scientific article; zbMATH DE number 3820920

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Estimation of bivariate excess probabilities for elliptical models
It was 30 years ago today when Laurens de Haan went the multivariate way
Lévy-frailty copulas
The estimation of M4 processes with geometric moving patterns
Point processes and multivariate extreme values
Intrinsic estimation of the dependence structure for bivariate extremes
Functional equations for multivariate exponential distributions
On min-stable horse races with infinitely many horses
On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
Families of min-stable multivariate exponential and multivariate extreme value distributions
max-infinitely divisible and max-stable sample continuous processes
The extremal index of a higher-order stationary Markov chain
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
Multivariate extreme value distributions and coverage of ranking probabilities
Extreme value attractors for star unimodal copulas
Moving-maximum models for extrema of time series
Characterizations of bivariate conic, extreme value, and Archimax copulas
Estimation of risk measures in energy portfolios using modern copula techniques
An estimator of the stable tail dependence function based on the empirical beta copula
Time-varying extreme value dependence with application to leading European stock markets
Some copula inference procedures adapted to the presence of ties
Inference for asymptotically independent samples of extremes
Bias-corrected and robust estimation of the bivariate stable tail dependence function
Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
A comparison of dependence function estimators in multivariate extremes
Robust bounds in multivariate extremes
On estimating extremal dependence structures by parametric spectral measures
Assessing conditional extremal risk of flooding in Puerto Rico
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
Multivariate extreme value copulas with factor and tree dependence structures
Inference for heavy tailed stationary time series based on sliding blocks
Extreme-value copulas associated with the expected scaled maximum of independent random variables
Weak convergence of the weighted empirical beta copula process
On Pickands coordinates in arbitrary dimensions
On the distribution of Pickands coordinates in bivariate EV and GP models
Nonparametric estimation of the spectral measure of an extreme value distribution.
Efficient estimators and LAN in canonical bivariate POT models.
A characterization of the rate of convergence in bivariate extreme value models
On convergence toward an extreme value distribution in \(C[0,1]\)
Weighted estimation of the dependence function for an extreme-value distribution
Bivariate distributions with given extreme value attractor
On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
Local robust estimation of the Pickands dependence function
Generalized Pareto copulas: a key to multivariate extremes
Non-linear models for extremal dependence
Markov product invariance in classes of bivariate copulas characterized by univariate functions
On the class of bivariate Archimax copulas under constraints
A horse race between the block maxima method and the peak-over-threshold approach
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
Extremes and regular variation
Total positivity of copulas from a Markov kernel perspective
Regression-type analysis for multivariate extreme values
Inference for Archimax copulas
Method of moments estimators for the extremal index of a stationary time series
On the structure of exchangeable extreme-value copulas
Extreme biconic copulas: characterization, properties and extensions to aggregation functions
Dependence properties of multivariate max-stable distributions
On the estimation and application of max-stable processes
The Pickands representation of survival Marshall-Olkin copulas
Capturing the multivariate extremal index: bounds and interconnections
On second order conditions in the multivariate block maxima and peak over threshold method
A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
Bi-free extreme values
Canonical spectral representation for exchangeable max-stable sequences
On functional records and champions
Spatial prediction using bivariate exponential distribution
Bivariate extreme analysis of Olympic swimming data
Exceedance-based nonlinear regression of tail dependence
Nonparametric estimation of the conditional tail copula
Extremes of scale mixtures of multivariate time series
Detecting breaks in the dependence of multivariate extreme-value distributions
Extreme behavior of multivariate phase-type distributions
A moment-based test for extreme-value dependence
Bernstein polynomial angular densities of multivariate extreme value distributions
On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
Robust estimation of the Pickands dependence function under random right censoring
A new representation for multivariate tail probabilities
Self-consistent estimation of conditional multivariate extreme value distributions
Limit laws for random vectors with an extreme component
A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\)
Nonparametric estimation of the dependence function for a multivariate extreme value distribution
Peaks-over-threshold stability of multivariate generalized Pareto distributions
On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix
Spatial extremes: models for the stationary case
Testing for tail independence in extreme value models
Clustering of time series via non-parametric tail dependence estimation
Estimating the tail-dependence coefficient: properties and pitfalls
Likelihood estimators for multivariate extremes
Multiple block sizes and overlapping blocks for multivariate time series extremes
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
Weighted least-squares inference for multivariate copulas based on dependence coefficients
A measure of dependence for stable distributions
A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas
Estimating multivariate extremal dependence: a new proposal
Non-parametric estimators of multivariate extreme dependence functions
The t Copula and Related Copulas
Copulas: A Review and Recent Developments
Tail dependence of the Gaussian copula revisited
On generalized max-linear models and their statistical interpolation
Approximation and estimation of very small probabilities of multivariate extreme events

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