Laws of Small Numbers: Extremes and Rare Events
From MaRDI portal
Publication:3161425
DOI10.1007/978-3-0348-0009-9zbMath1213.62082MaRDI QIDQ3161425
Michael Falk, Rolf-Dieter Reiss, Juerg Hüsler
Publication date: 14 October 2010
Full work available at URL: https://doi.org/10.1007/978-3-0348-0009-9
rare events; Gaussian processes; multivariate extremes; generalized Pareto distributions; statistics of extremes; functional law of small numbers
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
62-02: Research exposition (monographs, survey articles) pertaining to statistics
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
Related Items
Tail density estimation for exploratory data analysis using kernel methods, On Extremal Index of max-stable stationary processes, On generalized max-linear models in max-stable random fields, Discrimination of psychotropic drugs over‐consumers using a threshold exceedance based approach, Strong convergence of multivariate maxima, Conditional tail independence in Archimedean copula models, The Maximum of Independent Geometric Random Variables as the Time for Genomic Evolution, Distance between exact and approximate distributions of partial maxima under power normalization, Approximating dependent rare events, On Piterbarg theorem for maxima of stationary Gaussian sequences, On max-stable processes and the functional \(D\)-norm, Extremal \(t\) processes: elliptical domain of attraction and a spectral representation, Rare-event asymptotics for the number of exceedances of multiplicative factor models, Mass distributions of two-dimensional extreme-value copulas and related results, Extremes of asymptotically spherical and elliptical random vectors, Extremes of weighted Brownian bridges in increasing dimension, The influence of sequential extremal processes on the partial sum process, On the asymptotic distribution of certain bivariate reinsurance treaties, A note on maxima of bivariate random vectors, Domination of sample maxima and related extremal dependence measures, Point process models for novelty detection on spatial point patterns and their extremes, Are your data really Pareto distributed?, Extremes of randomly scaled Gumbel risks, On generalised Piterbarg constants, Multivariate peaks over thresholds models, Multivariate order statistics: the intermediate case, Testing for a \(\delta \)-neighborhood of a generalized Pareto copula, Generalized Pareto copulas: a key to multivariate extremes, On a class of norms generated by nonnegative integrable distributions, Trend detection for heteroscedastic extremes, On functional records and champions, Piterbarg theorems for chi-processes with trend, The space of \(D\)-norms revisited, Limit laws for the maxima of stationary chi-processes under random index, On idempotent \(D\)-norms, Max-stable processes and the functional \(D\)-norm revisited, Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes, Asymptotic independence of bivariate order statistics, Expansions and penultimate distributions of maxima of bivariate normal random vectors, On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes, Toward a Copula Theory for Multivariate Regular Variation, Unnamed Item, On generalized max-linear models and their statistical interpolation
