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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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
scientific article; zbMATH DE number 4030574 (Why is no real title available?)
Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
On the multivariate probability integral transformation
scientific article; zbMATH DE number 2118489 (Why is no real title available?)
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
Sieve-based confidence intervals and bands for Lévy densities
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
A moving window approach for nonparametric estimation of the conditional tail index
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
On the distribution for the duration of a randomized leader election algorithm
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
Limit distributions for the bivariate geometric maxima
One-dimensional empirical measures, order statistics, and Kantorovich transport distances
Continuability of local weak limits for record values
Laws of small numbers: extremes and rare events.
Rates of convergence of extreme for asymmetric normal distribution
Extremes of asymptotically spherical and elliptical random vectors
Tail asymptotics for dependent subexponential differences
On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
Nonparametric estimation of an extreme-value copula in arbitrary dimensions
Activated aging dynamics and effective trap model description in the random energy model
Transformations of copulas.
Estimating Extreme Quantiles of Weibull Tail Distributions
Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
Maxima of normal random vectors: Between independence and complete dependence
Economies of scale in innovations with block-busters
A bootstrap goodness of fit test for the generalized Pareto distribution
On prediction of individual sequences
Censoring estimators of a positive tail index
Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
Higher order expansion for moments of extreme for generalized Maxwell distribution
Bivariate distributions with given extreme value attractor
Estimation of distribution tails —a semiparametric approach
The extremal index of a higher-order stationary Markov chain
A note on domains of attraction of \(p\)-max stable laws
Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
Conditional limits of \(W_{p}\) scale mixture distributions
Asymptotics of joint maxima for discontinuous random variables
Multivariate survival functions with a min-stable property
Bivariate extreme value distributions based on polynomial dependence functions
Testing for a multivariate generalized Pareto distribution
Copula convergence theorems for tail events.
Profile control charts based on nonparametric \(L-1\) regression methods
On the distribution of Pickands coordinates in bivariate EV and GP models
A multivariate piecing-together approach with an application to operational loss data
Rate of convergence for the generalized Pareto approximation of the excesses
Multivariate extreme value copulas with factor and tree dependence structures
A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas
Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
An Exponential Model for Damage Accumulation
Records and sequences of records from random variables with a linear trend
Asymptotic theory of extreme dual generalized order statistics
On the use of the peaks over thresholds method for estimating out-of-sample quantiles.
Comparison between the rates of convergence of extremes under linear and under power normalization
Asymptotic results for the sum of dependent non-identically distributed random variables
Bootstrapping the Student \(t\)-statistic
Copulas: Tales and facts (with discussion)
Metal fatigue, Wicksell transform and extreme values
On characterizations of distributions by expected values of order statistics and record values with gap
Concomitants of generalized order statistics from iterated Farlie–Gumbel–Morgenstern type bivariate distribution
Correlations between record events in sequences of random variables with a linear trend
Concomitants of ordered variables from Huang-Kotz FGM type bivariate generalized exponential distribution

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