scientific article; zbMATH DE number 3359478

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Stationary self-similar extremal processes
A general estimator for the right endpoint with an application to supercentenarian women's records
Estimating a bivariate tail: a copula based approach
The weak and strong asymptotic equivalence relations and the generalized inverse
The Edgeworth expansion for distributions of extreme values
Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
Maxima of Dirichlet and triangular arrays of gamma variables
First and higher order uniform dual ergodic theorems for dynamical systems with infinite measure
Maxima with random indexes
Strongly regular sequences and proximate orders
Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables
On the ruin probability for physical fractional Brownian motion
Transformations in functional iterated logarithm laws and regular variation
Blow-up rate of the unique solution for a class of one-dimensional p-Laplacian equations
Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
Estimation of the extreme value and the extreme points
New results for the Brown-Proschan model of imperfect repair
Bivariate CDF iterations and asymptotic independence
Restricted domains of attraction of \(\exp (-e^{-x})\)
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
Boundary behavior of large solutions to elliptic equations with nonlinear gradient terms
Bias reduction of a tail index estimator through an external estimation of the second-order parameter
An outlier test for linear processes
The rank of the present excursion
The weak asymptotic equivalence and the generalized inverse
Limit properties of Luce's choice theory
Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
Strong approximation of maxima by extremal processes
Weak convergence with random indices
Some properties of multivariate extreme value distributions and multivariate tail equivalence
On the continuation of the limit distributions of the extreme and central terms of a sample
Equivalence classes of regularly varying functions
Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
Weighted sums of subexponential random variables and their maxima
Ergodic potential
On a subclass of regularly varying functions
Joint stable attraction of two sums of products
Generating the maximum of independent identically distributed random variables
The asymptotic distribution of self-normalized triangular arrays
Reinsurance of large claims
On almost sure max-limit theorems
Simple tail index estimation for dependent and heterogeneous data with missing values
Some properties of rapidly varying sequences
Weak convergence of multivariate partial maxima processes
Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
An Abelian theorem for a general class of Mellin-type integral transforms
Self-decomposable discrete distributions and branching processes
Asymptotic formulae for solutions of linear second-order difference equations
Continuation theorems of the extremes under power normalization
A complete classification of the isolated singularities for nonlinear elliptic equations with inverse square potentials
The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables
A generalization of the increasing generalized failure rate unimodality condition
On agricultural commodities' extreme price risk
Интегралы и индикаторы субгармонических функций. I
Selecting the optimal sample fraction in univariate extreme value estimation
Consistency for least squares regression estimators with infinite variance data
A law of the iterated logarithm of partial sums for NA random variables
Beurling moving averages and approximate homomorphisms
scientific article; zbMATH DE number 7639711 (Why is no real title available?)
Box-Cox symmetric distributions and applications to nutritional data
Small-sample one-sided testing in extreme value regression models
Asymptotic behaviour of reliability functions
Statistics of extremes under random censoring
High level sojourns for strongly dependent Gaussian processes
The maximum term of uniformly mixing stationary processes
Almost sure limit behaviour of Pfeifer record values
Linking representations for multivariate extremes via a limit set
Convolution tails, product tails and domains of attraction
Convolution formula as a Stieltjes resultant
Hunting for black swans in the European banking sector using extreme value analysis
An asymptotic analysis of nonoscillatory solutions of q-difference equations via q-regular variation
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
A tail bootstrap procedure for estimating the tail Pareto-index
Extreme behaviour for bivariate elliptical distributions
Logarithmic (translationally) rapidly varying sequences and selection principles
De Haan type increasing solutions of half-linear differential equations
The structure of the class of subexponential distributions
General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
Asymptotic formulae for solutions of half-linear differential equations
Laws of the iterated logarithm for -mixing random variables with normal distribution
Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\)
Statistical convergence, selection principles and asymptotic analysis
Asymptotic distribution of normalized maximum under finite mixture models
Extremes of asymptotically spherical and elliptical random vectors
Extremes of weighted Dirichlet arrays
Subexponential distributions and characterizations of related classes
Distribuciones neutras, propensas y resistentes a datos atipicos
On increasing solutions of half-linear delay differential equations
Extremes of independent stochastic processes: a point process approach
Detecting tail behavior: mean excess plots with confidence bounds
Local limit theorems for shock models
The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
The outlier behaviour of probability distributions
On the Kumaraswamy pseudo-Lindley distribution: statistical properties, extremal characterization and record values
Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem
The rate of convergence in law of the maximum of an exponential sample
It was 30 years ago today when Laurens de Haan went the multivariate way
Large deviations results for subexponential tails, with applications to insurance risk

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