scientific article; zbMATH DE number 193528

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

Recommendations

Statistics of Extremes
Extreme value theory. An introduction.
scientific article; zbMATH DE number 935506
scientific article; zbMATH DE number 2118489
scientific article; zbMATH DE number 4030574

Cited in

(only showing first 100 items - show all)

A method of moments estimator of tail dependence
Asymptotic properties of type I elliptical random vectors
It was 30 years ago today when Laurens de Haan went the multivariate way
Review of testing issues in extremes: in honor of Professor Laurens de Haan
Expansions of multivariate Pickands densities and testing the tail dependence
Asymptotic theory of extreme dual generalized order statistics
Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys
The estimation of M4 processes with geometric moving patterns
Strong approximations of k-th records and k-th record times by Wiener processes
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
Estimating extreme probabilities using tail simulated data
Extreme value theory of generalized order statistics
On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
Tail uncertainty analysis in complex systems
Rates of convergence in multivariate extreme value theory
A selective review of recent characterizations of stochastic choice models using distribution and functional equation techniques
Stability theorems for large order statistics with varying ranks
A strong invariance principle for the extremes of multivariate stationary m-dependent sequences
Bivariate Bonferroni inequalities
Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on \([0, n]\)
Families of min-stable multivariate exponential and multivariate extreme value distributions
Convergence rates in multivariate robust outlier identification
Extreme values in FGM random sequences
The extremal index of a higher-order stationary Markov chain
The standard additive coalescent
Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
Limit laws for \(K\)-record times
Extreme quantile estimation in -neighborhoods of generalized Pareto distributions
A dependent \(F^ \alpha\)-scheme
Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
On the distribution for the duration of a randomized leader election algorithm
On characterizations of distributions by expected values of order statistics and record values with gap
Fitting a Mejzler distribution to extreme value data
An urn model with applications to database performance evaluation
On the estimation of monotone uniform approximations
Maxima of sojourn times in acyclic Jackson queueing networks
On domains of attraction of multivariate extreme value distributions under absolute continuity
Stability of maxima over randomly deleted sets
Combinatorics of geometrically distributed random variables: Run statistics
Extreme order statistics
Maxima of increments of partial sums for certain subexponential distributions
On characterization of certain distributions of record values
Copula convergence theorems for tail events.
A general law of precise asymptotics for the counting process of record times
Censoring estimators of a positive tail index
A note on the asymptotic normality of the ET method for extreme quantile estimation.
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
Tests of goodness of fit based on the L₂-Wasserstein distance
Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
On prediction of individual sequences
Distributional properties of statistics based on minimal spacing and record exceedance statistics
Limiting distributions of MLE and UMVUE in the biparametric uniform distribution
Multivariate extreme value distributions and coverage of ranking probabilities
Extreme value attractors for star unimodal copulas
On the use of the peaks over thresholds method for estimating out-of-sample quantiles.
The asymptotic locations of the maximum and minimum of stationary sequences
Supermodular dependence ordering on a class of multivariate copulas
Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes
Beyond lognormal inequality: the Lorenz flow structure
Inequality spectra
Some results on joint record events
On the physical interpretation of statistical data from black-box systems
Benford's law: a Poisson perspective
A supermartingale argument for characterizing the functional Hill process weak law for small parameters
From micro-correlations to macro-correlations
Concomitants of ordered variables from Huang-Kotz FGM type bivariate generalized exponential distribution
Multivariate extreme value copulas with factor and tree dependence structures
Multivariate order statistics: the intermediate case
On Pickands coordinates in arbitrary dimensions
On the distribution of Pickands coordinates in bivariate EV and GP models
Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
The maximum size of the planar sections of random spheres and its application to metallurgy
Maxima of normal random vectors: Between independence and complete dependence
Numerical study of the two-replica overlap of the 3D Edwards-Anderson Ising spin glass
Efficient estimators and LAN in canonical bivariate POT models.
Polynomial structures in order statistics distributions
A characterization of the rate of convergence in bivariate extreme value models
Bootstrapping the Student t-statistic
On record indices and record times
Strong approximation of the number of renewal paced record times
On stability of intermediate order statistics
Extremes of Markov sequences
Functional laws of the iterated logarithm for records
Approximation rates for multivariate exceedances
The sample mid-range and symmetrized extremal laws
Multivariate extreme value distribution and its Fisher information matrix
LAN of extreme order statistics
The sample mid-range and interquartiles
A note on domains of attraction of p-max stable laws
Recent results in applications and processing of -stable-distributed time series
Tail asymptotics for dependent subexponential differences
Stopping rules in \(k\)-adaptive global random search algorithms
Bivariate distributions with given extreme value attractor
Bivariate limit theorems for record values based on random sample sizes
Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
Introduction to extreme value theory: applications to risk analysis and management
Generalized Pareto copulas: a key to multivariate extremes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4040329)