scientific article; zbMATH DE number 3359478

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On the relative stability of large order statistics
On a theorem in entire function theory and its application in probability theory
On testing the extreme value index via the POT-method
On variations via statistical convergence
Maxima of Dirichlet and triangular arrays of gamma variables
A wide class of heavy-tailed distributions and its applications
The outlier behaviour of probability distributions
Almost sure limit behaviour of Pfeifer record values
On the convolution of functions which belong to a subclass ofL¹(0, ∞)
Sequential estimation of the minimum of a random variable
scientific article; zbMATH DE number 4201370 (Why is no real title available?)
Continuation theorems of the extremes under power normalization
Convergence in distribution of quotients of order statistics
Asymptotic distributions of linear combinations of intermediate order statistics
Some properties of multivariate extreme value distributions and multivariate tail equivalence
Chover-type laws of the iterated logarithm for weighted sums.
Extreme fluctuations in noisy task-completion landscapes on scale-free networks
On the continuation of the limit distributions of the extreme and central terms of a sample
Limit laws for the maximum and minimum of stationary sequences
Regular variation and probability: The early years
High level sojourns for strongly dependent Gaussian processes
On the domain of attraction of an operator between supremum and sum
On a subclass of the class of rapidly varying sequences
Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\)
Estimation of return values for significant wave height from satellite data
Asymptotic behavior for iterated functions of random variables
Minimal spacings of non-uniform densities
Distribuciones neutras, propensas y resistentes a datos atipicos
Ratio of generalized Hill's estimator and its asymptotic normality theory
On stability of intermediate order statistics
Blow-up rate of the unique solution for a class of one-dimensional \(p\)-Laplacian equations
Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution
An outlier test for linear processes
Strong law and central limit theorem for a process between maxima and sums
New results for tails of probability distributions according to their asymptotic decay
A tail bootstrap procedure for estimating the tail Pareto-index
Limit properties of Luce's choice theory
Limit theorems for Markov chains of finite rank
Estimation of the extreme value and the extreme points
Extreme value theory for continuous parameter stationary processes
New results for the Brown-Proschan model of imperfect repair
Bivariate CDF iterations and asymptotic independence
Restricted domains of attraction of \(\exp (-e^{-x})\)
Boundary behavior of large solutions to elliptic equations with nonlinear gradient terms
Asymptotic formulae for solutions of half-linear differential equations
On subordinated distributions and random record processes
Efficiency of convex combinations of pickands estimator of the extreme value index
Weak convergence with random indices
Log-convex sequences and nonzero proximate orders
On the domain of attraction of \(\exp (-\exp (-x))\)
Bayesian robustness modelling of location and scale parameters
Some characterizations of almost sure bounds for weighted multidimensional empirical distributions and a Glivenko-Cantelli theorem for sample quantiles
The structure of the class of subexponential distributions
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
Modeling multiple risks: hidden domain of attraction
On regular variation of probability densities
A note on the asymptotic normality of sums of extreme values
Trimmed Lévy processes and their extremal components
The logarithmic average of sample extremes is asymptotically normal.
Limit theorems for the ratio of weak records
The maximum size of the planar sections of random spheres and its application to metallurgy
On a strong Tauberian result
On Some alternative estimates of the adjustment coefficient in risk theory
A strong invariance principle for the logarithmic average of sample maxima.
Extremes and clustering of nonstationary max-AR(1) sequences
The maximum term of uniformly mixing stationary processes
The influence of dependence on data network models
Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
It was 30 years ago today when Laurens de Haan went the multivariate way
Asymptotic properties of type I elliptical random vectors
Estimation of bivariate excess probabilities for elliptical models
Box–Cox transformations and heavy-tailed distributions
Characterizations and examples of hidden regular variation
Dispersion models for extremes
Infinite variance stable moving averages with long memory
The flood probability distribution tail: How heavy is it?
Dominated variation and related concepts and Tauberian theorems for Laplace transforms
Self-decomposable discrete distributions and branching processes
Limit theorems for functionals of Gaussian vectors
Classes of sequences of real numbers, games and selection properties
Rapidly varying sequences and rapid convergence
Conditioned limit laws for inverted max-stable processes
Distant long-range dependent sums and regression estimation
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
A novel class of bivariate max-stable distributions
The rank of the present excursion
Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
Statistical convergence, selection principles and asymptotic analysis
Asymptotic distribution of normalized maximum under finite mixture models
QQ Plots, Random Sets and Data from a Heavy Tailed Distribution
Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
Aggregation of rapidly varying risks and asymptotic independence
Gaussian Approximation of Conditional Elliptical Random Vectors
Bias reduction of a tail index estimator through an external estimation of the second-order parameter
Extremes of asymptotically spherical and elliptical random vectors
Estimating L-functionals for heavy-tailed distributions and application
Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II
Domains of attraction of asymptotic distributions of extreme generalized order statistics
The product of two dependent random variables with regularly varying or rapidly varying tails
Summability of sequences and selection properties

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