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On relative stability and weighted laws of large numbers

Extremes (Boston), 2017-03, Vol.20 (1), p.1-31

2017

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The tail process and tail measure of continuous time regularly varying stochastic processes

Extremes (Boston), 2022-03, Vol.25 (1), p.107-173

Soulier, Philippe

2022

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An estimator of the stable tail dependence function based on the empirical beta copula

Extremes (Boston), 2018-12, Vol.21 (4), p.581-600

2018

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Multivariate subexponential distributions and their applications

Extremes (Boston), 2016-06, Vol.19 (2), p.171-196

2016

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Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction

Extremes (Boston), 2022-03, Vol.25 (1), p.79-105

2022

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Exact simulation of Brown-Resnick random fields at a finite number of locations

Extremes (Boston), 2015-06, Vol.18 (2), p.301-314

2015

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Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Extremes (Boston), 2023-03, Vol.26 (1), p.183-239

2023

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Regression-type analysis for multivariate extreme values

Extremes (Boston), 2022-12, Vol.25 (4), p.595-622

2022

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Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

Extremes (Boston), 2021-09, Vol.24 (3), p.617-651

2021

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Extreme values of linear processes with heavy-tailed innovations and missing observations

Extremes (Boston), 2020-12, Vol.23 (4), p.547-567

2020

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Sup-norm convergence rates for Lévy density estimation

Extremes (Boston), 2016-09, Vol.19 (3), p.371-403

2016

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Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution

Extremes (Boston), 2020-12, Vol.23 (4), p.603-628

2020

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Approximation and estimation of very small probabilities of multivariate extreme events

Extremes (Boston), 2016-12, Vol.19 (4), p.687-717

Valk, Cees de

2016

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On the tail behavior of a class of multivariate conditionally heteroskedastic processes

Extremes (Boston), 2018-06, Vol.21 (2), p.261-284

2018

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Risk concentration under second order regular variation

Extremes (Boston), 2020-09, Vol.23 (3), p.381-410

2020

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Detecting a conditional extreme value model

Extremes (Boston), 2011-03, Vol.14 (1), p.29-61

2011

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Extremes of weighted Brownian Bridges in increasing dimension

Extremes (Boston), 2012-12, Vol.15 (4), p.491-509

Jirak, Moritz

2012

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Review of testing issues in extremes: in honor of Professor Laurens de Haan

Extremes (Boston), 2008-03, Vol.11 (1), p.99-111

2008

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An interview with Laurens de Haan

Extremes (Boston), 2012-03, Vol.15 (1), p.43-66

Drees, Holger

2012

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Conditioning exceedances on covariate processes

Extremes (Boston), 2011-12, Vol.14 (4), p.451-471

2011

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Capturing the multivariate extremal index: bounds and interconnections

Extremes (Boston), 2008-12, Vol.11 (4), p.353-377

2008

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On relative stability and weighted laws of large numbers

The tail process and tail measure of continuous time regularly varying stochastic processes

An estimator of the stable tail dependence function based on the empirical beta copula

Multivariate subexponential distributions and their applications

Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction

Exact simulation of Brown-Resnick random fields at a finite number of locations

Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Regression-type analysis for multivariate extreme values

Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

Extreme values of linear processes with heavy-tailed innovations and missing observations

Sup-norm convergence rates for Lévy density estimation

Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution

Approximation and estimation of very small probabilities of multivariate extreme events

On the tail behavior of a class of multivariate conditionally heteroskedastic processes

Risk concentration under second order regular variation

Detecting a conditional extreme value model

Extremes of weighted Brownian Bridges in increasing dimension

Review of testing issues in extremes: in honor of Professor Laurens de Haan

An interview with Laurens de Haan

Conditioning exceedances on covariate processes

Capturing the multivariate extremal index: bounds and interconnections

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