Threshold selection in extreme value analysis
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- Threshold selection in univariate extreme value analysis
- Improvements in the estimation of the Weibull tail coefficient: a comparative study
- Extremal linear quantile regression with Weibull-type tails
- A modeler's guide to extreme value software
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events
- Regular variation in Hilbert spaces and principal component analysis for functional extremes
- Semiparametric approaches for the inference of univariate and multivariate extremes. Team SHSmultiscale
- Threshold selection and trimming in extremes
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- A review of extreme value threshold estimation and uncertainty quantification
- Modeling extreme events: sample fraction adaptive choice in parameter estimation
- A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic
- Estimation of the distortion risk premium for heavy-tailed losses under serial dependence
- Multiple thresholds in extremal parameter estimation
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- The role of resampling methods and generalized means in extreme value theory
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- Reiss and Thomas' automatic selection of the number of extremes
- Reduced bias estimation of the shape parameter of the log-logistic distribution
- Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework
- Adaptive estimation of heavy right tails: resampling-based methods in action
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
- Improved estimation of the extreme value index using related variables
- Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data
- Adaptive Threshold Estimation via Extreme Value Theory
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
- Modelling extreme claims via composite models and threshold selection methods
- Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
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