional exceedance rate method, Extreme value theory for long-range-dependent stable random fields, Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics, The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes, Almost sure central limit theorem for a nonstationary Gaussian sequence, Some limit results for probabilities estimates of Brownian motion with polynomial drift, Extremes of Gaussian processes, on results of Piterbarg and Seleznjev, On multiple-level excursions by stationary processes with deterministic peaks, Practical issues with modeling extreme Brazilian rainfall, Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk, Limit theorems for supremum of Gaussian processes over a random interval, Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes, Maxima and near-maxima of a Gaussian random assignment field, Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample, Finding a large submatrix of a Gaussian random matrix, A microfoundation for normalized CES production functions with factor-augmenting technical change, On the asymptotic form of convex hulls of Gaussian random fields, A family of random sup-measures with long-range dependence, The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains, Multivariate extreme value theory -- a tutorial, Convergence rate of extremes from Maxwell sample, Limiting distribution of the maximal distance between random points on a circle: a moments approach, Introduction to extreme value theory: applications to risk analysis and management, Higher-order expansions for distributions of extremes from general error distribution, Speed of convergence for laws of rare events and escape rates, On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes, On limit distributions for intermediate order statistics under power normalization, Limit properties of exceedance point processes of strongly dependent normal sequences, Hitting times distribution and extreme value laws for semi-flows, On the estimation and application of max-stable processes, Towards a general theory of extremes for observables of chaotic dynamical systems, Heavy-traffic extreme value limits for Erlang delay models, Computing bounds on the expected maximum of correlated normal variables, Parameter estimation of the generalized Pareto distribution. I, Parameter estimation of the generalized Pareto distribution. II, Tail and dependence behavior of levels that persist for a fixed period of time, Extremes of Shepp statistics for the Wiener process, Extremes of weighted Dirichlet arrays, The max-INAR(1) model for count processes, On the almost sure convergence for the joint version of maxima and minima of stationary sequences, On convergence rates of suprema, Ordinal patterns in clusters of subsequent extremes of regularly varying time series, Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution, Poisson approximation in terms of the Gini-Kantorovich distance, Topological crackle of heavy-tailed moving average processes, Largest entries of sample correlation matrices from equi-correlated normal populations, On the accuracy of Poisson approximation, Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs, Asymptotic behavior of the maximum of multivariate order statistics in a norm sense, Asymptotic expansions of powered skew-normal extremes, Tightness and tails of the maximum in 3D Ising interfaces, Discretization error for the maximum of a Gaussian field, Directional phantom distribution functions for stationary random fields, On the exceedances of exchangeable random variables, Trend detection for heteroscedastic extremes, On the extreme values of \(M/M/m\) queueing systems, Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise, Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing, Finite dimensional models for random functions, Managing local dependencies in asymptotic theory for maxima of stationary random fields, Multiple thresholds in extremal parameter estimation, Maximum remaining service time in infinite-server queues, Universal method of searching for equilibria and stochastic equilibria in transportation networks, Limits of sparse configuration models and beyond: graphexes and multigraphexes, Modeling extreme events: sample fraction adaptive choice in parameter estimation, The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models, Exceedances point processes in the plane of stationary Gaussian sequences with data missing, A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations, Extremes and regular variation, The distribution of the maximum number of common neighbors in the random graph, Information criteria bias correction for group selection, Improved interexceedance-times-based estimator of the extremal index using truncated distribution, Feasibility of sparse large Lotka-Volterra ecosystems, Limit distributions for the maxima of discrete random variables under monotone normalization, The extremal process of critical points of the pure \(p\)-spin spherical spin Glass model, Energy landscape for large average submatrix detection problems in Gaussian random matrices, On the limiting distribution of order statistics in random size sampling, From Gumbel to Tracy-Widom, Almost sure limit theorems for a stationary normal sequence, On the extremes of a class of non-linear processes with heavy tailed innovations, Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes, The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization, Confidence bands in density estimation, Free point processes and free extreme values, An analysis of visual detection by temporal probability summation, A note on the convergence of trivariate extreme order statistics and extension, General scheme of maxima of sums of independent random variables and its applications, Extremal quantile regression, Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval, Approximation of maximum of Gaussian random fields, Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima, On the maxima and sums of homogeneous Gaussian random fields, Limit results on finite-dimensional Gaussian random fields, Quotient correlation: a sample based alternative to Pearson's correlation, The gamma beta ratio distribution, Extreme value laws in dynamical systems under physical observables, Coupon collector's problem and generalized Pareto distributions, Maxima of waiting times for the random order service \(M|M|1\) queue, Limit theory of generalized order statistics, Asymptotic behavior of the maximum from distributions subject to trends in location and scale, Outcrossings of safe regions by generalized hyperbolic processes, Subsampling the distribution of diverging statistics with applications to finance, Are there common values in first-price auctions? A tail-index nonparametric test, Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence, Rates of convergence of extremes from skew-normal samples, Rates of convergence of extreme for asymmetric normal distribution, On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes, Measures of serial extremal dependence and their estimation, Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval, Almost sure asymptotics for extremes of non-stationary Gaussian random fields, Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding, Extreme-quantile tracking for financial time series, Modeling extreme values of processes observed at irregular time steps: application to significant wave height, The limit theorems for maxima of stationary Gaussian processes with random index, Extremes of conditioned elliptical random vectors, Nonlinear dynamics and intermittency in a long-term copepod time series, Extremal indices, geometric ergodicity of Markov chains and MCMC, Tail fit and the Zipf-Pareto law, A new method for modelling the space variability of significant wave heights, Extreme value theory in some statistical analysis of genomic sequences, Limit distributions of upper order statistics for families of multivariate distributions, On testing extreme value conditions, Path properties of \(l^p\)-valued Gaussian random fields, Select sets: rank and file, Limit laws for multidimensional extremes, Some properties of entire functions with nonnegative Taylor coefficients, Bootstrapping extremes of random variables under power normalization, Extreme value theory for space-time processes with heavy-tailed distributions, On estimation of the exponent of regular variation using a sample with missing observations, The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences, On the ruin probability for physical fractional Brownian motion, Limit theorem for maximum of the storage process with fractional Brownian motion as input, Extremes of Gaussian processes over an infinite horizon, Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations, Theoretical analysis of power in a two-component normal mixture model, Modelling dependence uncertainty in the extremes of Markov chain, Asymptotic Poisson character of extremes in non-stationary Gaussian models, Extremes of integer-valued moving average models with exponential type tails, Practical extreme value modelling of hydrological floods and droughts: a case study, Cycle range distributions for Gaussian processes -- exact and approximative results, Dependence estimation and visualization in multivariate extremes with applications to financial data, Discrete and continuous time extremes of Gaussian processes, Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes, On lower tail probabilities of positive random sums, Smoothing sample extremes with dynamic models, Bayesian inference for extremes: accounting for the three extremal types, Regular score tests of independence in multivariate extreme values, A note on the extremes of a particular moving average count data model, Penalized maximum likelihood and semiparametric second-order efficiency, Extremes of stationary random fields on a lattice, Poisson approximation, Parallel computing, failure recovery, and extreme values, Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes, Quantile regression approach to conditional mode estimation, Extremal theory for long range dependent infinitely divisible processes, Conditional quantile processes based on series or many regressors, Modeling non-stationary extreme waves using a point process approach and wavelets, Asymptotic behavior of maxima of independent random variables, Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays, Rice formula for processes with jumps and applications, Improved results in almost sure central limit theorems for the maxima and partial sums for Gaussian sequences, Limit laws for the maxima of stationary chi-processes under random index, A simultaneous confidence corridor for varying coefficient regression with sparse functional data, On large deviations of extremes under power normalization, The joint distribution of the maximum and minimum of an AR(1) process, On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields, Comparison and anti-concentration bounds for maxima of Gaussian random vectors, A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes, Extremes of order statistics of stationary processes, On the asymptotic distribution of the multinomial maximum with an increasing number of classes, Exact simulation of Brown-Resnick random fields at a finite number of locations, Predictability of threshold exceedances in dynamical systems, Clustering of extreme events created by multiple correlated maxima, Improving financial risk assessment through dependency, Testing for a Change in the Hazard Rate with Staggered Entry, Limiting Distributions in Sequential Occupancy Problem, EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process, Extremes of Gaussian processes with smooth random expectation and smooth random variance, Extreme values and fat tails of multifractal fluctuations, Non asymptotic variance bounds and deviation inequalities by optimal transport, Melnikov processes and chaos in randomly perturbed dynamical systems, Extreme value theory for synchronization of coupled map lattices, Exponential vanishing of the ground-state gap of the quantum random energy model via adiabatic quantum computing, An almost sure limit theorem for the maxima of smooth stationary Gaussian processes, Adaptive Choice and Resampling Techniques in Extremal Index Estimation, Compound geometric and Poisson models, Borel–Cantelli lemmas and extreme value theory for geometric Lorenz models, A Latent Process Model for Temporal Extremes, Limit theorems for the maximal residuals in linear and nonlinear regression models, Limit theorems for extremal residuals in a regression model with heavy tails of observation errors, Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function, Fighting the arch–enemy with mathematics‘, Unnamed Item, On the shape of a high excursion of a Gaussian stationary process, Fitting time series with heavy tails and strong time dependence, Limit Theorem for the Maximum of Random Variables Connected by IT-Copulas of Student's $t$-Distribution, Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes, Optimal revenue guarantees for pricing in large markets, Limit Theorems for Excursion Sets of Stationary Random Fields, Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations, The possibility of existence of extremal indices exceeding one, Central limit theorem for \(C\beta E\) pair dependent statistics in mesoscopic regime, Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming, Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays, Extremes and limit theorems for difference of chi-type processes, Modeling panels of extremes, Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend, On level crossings for a general class of piecewise-deterministic Markov processes, Random fields and random sampling, Duration Distribution of the Conjunction of Two Independent F Processes, Scaling exponent for incremental records, SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION, A jump-detecting procedure based on spline estimation, Extrema of Gaussian process by simulation, Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters, A novel class of bivariate max-stable distributions, Extreme values and entire functions of finite order, Almost sure max-limits for nonstationary Gaussian sequence, Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators, Characterization of invariant measures at the leading edge for competing particle systems, Extremes on trees, Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\), Relaxation functions in dipolar materials, Frequency-independent rules for the dielectric susceptibility derived from two forms of self-similar dynamical behavior of dipolar systems, Tail Behavior and Extremes of Short-Tailed Symmetric Distribution, A counting process in the max-scheme, Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations, On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields, Almost sure limit theorem for stationary Gaussian random fields, Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process, Simultaneous confidence bands for time-series prediction function, Maxima of random properties of particles in supercritical branching processes, Extremal behavior of recurrent random sequences, Unnamed Item, Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures, Microstructure Models and Material Response by Extreme Value Theory, The discrete-stochastic approaches to solving the linearized Boltzmann equation, Almost sure central limit theorem for exceedance point processes of stationary sequences, Maximum Values in Queueing Processes, From Spin Glasses to Branching Brownian Motion—and Back?, Unnamed Item, Scan statistics of Lévy noises and marked empirical processes, The relation between wave asymmetry and particle orbits analysed by Slepian models, Statistical Length Scale in Weibull Strength Theory and Its Interaction with Other Scaling Lengths in Quasibrittle Failure, Erlang mixture distribution with application on COVID-19 cases in Egypt, A limit theorem for extreme values of discrete random variables and its applications, Tail Behavior of the General Error Distribution, A Nonparametric General Criterion of Asymptotic Dependence Between Order Statistics, Asymptotic Distributions of Order Statistics and Record Values Under the Marshall–Olkin Parametrization Operation, Genealogy of extremal particles of branching Brownian motion, Asymmetric extreme interdependence in emerging equity markets, Universality and extremal aging for dynamics of spin glasses on subexponential time scales, Mixtures of tails in clustered automobile collision claims, Extreme value theory for non-uniformly expanding dynamical systems, Extreme value theory for moving average processes with light-tailed innovations, Toward a Copula Theory for Multivariate Regular Variation, Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems, Comparison Inequalities for Order Statistics of Gaussian Arrays, On extreme values of some regenerative processes, Probabilities of Concurrent Extremes, Optimal Two-Choice Stopping on an Exponential Sequence, Permutation principles for the change analysis of stochastic processes under strong invariance, Extremes of Volterra series expansions with heavy-tailed innovations, Second-order expansion for the maximum of some stationary Gaussian sequences., Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes, A Hierarchical Model for Extreme Wind Speeds, An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire, Anticipating Catastrophes through Extreme Value Modelling, Expected value of the minimal basis of random matroid and distributions of q-analogs of order statistics, A Bayesian analysis of clusters of extreme losses, Additive Outlier Detection Via Extreme-Value Theory, On the skew uniform distribution, Testing Constancy for Isotonic Regressions, Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields, Almost sure limit theorem for the order statistics of stationary Gaussian sequences, Diagnostic plots for identifying max domains of attraction under power normalization, Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application, On the Conditions for Convergence of the Quasi-Ranges and Random Quasi-Ranges to the Same Distribution, Inference for Clusters of Extreme Values, Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process, On The Properties Of Random Entire Functions, On the distribution of winners’ scores in a round-robin tournament, AN ANALYTICAL APPROACH FOR THE BREAKDOWN DISTRIBUTION OF A THIN OXIDE, Penalized likelihood inference in extreme value analyses, On the efficiencies of some common quick estimators, Linking representations for multivariate extremes via a limit set, Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG, The limiting distribution of extremal exchange rate returns, Modeling asset returns with alternative stable distributions^*, Applications of permutations to the simulations of critical values, Modelling of extremal events in insurance and finance, Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations, Joint distributional expansions of maxima and minima from skew-normal samples, Almost sure central limit theorem for the location and height of extreme order statistics and high values, Simultaneous confidence band for the difference of regression functions of two samples, Boundedness of the nodal domains of additive Gaussian fields, Estimation for heavy tailed moving average process, On the limiting joint distribution of the extreme order statistics, Estimation of stress‐strength reliability based on tail‐modelling, Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids, Almost sure limit theorems for the maxima of stochastic volatility models, Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing, Tail behavior and extremes of the beta-normal distribution, Stability theorems for maxima of dependent sequences, Bootstrapping quantiles in the proportional hazards model of random censorship, speed of covergence to the extreme value distributions on their probability ploting parers, Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity, THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION, ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS, Unnamed Item, Almost sure central limit theorems for the maxima of Gaussian functions, Modelling extremal data, Level sets of partial maximal digits for Lüroth expansion, NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY, Maximum term of a particular autoregressivesequence with discrete margins, Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure, On extreme value theory for group stationary Gaussian processes, Asymptotic bias and variance of a kernel-based estimator for the location of a discontinuity, An Extension of Plackett’s Differential Equation for the Multivariate Normal Density, RANDOM CHORD IN A CIRCLE AND BERTRAND'S PARADOX: NEW GENERATION METHOD, EXTREME BEHAVIOUR AND LENGTH MOMENTS, The odd log-logistic Lindley Poisson model for lifetime data, A general approach to generate random variates for multivariate copulae, Asymptotics of Maxima of Strongly Dependent Gaussian Processes, Statistics of extremes in climatology, Trend in high tropospheric ozone levels. Application to paris monitoring sites, Asymptotics of Markov Kernels and the Tail Chain, Parameter Estimation for the Tail Distribution of a Random Sequence, The behavior of multivariate maxima of moving maxima processes, Maxima of continuous-time stationary stable processes, Calculating significance levels when lod scores are maximized over nuisance parameters, Two-choice optimal stopping, Diagnostics for Dependence within Time Series Extremes, Joint exceedances of the ARCH process, A Conditional Approach for Multivariate Extreme Values (with Discussion), Extremes of Markov Chains with Tail Switching Potential, Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences, A scale-space approach with wavelets to singularity estimation, Convergence Rate of Extremes for the General Error Distribution, Shewhart control charts for the scale parameter of a Weibull control variable with fixed and variable sampling intervals, Extremes of multidimensional stationary Gaussian random fields, Limit laws on extremes of nonhomogeneous Gaussian random fields, A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ^d-actions, Horseshoe-like patterns in first-order 3D random Gauss-Lagrange waves with directional spreading, A derivation of the Poisson law for returns of smooth maps with certain geometrical properties, Parameter Estimation in Minification Processes, Stability of Traveling Waves for Systems of Reaction-Diffusion Equations with Multiplicative Noise, The odd power cauchy family of distributions: properties, regression models and applications, Estimation of a nonlinear discriminant function from a mixture of two GEV distributions, Unnamed Item, Poisson statistics of eigenvalues in the hierarchical Dyson model, Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series, Computing return times or return periods with rare event algorithms, A probabilistic approach to block sizes in random maps, Limit theorems for random simplices in high dimensions, Expected volumes of Gaussian polytopes, external angles, and multiple order statistics, Discrimination of psychotropic drugs over‐consumers using a threshold exceedance based approach, Truncated Sequential Change‐point Detection based on Renewal Counting Processes, Testing Homogeneity in Gamma Mixture Models, Estimating tail decay for stationary sequences via extreme values, Mapping Return Values of Extreme Wind Speeds, Almost sure relative stability of the maximum of a stationary sequence, On statistics at level crossings by a stationary process, Adaptive bandwidth choice, Estimation for a four parameter generalized extreme value distribution, Sample path properties of reflected Gaussian processes, Targets and holes, Extremes and local dependence in stationary sequences, Semiparametric estimation of extremes, A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere, Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution, Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk, On the locations of maxima and minima in a sequence of exchangeable random variables, On the generalized extended exponential-Weibull distribution: properties and different methods of estimation, On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures, Rates of convergence of powered order statistics from general error distribution, UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL, Improved one-sided deviation inequalities under regularity assumptions for product measures, Stochastically weighted average conditional moment tests of functional form, An alternative to the weibull distribution, Poisson statistics at the edge of Gaussian beta-ensembles at high temperature, Poisson convergence in the restricted k‐partitioning problem, Unnamed Item, Extremes of autoregressive threshold processes, The extremes of random walks in random sceneries, Spline confidence bands for variance functions, Detection boundary for a sparse gamma scale mixture model, On complexification of max-stable distributions, A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations, The speed of invasion in an advancing population, Extreme Value Theory and Statistics of Univariate Extremes: A Review, Giant component for the supercritical level‐set percolation of the Gaussian free field on regular expander graphs, Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data, Mathematical models to explain the origin of urban scaling laws, More limiting distributions for eigenvalues of Wigner matrices, Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination, Bootstrap Inference for Quantile-based Modal Regression, Almost sure convergence for the maxima and minima of strongly dependent nonstationary multivariate Gaussian sequences, Hiring Secretaries over Time: The Benefit of Concurrent Employment, Almost sure central limit theorems for the maxima of randomly chosen random variables, Spectral analysis of the quantum random energy model, Limit theorems for order statistics with variable rank under exponential normalization, On the cycle maximum of birth-death processes and networks of queues, Accounting for seasonality in extreme sea-level estimation, Extremes of reflecting Gaussian processes on discrete grid, Tail adversarial stability for regularly varying linear processes and their extensions, Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference, Some bounds for the expectations of functions on order statistics and their applications, Mixed-frequency extreme value regression: estimating the effect of mesoscale convective systems on extreme rainfall intensity, Some variations on the extremal index, Remembering Ross Leadbetter: some personal recollections, Rational points on nonlinear horocycles and pigeonhole statistics for the fractional parts of, Statistics for heteroscedastic time series extremes, Nonsymmetric examples for Gaussian correlation inequalities, Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators, On extreme values of the queue length in some queuing systems, Unnamed Item, Expected number of real zeroes of random Taylor series, PC Translation Models for Random Vectors and Multivariate Extremes, Unnamed Item, Unnamed Item, Weather Derivative Risk Measures for Extreme Events, Analysis and Simulation of Extremes and Rare Events in Complex Systems, Extreme value distributions of observation recurrences, Maxima of stochastic processes driven by fractional Brownian motion, The lifetime of a random set, Parallel matching for ranking all teams in a tournament, Impossibility of consistent estimation of the distribution function of a sample maximum, A new lifetime model with different types of failure rate, Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database, On Tests for Distinguishing Distribution Tails, Statistical advances in environmental science, Extreme Value Distributions for the Skew-Symmetric Family of Distributions, On high-level exceedances of i. i. d. random fields, A new statistical model of tumor latency time, A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue, GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION, Limiting crossing probabilities of random fields, Minimax and bayes estimation in deconvolution problem, Residual estimators, Asymptotic sharpness of product-type inequalities for maxima of random variables with applications in multiple comparisons, Extreme Shape Analysis, Wave intensities and slopes in Lagrangian seas, Extremes of Stationary Sequences with Failures, Random locations, ordered random sets and stationarity, Statistical modeling of spatial extremes, Rates of convergence of lognormal extremes under power normalization, Complete convergence and records for dynamically generated stochastic processes, Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts, Unnamed Item, Beat the Mean: Sequential Selection by Better Than Average Rules, On the almost sure convergence of randomly indexed maximum of random variables, Extreme value distributions for one-parameter actions on homogeneous spaces, Minimax estimators of parameters of a regression model, For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution, The exponentiated G geometric family of distributions, Slepian models for the stochastic shape of individual Lagrange sea waves, Extreme value distributions of mixing two sequences with different MDA's, Clustering indices and decay of correlations in non-Markovian models, Unnamed Item, Universality of random energy model-like ageing in mean field spin glasses, Extremes of Homogeneous Gaussian Random Fields, Extremes and extremal indices for level set observables on hyperbolic systems ^*, Toward Optimal Fingerprinting in Detection and Attribution of Changes in Climate Extremes, A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES, Unnamed Item, Bootstrap and Other Resampling Methodologies in Statistics of Extremes, Extremal index blocks estimator: the threshold and the block size choice, High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression, Asymptotic dependence of bivariate maxima, Trend and Return Level of Extreme Snow Events in New York City, A weighted Topp-Leone G family of distributions: properties, applications for modelling reliability data and different method of estimation, Estimation of the Pareto and related distributions – A reference-intrinsic approach, On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences, The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences, The extremes of dependent chi-processes attracted by the Brown-Resnick process, On the Asymptotic Behaviour of Superexponential Lévy Processes, Higher-order expansions of sample range from skew-normal distribution