scientific article; zbMATH DE number 729453
From MaRDI portal
Publication:4324958
Recommendations
Cited in
(63)- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- On Rényi information for ergodic diffusion processes
- Extreme values in FGM random sequences
- Estimating the index of a stable law via the pot-method
- Best attainable rates of convergence for estimators of the stable tail dependence function
- On the number of near-maximum insurance claim under dependence.
- 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
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- Efficient estimators and LAN in canonical bivariate POT models.
- A characterization of the rate of convergence in bivariate extreme value models
- On multivariate Gaussian tails
- Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
- LAN of extreme order statistics
- On testing the extreme value index via the POT-method
- Estimating asymptotic dependence functionals in multivariate regularly varying models
- Testing for a generalized Pareto process
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
- On the loss of information due to nonrandom truncation
- Extremes and regular variation
- Extreme value analysis of multivariate high-frequency wind speed data
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes
- Extremes of order statistics of stationary processes
- Limit distributions of upper order statistics for families of multivariate distributions
- Peaks-over-threshold stability of multivariate generalized Pareto distributions
- Condition for convergence of maxima of random triangular arrays
- On rates of uniform convergence of lower extreme generalized order statistics
- Spatial extremes: models for the stationary case
- Second-order expansion for the maximum of some stationary Gaussian sequences.
- Multiple maxima in multivariate samples
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance
- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
- Laws of small numbers: extremes and rare events.
- Peaks from Random Data
- Minima and maxima of elliptical arrays and spherical processes
- Limit experiments of GARCH
- A multivariate piecing-together approach with an application to operational loss data
- Local asymptotic normality of intermediate and central order statistics
- Extreme value statistics and wind storm losses: A case study
- Estimating a Stability Parameter: Asymptotics and Simulations
- Rényi Statistics in Directed Families of Exponential Experiments*
- On asymptotics of multivariate integrals with applications to records
- Efficient estimation in local parametric regression analysis
- Estimating a tail of the mixture of log-normal and inverse Gaussian distribution
- Trend in high tropospheric ozone levels. Application to paris monitoring sites
- The generalized Pareto process; with a view towards application and simulation
- scientific article; zbMATH DE number 2118489 (Why is no real title available?)
- scientific article; zbMATH DE number 821989 (Why is no real title available?)
- A prediction-residual approach for identifying rare events in periodic time series
- Rényi information, loglikelihood and an intrinsic distribution measure
- Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- On optimal portfolio diversification with respect to extreme risks
- A formula for the tail probability of a multivariate normal distribution and its applications
- Modeling multimodal bivariate extreme values: theory, estimation, and applications
- Conditional limiting distribution of type III elliptical random vectors
- Extremes of independent Gaussian processes
- Tail behavior of the product of two dependent random variables with applications to risk theory
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables
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 Q4324958)
