scientific article; zbMATH DE number 193528

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Strong approximations of k-th records and k-th record times by Wiener processes
Law of large numbers and large deviations for dependent risks
On the asymptotic distribution of certain bivariate reinsurance treaties
Multivariate extreme value distribution and its Fisher information matrix
Strong approximation of the number of renewal paced record times
Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes
Asymptotic properties of multivariate order statistics with random index
Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys
Extreme fluctuations in noisy task-completion landscapes on scale-free networks
Records from reversed generalized logistic distribution and associated inference
Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
A strong invariance principle for the extremes of multivariate stationary \(m\)-dependent sequences
New characterizations of multivariate max-domain of attraction and \(D\)-norms
Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
Estimating extreme probabilities using tail simulated data
A selective review of recent characterizations of stochastic choice models using distribution and functional equation techniques
Conditional tail independence in Archimedean copula models
Ratio of generalized Hill's estimator and its asymptotic normality theory
A general law of precise asymptotics for the counting process of record times
Asymptotic behaviour of the probability-weighted moments and penultimate approximation
On stability of intermediate order statistics
Extreme value analysis for progressively type-II censored order statistics
Universal Poisson-process limits for general random walks
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Topological crackle of heavy-tailed moving average processes
Extreme value problems in random matrix theory and other disordered systems
Tail uncertainty analysis in complex systems
Some inequalities of Bonferroni-Galambos type
A note on generalized Pareto distributions and the k upper extremes
Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
On the strong Kotz approximation of Dirichlet random vectors
A pentatonic classification of extreme events
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Limit theory of bivariate generalized order statistics with random sample size
Certain bivariate distributions and random processes connected with maxima and minima
Multivariate records and hitting scenarios
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A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS
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Limit theory of bivariate dual generalized order statistics with random index
On functional records and champions
A zero-one law for large order statistics
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Maxima of increments of partial sums for certain subexponential distributions
Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
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Paretian Poisson processes
LAN of extreme order statistics
Supermodular dependence ordering on a class of multivariate copulas
Generalized Pareto copulas: a key to multivariate extremes
On characterization of certain distributions of record values
The estimation of M4 processes with geometric moving patterns
Poisson approximation
Rates of convergence in multivariate extreme value theory
The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes
Statistical modeling of spatial extremes
Dense classes of multivariate extreme value distributions
On the max-domain of attractions of bivariate elliptical arrays
Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
Uniqueness of the thermodynamic limit for driven disordered elastic interfaces
Families of min-stable multivariate exponential and multivariate extreme value distributions
Generalizing the Pareto to the log-Pareto model and statistical inference
Selection, acquisition, and allocation of manufacturing technology in a multi-period environment
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Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
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Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
Weibull tail-distributions revisited: A new look at some tail estimators
Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
On record indices and record times
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Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables
It was 30 years ago today when Laurens de Haan went the multivariate way
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Optimal approximations and upper bounds for the order statistic of a sample
Random-walk in beta-distributed random environment
Nonparametric rank-based tests of bivariate extreme-value dependence
Statistical analysis and modeling of precipitation data
A method of moments estimator of tail dependence
Extremes of weighted Dirichlet arrays
Conditional limit results for type I polar distributions
Current records and record range with some applications
Order Statistics from Discrete Distributions
The standard additive coalescent
On the number and sum of near-record observations
Efficient estimators and LAN in canonical bivariate POT models.
Geostatistics of dependent and asymptotically independent extremes
Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
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A characterization of the rate of convergence in bivariate extreme value models
Rates of convergence of lognormal extremes under power normalization
Extreme dependence of multivariate catastrophic losses
Benford's law: a Poisson perspective
Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables

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