scientific article; zbMATH DE number 5051512

zbMath1101.62002MaRDI QIDQ5485944

No author found.

Publication date: 5 September 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

order statisticsPoisson point processesspectral measuredomain of attractiontail indexquantile estimationtail probability estimationexponent measure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region ⋮ Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles ⋮ Passage time and fluctuation calculations for subexponential Lévy processes ⋮ Estimation of high conditional quantiles using the Hill estimator of the tail index ⋮ Diversification limit of quantiles under dependence uncertainty ⋮ Extremes of independent stochastic processes: a point process approach ⋮ Tail product-limit process for truncated data with application to extreme value index estimation ⋮ Detecting tail behavior: mean excess plots with confidence bounds ⋮ The Gumbel test and jumps in the volatility process ⋮ Greedy adaptive walks on a correlated fitness landscape ⋮ Tail dependence measure for examining financial extreme co-movements ⋮ The asymptotic behavior of a counting process in the max-scheme. A discrete case ⋮ Kernel regression with Weibull-type tails ⋮ Inference for intermediate Haezendonck-Goovaerts risk measure ⋮ Non-stationary dependence structures for spatial extremes ⋮ Kernel estimation of the tail index of a right-truncated Pareto-type distribution ⋮ On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow ⋮ Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework ⋮ Weak properties and robustness of t-Hill estimators ⋮ Approximation of high quantiles from intermediate quantiles ⋮ Approximation and estimation of very small probabilities of multivariate extreme events ⋮ One improvement of the law of the iterated logarithm for the maximum scheme ⋮ Minima and maxima of elliptical arrays and spherical processes ⋮ Foreign-currency interest-rate swaps in asset-liability management for insurers ⋮ A moment estimator for the conditional extreme-value index ⋮ Expansions for the distribution of the maximum from distributions with a power tail when a trend is present ⋮ The extremogram: a correlogram for extreme events ⋮ Semi-parametric tail inference through probability-weighted moments ⋮ Local asymptotic normality in a stationary model for spatial extremes ⋮ On an improvement of Hill and some other estimators ⋮ The second-order version of Karamata's theorem with applications ⋮ On convergence of extremes under power normalization ⋮ Functional regular variation of Lévy-driven multivariate mixed moving average processes ⋮ On max-stable processes and the functional \(D\)-norm ⋮ Estimating the conditional tail expectation in the case of heavy-tailed losses ⋮ Volatility occupation times ⋮ A note on tail dependence regression ⋮ Extreme dependence models based on event magnitude ⋮ Extremal \(t\) processes: elliptical domain of attraction and a spectral representation ⋮ Geometric interpretation of the residual dependence coefficient ⋮ Max-stable processes for modeling extremes observed in space and time ⋮ Modeling of censored bivariate extremal events ⋮ Entropic approach to multiscale clustering analysis ⋮ A multivariate piecing-together approach with an application to operational loss data ⋮ Asymptotically unbiased estimation of the second order tail parameter ⋮ A method of moments estimator of tail dependence in meta-elliptical models ⋮ Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data ⋮ On a rapid simulation of the Dirichlet process ⋮ Local asymptotic normality in \(\delta\) of standard generalized Pareto processes ⋮ Approximate Bayesian computing for spatial extremes ⋮ The multivariate piecing-together approach revisited ⋮ A new family of bivariate max-infinitely divisible distributions ⋮ Strong mixing properties of max-infinitely divisible random fields ⋮ Statistical models and methods for dependence in insurance data ⋮ Regularly varying measures on metric spaces: hidden regular variation and hidden jumps ⋮ The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes ⋮ Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables ⋮ The generalized Pareto process; with a view towards application and simulation ⋮ On almost sure max-limit theorems of complete and incomplete samples from stationary sequences ⋮ Tail asymptotic expansions for \(L\)-statistics ⋮ Upper bounds on value-at-risk for the maximum portfolio loss ⋮ Estimation of the conditional tail index using a smoothed local Hill estimator ⋮ Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis ⋮ Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model ⋮ A hierarchical model for serially-dependent extremes: a study of heat waves in the western US ⋮ Transition kernels and the conditional extreme value model ⋮ New estimators of the extreme value index under random right censoring, for heavy-tailed distributions ⋮ Extreme values for characteristic radii of a Poisson-Voronoi tessellation ⋮ Nonparametric tests for constant tail dependence with an application to energy and finance ⋮ Risk concentration based on expectiles for extreme risks under FGM copula ⋮ Second-order properties of tail probabilities of sums and randomly weighted sums ⋮ A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes ⋮ Geostatistics of dependent and asymptotically independent extremes ⋮ Uniform asymptotic properties of a nonparametric regression estimator of conditional tails ⋮ Tail fitting for truncated and non-truncated Pareto-type distributions ⋮ Editorial: Special issue on time series extremes ⋮ Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series ⋮ The Poisson aggregation process ⋮ Weak convergence of multivariate partial maxima processes ⋮ Properties of extremal dependence models built on bivariate MAX-linearity ⋮ Monitoring multivariate time series ⋮ A class of new tail index estimators ⋮ Fat tails, VaR and subadditivity ⋮ Jump tails, extreme dependencies, and the distribution of stock returns ⋮ Convergence properties of Kemp's \(q\)-binomial distribution ⋮ Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials ⋮ Estimation and uncertainty quantification for extreme quantile regions ⋮ Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes ⋮ Two-stage data segmentation permitting multiscale change points, heavy tails and dependence ⋮ A hierarchical max-stable spatial model for extreme precipitation ⋮ A continuous updating weighted least squares estimator of tail dependence in high dimensions ⋮ Bayesian model averaging for multivariate extremes ⋮ A simple generalisation of the Hill estimator ⋮ Adapting extreme value statistics to financial time series: dealing with bias and serial dependence ⋮ Tail risk inference via expectiles in heavy-tailed time series ⋮ Testing for (in)finite moments ⋮ Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring ⋮ A weighted mean excess function approach to the estimation of Weibull-type tails ⋮ Extremes on river networks ⋮ A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches ⋮ Ergodic decompositions of stationary max-stable processes in terms of their spectral functions ⋮ Detecting breaks in the dependence of multivariate extreme-value distributions ⋮ On consistency of the likelihood moment estimators for a linear process with regularly varying innovations ⋮ A general estimator for the right endpoint with an application to supercentenarian women's records ⋮ Tail asymptotics of generalized deflated risks with insurance applications ⋮ Bias correction in extreme value statistics with index around zero ⋮ Estimating extreme bivariate quantile regions ⋮ Maximum likelihood estimation of extreme value index for irregular cases ⋮ Bootstrapping endpoint ⋮ On the order of functions at infinity ⋮ Haezendonck-Goovaerts risk measure with a heavy tailed loss ⋮ Estimating conditional means with heavy tails ⋮ On kernel estimation of the second order rate parameter in multivariate extreme value statistics ⋮ On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau ⋮ Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory ⋮ Consistency of Hill estimators in a linear preferential attachment model ⋮ Estimation of the expected shortfall given an extreme component under conditional extreme value model ⋮ Endpoint estimation for observations with normal measurement errors ⋮ On the study of extremes with dependent random right-censoring ⋮ Maximum likelihood estimators based on the block maxima method ⋮ Extreme value behavior of aggregate dependent risks ⋮ Risk concentration of aggregated dependent risks: the second-order properties ⋮ The harmonic moment tail index estimator: asymptotic distribution and robustness ⋮ Multiplier bootstrap of tail copulas with applications ⋮ On kernel smoothing for extremal quantile regression ⋮ On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles ⋮ On the hitting probability of max-stable processes ⋮ A characterization of Bayesian robustness for a normal location parameter ⋮ Asymptotics of the risk concentration based on the tail distortion risk measure ⋮ Estimating the historical and future probabilities of large terrorist events ⋮ Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard ⋮ Rejoinder of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard ⋮ Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions ⋮ Dimension reduction in multivariate extreme value analysis ⋮ On the estimation and application of max-stable processes ⋮ The extent of the maximum likelihood estimator for the extreme value index ⋮ Detecting finiteness in the right endpoint of light-tailed distributions ⋮ On the association of sum- and max-stable processes ⋮ Parameter estimation of the generalized Pareto distribution. I ⋮ Parameter estimation of the generalized Pareto distribution. II ⋮ On spatial extremes: with application to a rainfall problem ⋮ Extremes of weighted Dirichlet arrays ⋮ Conditional limits of \(W_{p}\) scale mixture distributions ⋮ New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks ⋮ A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) ⋮ On second order conditions in the multivariate block maxima and peak over threshold method ⋮ Heavy-tailed random walks, buffered queues and hidden large deviations ⋮ Tail expectile process and risk assessment ⋮ Topological crackle of heavy-tailed moving average processes ⋮ Improved estimation of the extreme value index using related variables ⋮ The largest order statistics for the inradius in an isotropic STIT tessellation ⋮ Improving precipitation forecasts using extreme quantile regression ⋮ Estimation of extremes for Weibull-tail distributions in the presence of random censoring ⋮ On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails ⋮ Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes ⋮ The Hill estimators under power normalization ⋮ False confidence, non-additive beliefs, and valid statistical inference ⋮ Robust quantile estimation under bivariate extreme value models ⋮ Trend detection for heteroscedastic extremes ⋮ Simultaneous confidence bands for extremal quantile regression with splines ⋮ Are extreme value estimation methods useful for network data? ⋮ A nonparametric estimator for the conditional tail index of Pareto-type distributions ⋮ New kernel estimators of the hazard ratio and their asymptotic properties ⋮ Inferences on parametric estimation of distribution tails ⋮ Risk forecasting in the context of time series ⋮ Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes ⋮ Multiple thresholds in extremal parameter estimation ⋮ The tail dependograph ⋮ On functional records and champions ⋮ On discrimination between classes of distribution tails ⋮ Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations ⋮ Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior ⋮ Weighted allocations, their concomitant-based estimators, and asymptotics ⋮ Bayesian quantiles of extremes ⋮ Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation ⋮ Bias-corrected estimation for conditional Pareto-type distributions with random right censoring ⋮ Exceedance-based nonlinear regression of tail dependence ⋮ Pseudo-convex mixtures generated by shape-extended stable distributions for extremes ⋮ Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution ⋮ The tail empirical process for long memory stochastic volatility models with leverage ⋮ Why scoring functions cannot assess tail properties ⋮ Extremal theory for long range dependent infinitely divisible processes ⋮ Asymptotic behavior of maxima of independent random variables ⋮ On the block maxima method in extreme value theory: PWM estimators ⋮ The space of \(D\)-norms revisited ⋮ Asymptotically distribution-free goodness-of-fit testing for tail copulas ⋮ Bias correction in multivariate extremes ⋮ On large deviations of extremes under power normalization ⋮ Maxima of independent, non-identically distributed Gaussian vectors ⋮ Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework ⋮ Large common value auctions with risk averse bidders ⋮ On the distribution of a max-stable process conditional on max-linear functionals ⋮ Nonparametric estimation of the conditional tail copula ⋮ Estimating failure probabilities ⋮ On idempotent \(D\)-norms ⋮ Robust conditional Weibull-type estimation ⋮ Estimating extreme quantiles under random truncation ⋮ On tail trend detection: modeling relative risk ⋮ Max-stable processes and the functional \(D\)-norm revisited ⋮ On meteors, earthworms and wimps ⋮ Causal discovery in heavy-tailed models ⋮ Efficient likelihood-based inference for the generalized Pareto distribution ⋮ Extremal clustering in non-stationary random sequences ⋮ Conditional marginal expected shortfall ⋮ Threshold selection in univariate extreme value analysis ⋮ Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion ⋮ POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks ⋮ Size-biased permutation of a finite sequence with independent and identically distributed terms ⋮ Semi-parametric second-order reduced-bias high quantile estimation ⋮ Smoothed jackknife empirical likelihood method for tail copulas ⋮ Bridging centrality and extremity: refining empirical data depth using extreme value statistics ⋮ Extreme geometric quantiles in a multivariate regular variation framework ⋮ Phantom distribution functions for some stationary sequences ⋮ Testing for a multivariate generalized Pareto distribution ⋮ Multivariate extremes and the aggregation of dependent risks: examples and counter-examples ⋮ Mixed moment estimator and location invariant alternatives ⋮ The expected payoff to Internet auctions ⋮ Conditional limit results for type I polar distributions ⋮ A Lynden-Bell integral estimator for extremes of randomly truncated data ⋮ New results for tails of probability distributions according to their asymptotic decay ⋮ Second-order asymptotics for convolution of distributions with light tails ⋮ Nonparametric estimation of the conditional extreme-value index with random covariates and censoring ⋮ Bias-corrected estimation of stable tail dependence function ⋮ Estimating the conditional extreme-value index under random right-censoring ⋮ On the worst and least possible asymptotic dependence ⋮ Asymptotics of the convex hull of spherically symmetric samples ⋮ Tail index estimation, concentration and adaptivity ⋮ Bias reduction for endpoint estimation ⋮ Estimation of conditional laws given an extreme component ⋮ Exact tail asymptotics in bivariate scale mixture models ⋮ Location invariant Weiss-Hill estimator ⋮ Eigenvalue order statistics for random Schrödinger operators with doubly-exponential tails ⋮ Discretization of distributions in the maximum domain of attraction ⋮ Tail inference: where does the tail begin? ⋮ Adaptive estimation of heavy right tails: resampling-based methods in action ⋮ The influence of sequential extremal processes on the partial sum process ⋮ A software review for extreme value analysis ⋮ Conditioning on an extreme component: model consistency with regular variation on cones ⋮ Estimation of extreme risk regions under multivariate regular variation ⋮ Correlations between record events in sequences of random variables with a linear trend ⋮ Probability boxes on totally preordered spaces for multivariate modelling ⋮ Semi-parametric estimation for heavy tailed distributions ⋮ Asymptotic normality of location invariant heavy tail index estimator ⋮ Asymptotic models and inference for extremes of spatio-temporal data ⋮ Dispersion models for extremes ⋮ Extremal dependence analysis of network sessions ⋮ Detecting a conditional extreme value model ⋮ Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses ⋮ Second order regular variation and conditional tail expectation of multiple risks ⋮ Parametric tail copula estimation and model testing ⋮ Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts ⋮ Dependence structure of risk factors and diversification effects ⋮ Risk concentration and diversification: second-order properties ⋮ Estimating generalized state density of near-extreme events and its applications in analyzing stock data ⋮ Asymptotics of random contractions ⋮ Conditional limiting distribution of beta-independent random vectors ⋮ Extremal theory for spectrum of random discrete Schrödinger operator. II. Distributions with heavy tails ⋮ Tail asymptotic results for elliptical distributions ⋮ On the ergodicity and mixing of max-stable processes ⋮ Goodness-of-fit tests for a heavy tailed distribution ⋮ A test procedure for detecting super-heavy tails ⋮ Comparing extreme models when the sign of the extreme value index is known ⋮ Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known ⋮ Pitfalls in using Weibull tailed distributions ⋮ An M-estimator for tail dependence in arbitrary dimensions ⋮ Empirical likelihood method for intermediate quantiles ⋮ Bias reduction for high quantiles ⋮ Kernel estimators for the second order parameter in extreme value statistics ⋮ Strong convergence bound of the Pareto index estimator under right censoring ⋮ On the residual dependence index of elliptical distributions ⋮ Weibull tail-distributions revisited: A new look at some tail estimators ⋮ Quasi-stationary distributions and Yaglom limits of self-similar Markov processes ⋮ A discussion on mean excess plots ⋮ Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions ⋮ Limit theorems for empirical processes of cluster functionals ⋮ The pairwise beta distribution: A flexible parametric multivariate model for extremes ⋮ Tail asymptotics under beta random scaling ⋮ Extremes of projections of functional time series on data-driven basis systems ⋮ Sequential monitoring of the tail behavior of dependent data ⋮ Existence and consistency of the maximum likelihood estimator for the extreme value index ⋮ A method of moments estimator of tail dependence ⋮ Ratio of generalized Hill's estimator and its asymptotic normality theory ⋮ Asymptotic properties of type I elliptical random vectors ⋮ Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions ⋮ It was 30 years ago today when Laurens de Haan went the multivariate way ⋮ Bootstrap and empirical likelihood methods in extremes ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ Convex geometry of max-stable distributions ⋮ Eigenvectors of random matrices: A survey ⋮ A general study of extremes of stationary tessellations with examples ⋮ On the modeling of size distributions when technologies are complex ⋮ Exceedance probability of the integral of a stochastic process ⋮ Characterization of multivariate heavy-tailed distribution families via copula ⋮ Decomposability for stable processes ⋮ Sojourn times and the fragility index ⋮ Regression estimator for the tail index ⋮ Estimation of extreme conditional quantiles under a general tail-first-order condition ⋮ Distributionally robust inference for extreme value-at-risk ⋮ Asymptotic independence and support detection techniques for heavy-tailed multivariate data ⋮ Relative bound and asymptotic comparison of expectile with respect to expected shortfall ⋮ Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes ⋮ On the statistical properties and tail risk of violent conflicts ⋮ Beyond lognormal inequality: the Lorenz flow structure ⋮ Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization ⋮ Extreme quantile estimation for \(\beta\)-mixing time series and applications ⋮ Estimation of risk measures in energy portfolios using modern copula techniques ⋮ Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring ⋮ A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators ⋮ Extreme value analysis of actuarial risks: estimation and model validation ⋮ Processes of \(r^{th}\) largest ⋮ Extreme value estimation for discretely sampled continuous processes ⋮ An estimator of the stable tail dependence function based on the empirical beta copula ⋮ Nonparametric estimation of extreme conditional quantiles with functional covariate ⋮ Stochastic tail index model for high frequency financial data with Bayesian analysis ⋮ Second-order asymptotics on distributions of maxima of bivariate elliptical arrays ⋮ Bayesian estimation of the tail index of a heavy tailed distribution under random censoring ⋮ Extremes of \(q\)-Ornstein-Uhlenbeck processes ⋮ Inference for asymptotically independent samples of extremes ⋮ Natural selection as coarsening ⋮ Universality classes of interaction structures for NK fitness landscapes ⋮ \(k\)th-order Markov extremal models for assessing heatwave risks ⋮ Detecting distributional changes in samples of independent block maxima using probability weighted moments ⋮ A supermartingale argument for characterizing the functional Hill process weak law for small parameters ⋮ Weighted moment estimators for the second order scale parameter ⋮ Interval estimation of the tail index of a GARCH(1,1) model ⋮ Estimation of the third-order parameter in extreme value statistics ⋮ High quantile regression for extreme events ⋮ Spatial risk measures and applications to max-stable processes ⋮ Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data ⋮ Conditional extreme value models: fallacies and pitfalls ⋮ Hidden regular variation under full and strong asymptotic dependence ⋮ Bias-corrected and robust estimation of the bivariate stable tail dependence function ⋮ Weak limits for exploratory plots in the analysis of extremes ⋮ Multivariate moment based extreme value index estimators ⋮ From concentration profiles to concentration maps. New tools for the study of loss distributions ⋮ Kernel estimation of extreme regression risk measures ⋮ Empirical likelihood based inference for conditional Pareto-type tail index ⋮ On tail dependence coefficients of transformed multivariate Archimedean copulas ⋮ Estimating an endpoint with high-order moments ⋮ Efficient simulation for dependent rare events with applications to extremes ⋮ Robust bounds in multivariate extremes ⋮ A Bayesian approach to extended models for exceedance ⋮ Functional kernel estimators of large conditional quantiles ⋮ Testing for a generalized Pareto process ⋮ A class of unbiased location invariant Hill-type estimators for heavy tailed distributions ⋮ An asymptotic characterization of hidden tail credit risk with actuarial applications ⋮ The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) ⋮ Max-linear models on directed acyclic graphs ⋮ The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes ⋮ Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors ⋮ Leading the field: fortune favors the bold in Thurstonian choice models ⋮ Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization ⋮ Second-order asymptotics of the risk concentration of a portfolio with deflated risks ⋮ Geometric ergodicity for some space-time max-stable Markov chains ⋮ On extremal indices greater than one for a scheme of series ⋮ On generalized log-Moyal distribution: a new heavy tailed size distribution ⋮ Multivariate generalized Pareto distributions: parametrizations, representations, and properties ⋮ On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots ⋮ Risk contagion under regular variation and asymptotic tail independence ⋮ Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations ⋮ Tail dimension reduction for extreme quantile estimation ⋮ Multivariate peaks over thresholds models ⋮ Multivariate order statistics: the intermediate case ⋮ Trimmed Lévy processes and their extremal components ⋮ Markov chain analysis of evolutionary algorithms on OneMax function -- from coupon collector's problem to (1 + 1) EA ⋮ Statistical testing of bounded rationality with applications to the newsvendor model ⋮ A microfoundation for normalized CES production functions with factor-augmenting technical change ⋮ A family of random sup-measures with long-range dependence ⋮ An improved method for forecasting spare parts demand using extreme value theory ⋮ Extremes for multivariate expectiles ⋮ Spectral tail processes and max-stable approximations of multivariate regularly varying time series ⋮ Testing for a \(\delta \)-neighborhood of a generalized Pareto copula ⋮ Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients ⋮ Introduction to extreme value theory: applications to risk analysis and management ⋮ Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data ⋮ Kernel estimators of extreme level curves ⋮ Empirical likelihood confidence intervals for the endpoint of a distribution function ⋮ Beta polytopes and Poisson polyhedra: \(f\)-vectors and angles ⋮ Generalized Pareto copulas: a key to multivariate extremes ⋮ Exploration and inference in spatial extremes using empirical basis functions ⋮ Nonparametric inference for distortion risk measures on tail regions ⋮ Non-linear models for extremal dependence ⋮ Nearest neighbors distance ratio open-set classifier ⋮ Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution ⋮ Freezing and decorated Poisson point processes ⋮ Generalized Fibonacci numbers and extreme value laws for the Rényi map ⋮ Local robust estimation of Pareto-type tails with random right censoring ⋮ Threshold selection and trimming in extremes ⋮ Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks ⋮ A regionalisation approach for rainfall based on extremal dependence ⋮ Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes ⋮ Extreme value statistics for censored data with heavy tails under competing risks ⋮ Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud) ⋮ ABC model selection for spatial extremes models applied to south Australian maximum temperature data ⋮ Multivariate extremes of generalized skew-normal distributions ⋮ Asymptotics for Kotz type III elliptical distributions ⋮ Jackknife method for intermediate quantiles ⋮ From extended regular variation to regular variation with application in extreme value statis\-tics ⋮ Second-order refined peaks-over-threshold modelling for heavy-tailed distributions ⋮ Stationary max-stable fields associated to negative definite functions ⋮ Spatial dependence and space-time trend in extreme events ⋮ Nonparametric inference in the accelerated failure time model using restricted means ⋮ A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail ⋮ Random concave functions ⋮ Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation ⋮ Handling missing extremes in tail estimation ⋮ Extremes of censored and uncensored lifetimes in survival data ⋮ The stochastic approximation method for recursive kernel estimation of the conditional extreme value index ⋮ Joint inference on extreme expectiles for multivariate heavy-tailed distributions ⋮ Moore's clock ⋮ Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance ⋮ A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference ⋮ Max-linear models in random environment ⋮ Tail distortion risk measure for portfolio with multivariate regularly variation ⋮ Consistency of Bayesian inference for multivariate max-stable distributions ⋮ Universality of accelerating change ⋮ On regenerative estimation of extremal index in queueing systems ⋮ Sequential change point detection in high dimensional time series ⋮ On tests to distinguish distribution tails invariant with respect to the scale parameter ⋮ Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation ⋮ Choice of smoothing parameter in multivariate copula-based tail coefficients ⋮ Adapting the Hill estimator to distributed inference: dealing with the bias ⋮ Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval ⋮ Improved inference on risk measures for univariate extremes ⋮ A generative model for fBm with deep ReLU neural networks ⋮ On automatic bias reduction for extreme expectile estimation ⋮ A class of semiparametric tail index estimators and its applications ⋮ Asymptotic number of clusters for species sampling sequences with non-diffuse base measure ⋮ Convergence of persistence diagrams for topological crackle ⋮ Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions ⋮ Assessing wage status transition and stagnation using quantile transition regression ⋮ \(k\)-means clustering of extremes ⋮ Bias correction in conditional multivariate extremes ⋮ Robust nonparametric estimation of the conditional tail dependence coefficient ⋮ Power variations for a class of Brown-Resnick processes ⋮ On distributionally robust extreme value analysis ⋮ Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles ⋮ On the maximum likelihood estimation of extreme value index based on \(k\)-record values ⋮ Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool ⋮ Inference for Archimax copulas ⋮ Risk concentration under second order regular variation ⋮ Fundamental limits of exact support recovery in high dimensions ⋮ Distance covariance for discretized stochastic processes ⋮ Extreme value theory for long-range-dependent stable random fields ⋮ Composite likelihood methods for histogram-valued random variables ⋮ Center-outward quantiles and the measurement of multivariate risk ⋮ On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences ⋮ Some statistical issues in climate science ⋮ Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model ⋮ First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation ⋮ ExpectHill estimation, extreme risk and heavy tails ⋮ Estimating an endpoint with high order moments in the Weibull domain of attraction ⋮ Conditional normal extreme-value copulas ⋮ Convergence of extreme values of Poisson point processes at small times ⋮ High-dimensional inference using the extremal skew-\(t\) process ⋮ Non asymptotic controls on a recursive superquantile approximation ⋮ Practical issues with modeling extreme Brazilian rainfall ⋮ Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk ⋮ Dual representation of expectile-based expected shortfall and its properties ⋮ Limit laws for the norms of extremal samples ⋮ Analogues of classical goodness-of-fit tests for distribution tails ⋮ Additive models for extremal quantile regression with Pareto-type distributions ⋮ A significance test for the lasso ⋮ Discussion: ``A significance test for the lasso ⋮ Rejoinder: ``A significance test for the lasso ⋮ The closure property of 2RV under random sum ⋮ Subsampling extremes: from block maxima to smooth tail estimation ⋮ Local-maximum-based tail index estimator ⋮ Spatio-temporal modelling of extreme storms ⋮ Asymptotic behavior of a counting process in the maximum scheme ⋮ Spatial hierarchical modeling of precipitation extremes from a regional climate model ⋮ Parametric models for distributions when interest is in extremes with an application to daily temperature ⋮ Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis ⋮ Semi-parametric estimation of multivariate extreme expectiles ⋮ Tail dependence and heavy tailedness in extreme risks ⋮ Bootstrapping Hill estimator and tail array sums for regularly varying time series ⋮ The coupling method in extreme value theory ⋮ Asymptotic behavior of maxima of independent random variables. Discrete case ⋮ Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach ⋮ Beyond classical thermodynamics: dislocation-mediated plasticity ⋮ Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes ⋮ Time to extinction of a cultural trait in an overlapping generation model ⋮ Testing for changes in the tail behavior of Brown-Resnick Pareto processes ⋮ Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models ⋮ On the estimation of the variability in the distribution tail ⋮ Extremal clustering under moderate long range dependence and moderately heavy tails ⋮ A horse race between the block maxima method and the peak-over-threshold approach ⋮ A comparative tour through the simulation algorithms for max-stable processes ⋮ Satisficing credibility for heterogeneous risks ⋮ Extremes and regular variation ⋮ The distribution of the maximum number of common neighbors in the random graph ⋮ Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso ⋮ Empirical tail conditional allocation and its consistency under minimal assumptions ⋮ Regression-type analysis for multivariate extreme values ⋮ Functional strong law of large numbers for Betti numbers in the tail ⋮ Tail probabilities of random linear functions of regularly varying random vectors ⋮ A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class ⋮ Nonparametric estimation of conditional marginal excess moments ⋮ Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type ⋮ Conditional independence in max-linear Bayesian networks ⋮ Diagnostic plots for identifying max domains of attraction under power normalization ⋮ Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application ⋮ Heavy tail index estimation based on block order statistics ⋮ Estimation for Extreme Conditional Quantiles of Functional Quantile Regression ⋮ Expected shortfall estimation for apparently infinite-mean models of operational risk ⋮ Unnamed Item ⋮ Extreme Quantile Estimation Based on the Tail Single-index Model ⋮ ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS ⋮ Estimating the Mean of Heavy-tailed Distribution under Random Truncation ⋮ Estimation of the distortion risk premium for heavy-tailed losses under serial dependence ⋮ On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem ⋮ Optimal Stopping of a Random Sequence with Unknown Distribution ⋮ Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation ⋮ On the estimation of extreme directional multivariate quantiles ⋮ A location-invariant non-positive moment-type estimator of the extreme value index ⋮ Extreme value inference for quantile regression with varying coefficients ⋮ On the comparison of several classical estimators of the extreme value index ⋮ Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework ⋮ Spatial risk measures for max-stable and max-mixture processes ⋮ A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications ⋮ Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions ⋮ Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model ⋮ Corrected-Hill versus partially reduced-bias value-at-risk estimation ⋮ A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics ⋮ A note on upper-patched generators for Archimedean copulas ⋮ Location invariant heavy tail index estimation with block method ⋮ GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series ⋮ On the performance of the Bayesian composite likelihood estimation of max-stable processes ⋮ CHANGE POINT TESTS FOR THE TAIL INDEX OFβ-MIXING RANDOM VARIABLES ⋮ ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS ⋮ EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? ⋮ Consistency of the Hill Estimator for Time Series Observed with Measurement Errors ⋮ Unnamed Item ⋮ Tail density estimation for exploratory data analysis using kernel methods ⋮ Discrimination of Close Hypotheses about the Distribution Tails Using Higher Order Statistics ⋮ Limit Theorems for Random Exponentials: The Bounded Support Case ⋮ Weather Derivative Risk Measures for Extreme Events ⋮ CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION ⋮ Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data ⋮ When is Selfish Routing Bad? The Price of Anarchy in Light and Heavy Traffic ⋮ Unnamed Item ⋮ Extremal linear quantile regression with Weibull-type tails ⋮ L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data ⋮ Oscillations for order statistics of some discrete processes ⋮ A generalization of Matérn hard-core processes with applications to max-stable processes ⋮ Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? ⋮ Unnamed Item ⋮ On multivariate separating Hill estimator under estimated location and scatter ⋮ On metrizing vague convergence of random measures with applications on Bayesian nonparametric models ⋮ MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR ⋮ A general approach to generate random variates for multivariate copulae ⋮ PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION ⋮ Estimation of the angular density in bivariate generalized Pareto models ⋮ ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION ⋮ A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting ⋮ A Class of Semi-parametric Probability Weighted Moment Estimators ⋮ Third Order Conditions and Max-semistability ⋮ Some aspects of random utility, extreme value theory and multinomial logit models ⋮ Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index ⋮ On Tests for Distinguishing Distribution Tails ⋮ Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation ⋮ THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS ⋮ Unnamed Item ⋮ Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events ⋮ Large Deviation Principles for Sequences of Maxima and Minima ⋮ Parameter Estimation for the Tail Distribution of a Random Sequence ⋮ Probability density of the empirical wavelet coefficients of a noisy chaos ⋮ A new weighted quantile regression ⋮ On generalized max-linear models in max-stable random fields ⋮ Space‒time max-stable models with spectral separability ⋮ QQ Plots, Random Sets and Data from a Heavy Tailed Distribution ⋮ IPO estimation of heaviness of the distribution beyond regularly varying tails ⋮ Estimation of the Haezendonck-Goovaerts risk measure for extreme risks ⋮ Multivariate modelling of spatial extremes based on copulas ⋮ The Pareto Copula, Aggregation of Risks, and the Emperor's Socks ⋮ Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series ⋮ A Discrimination Test for Tails of Weibull-Type Distributions ⋮ Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model ⋮ Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis ⋮ Modeling Spatial Processes with Unknown Extremal Dependence Class ⋮ Small-time almost-sure behaviour of extremal processes ⋮ On a conjecture of Seneta on regular variation of truncated moments ⋮ A New Random Graph Model with Self-Optimizing Nodes: Connectivity and Diameter ⋮ Operational risk quantified with spectral risk measures: a refined closed-form approximation ⋮ On additivity of tail comonotonic risks ⋮ Limits to Human Life Span Through Extreme Value Theory ⋮ Extremiles: A New Perspective on Asymmetric Least Squares ⋮ On the superposition of heterogeneous traffic at large time scales ⋮ Multi-Reference Alignment in High Dimensions: Sample Complexity and Phase Transition ⋮ CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS ⋮ Detection of Long Edges on a Computational Budget: A Sublinear Approach ⋮ Samples with a limit shape, multivariate extremes, and risk ⋮ Sparse regular variation ⋮ On the locations of maxima and minima in a sequence of exchangeable random variables ⋮ Estimating the Probability of a Rare Event via Elliptical Copulas ⋮ Tail index varying coefficient model ⋮ Explicit and combined estimators for parameters of stable distributions ⋮ On a Minimum Distance Procedure for Threshold Selection in Tail Analysis ⋮ Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk ⋮ On the generalized extended exponential-Weibull distribution: properties and different methods of estimation ⋮ Asymptotics for the partial sum and its maximum of dependent random variables ⋮ On generalized max-linear models and their statistical interpolation ⋮ Importance Sampling for Determining SRAM Yield and Optimization with Statistical Constraint ⋮ Non asymptotic variance bounds and deviation inequalities by optimal transport ⋮ Unnamed Item ⋮ Extremal eigenvalues and eigenvectors of deformed Wigner matrices ⋮ Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach ⋮ A Log Probability Weighted Moment Estimator of Extreme Quantiles ⋮ A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators ⋮ A local moment type estimator for the extreme value index in regression with random covariates ⋮ Coverage accuracy for a mean without third moment ⋮ Multiple block sizes and overlapping blocks for multivariate time series extremes ⋮ Extreme value estimation of the conditional risk premium in reinsurance ⋮ Efficient estimation and particle filter for max-stable processes ⋮ Estimating an extreme Bayesian network via scalings ⋮ Fitting time series with heavy tails and strong time dependence ⋮ Decision-making with distorted memory: escaping the trap of past experience ⋮ Measuring and comparing risks of different types ⋮ Statistical inference for tail-based cumulative residual entropy ⋮ On estimation of the scale and location parameters of distribution tails ⋮ On the maximum domain of attraction for transformations of a normal random variable ⋮ Stochastic derivative estimation for max-stable random fields ⋮ The estimation of parameters for the tapered Pareto distribution from incomplete data ⋮ Extremal quantile autoregression for heavy-tailed time series ⋮ The possibility of existence of extremal indices exceeding one ⋮ Domains of attraction of the random vector (X, X ²) and applications ⋮ Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws ⋮ Splitting the sample at the largest uncensored observation ⋮ The maximum domain of attraction of multivariate extreme value distributions is small ⋮ Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model ⋮ Extreme-value based estimation of the conditional tail moment with application to reinsurance rating ⋮ A multivariate frequency-severity framework for healthcare data breaches ⋮ Integral functionals and the bootstrap for the tail empirical process ⋮ Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend ⋮ Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions ⋮ Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data ⋮ On the Performance of the Fluctuation Test for Structural Change ⋮ On procedures for testing the equivalence of distribution tails ⋮ PELVE: probability equivalent level of VaR and ES ⋮ Modeling multiple risks: hidden domain of attraction ⋮ Extreme value theory with operator norming ⋮ Estimation of the tail index for lattice-valued sequences ⋮ Second-order properties of risk concentrations without the condition of asymptotic smoothness ⋮ New power limits for extremes ⋮ Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) ⋮ Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks ⋮ Second-order expansions of the risk concentration based on CTE ⋮ Semi-parametric probability-weighted moments estimation revisited ⋮ EVT-based estimation of risk capital and convergence of high quantiles ⋮ Measures of serial extremal dependence and their estimation ⋮ Infinitely imbalanced binomial regression and deformed exponential families ⋮ Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding ⋮ Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions ⋮ Modeling extreme values of processes observed at irregular time steps: application to significant wave height ⋮ Limit laws for random vectors with an extreme component ⋮ Extremal behavior of Archimedean copulas ⋮ Extreme residual dependence for random vectors and processes ⋮ Records and sequences of records from random variables with a linear trend ⋮ Analysis of adaptive walks on NK fitness landscapes with different interaction schemes ⋮ Large deviations of the shifted index number in the Gaussian ensemble ⋮ Limit Conditional Distributions for Bivariate Vectors with Polar Representation ⋮ On the Rate of Convergence of STSD Extremes ⋮ Peaks-Over-Threshold Modeling Under Random Censoring ⋮ Conditional sampling for spectrally discrete max-stable random fields ⋮ Modelling time series when mean and variability both change ⋮ Asymptotic independence for unimodal densities ⋮ Asymptotic comparison of the mixed moment and classical extreme value index estimators ⋮ Estimation in Nonparametric Regression with Non-Regular Errors ⋮ Revisiting the Edge, Ten Years On ⋮ Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses ⋮ Tail index estimation based on survey data ⋮ A counting process in the max-scheme ⋮ Generalized Kernel Estimators for the Weibull-Tail Coefficient ⋮ Modeling multivariate extreme events using self-exciting point processes ⋮ A \(\Gamma\)-moment approach to monotonic boundary estimation ⋮ Robust and bias-corrected estimation of the coefficient of tail dependence ⋮ Second-order tail asymptotics of deflated risks ⋮ Joint tail of ECOMOR and LCR reinsurance treaties ⋮ Local robust and asymptotically unbiased estimation of conditional Pareto-type tails ⋮ Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions ⋮ Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function ⋮ Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments ⋮ Extreme value theorems for optimal multidimensional pricing ⋮ Asymptotic behaviour of multivariate default probabilities and default correlations under stress ⋮ Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions ⋮ Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation ⋮ Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime ⋮ ON THE PROBABILITY OF BEING MAXIMAL ⋮ Asymptotic Properties of the Empirical Spatial Extremogram ⋮ Aggregation of rapidly varying risks and asymptotic independence ⋮ On the effect of long-range dependence on extreme value copula estimation with fixed marginals ⋮ Scaling of High-Quantile Estimators ⋮ Hidden Regular Variation and Detection of Hidden Risks ⋮ When Does the Mean Excess Plot Look Linear? ⋮ Toward a Copula Theory for Multivariate Regular Variation ⋮ Probabilities of Concurrent Extremes ⋮ Models with hidden regular variation: Generation and detection ⋮ Estimation of Extreme Conditional Quantiles Through Power Transformation ⋮ Limiting distributions of extreme order statistics under power normalization and random index ⋮ Extreme Value Analysis for Progressively Type-II Censored Order Statistics ⋮ New extreme value theory for maxima of maxima ⋮ SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES ⋮ Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations ⋮ Trends in Extreme Value Indices ⋮ Branching random walk with infinite progeny mean: a tale of two tails ⋮ Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement ⋮ Outlier detection based on extreme value theory and applications ⋮ Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles ⋮ Efficient nonparametric estimation for skewed distributions ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ On dealing with the unknown population minimum in parametric inference ⋮ POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk ⋮ Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide ⋮ Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather ⋮ Tail asymptotics for the delay in a Brownian fork-join queue ⋮ Nonparametric asymptotic confidence intervals for extreme quantiles ⋮ Efficient estimation of partially linear tail index models using B‐splines ⋮ SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL ⋮ On the use of \(L\)-functionals in regression models ⋮ Asymptotic predictive inference of negative lower tail index distributions ⋮ Estimation of extreme quantiles from heavy-tailed distributions with neural networks ⋮ Unnamed Item ⋮ On the relation of one-dimensional diffusions on natural scale and their speed measures ⋮ Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data ⋮ Analysis of wildfires and their extremes via spatial quantile autoregressive model ⋮ An algorithm of nonparametric quantile regression ⋮ Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data ⋮ Entropic contribution to phenotype fitness ⋮ Nonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-up ⋮ Estimation of multivariate tail quantities ⋮ Panel quantile regression for extreme risk ⋮ Inference of high quantiles of a heavy-tailed distribution from block data ⋮ On the cycle maximum of birth-death processes and networks of queues ⋮ Total positivity in multivariate extremes ⋮ Tail inverse regression: dimension reduction for prediction of extremes ⋮ Regional extreme value index estimation and a test of tail homogeneity ⋮ Sharp sufficient conditions for mean convergence of the maximal partial sums of dependent random variables with general norming sequences ⋮ Gradient boosting for extreme quantile regression ⋮ A crossinggram for random fields on lattices ⋮ Approximate confidence and tolerance limits for the discrete Pareto distribution for characterizing extremes in count data ⋮ A domain-theoretic framework for robustness analysis of neural networks ⋮ Causality in extremes of time series ⋮ Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation ⋮ Bootstrapping Extreme Value Estimators ⋮ Tail inference using extreme U-statistics ⋮ On extremes of random clusters and marked renewal cluster processes ⋮ Some bounds for the expectations of functions on order statistics and their applications ⋮ Poisson edge growth and preferential attachment networks ⋮ Tail dependence functions of two classes of bivariate skew distributions ⋮ Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data ⋮ A generic instability in clustering dark energy? ⋮ Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model ⋮ Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks ⋮ On the disjoint and sliding block maxima method for piecewise stationary time series ⋮ Robust estimation of the conditional stable tail dependence function ⋮ Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions ⋮ A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution ⋮ Multi-normex distributions for the sum of random vectors. Rates of convergence ⋮ A refined Weissman estimator for extreme quantiles ⋮ Extreme value inference for heterogeneous power law data ⋮ Estimation of extreme quantiles conditioning on multivariate critical layers ⋮ Statistical inference on a changing extreme value dependence structure ⋮ Inference for extremal regression with dependent heavy-tailed data ⋮ Volume growth and on-diagonal heat kernel bounds on Riemannian manifolds with an end ⋮ Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators ⋮ Extremal Dependence-Based Specification Testing of Time Series ⋮ Two-Sample Testing for Tail Copulas with an Application to Equity Indices ⋮ Copula-based conditional tail indices ⋮ Optimal weighted pooling for inference about the tail index and extreme quantiles ⋮ MODELING SOCIAL RESILIENCE: QUESTIONS, ANSWERS, OPEN PROBLEMS ⋮ On Rio's proof of limit theorems for dependent random fields ⋮ Dependent conditional tail expectation for extreme levels ⋮ Asymptotics of sum of heavy-tailed risks with copulas ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING ⋮ Statistical modeling of spatial extremes ⋮ Rates of convergence of lognormal extremes under power normalization ⋮ A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation ⋮ Known Mean, Unknown Maxima? Testing the Maximum Knowing Only the Mean ⋮ Where does the tail begin? An approach based on scoring rules ⋮ Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications ⋮ Discussion: ``A significance test for the lasso ⋮ Discussion: ``A significance test for the lasso ⋮ Discussion: ``A significance test for the lasso ⋮ Discussion: ``A significance test for the lasso ⋮ Discussion: ``A significance test for the lasso ⋮ Extreme $$L^p$$-quantile Kernel Regression ⋮ Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard ⋮ Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard ⋮ Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard ⋮ Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard ⋮ Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard ⋮ Robust estimation of Pareto-type tail index through an exponential regression model ⋮ Estimation of the Pareto and related distributions – A reference-intrinsic approach ⋮ A class of location invariant estimators for heavy tailed distributions