Extreme value theory. An introduction.
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Publication:5485944
spectral measureorder statisticsdomain of attractiontail indexquantile estimationPoisson point processestail probability estimationexponent measure
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- The extremogram: a correlogram for extreme events
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
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