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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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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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Multivariate subexponential distributions and their applications

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

2016

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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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Regression-type analysis for multivariate extreme values

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

2022

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Mass distributions of two-dimensional extreme-value copulas and related results

Extremes (Boston), 2016-09, Vol.19 (3), p.405-427

2016

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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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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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Extreme values of the uniform order 1 autoregressive processes and missing observations

Extremes (Boston), 2017-09, Vol.20 (3), p.671-690

2017

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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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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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Risk concentration under second order regular variation

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

2020

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Functional weak convergence of partial maxima processes

Extremes (Boston), 2016-03, Vol.19 (1), p.7-23

Krizmanic, Danijel

2016

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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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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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Canonical spectral representation for exchangeable max-stable sequences

Extremes (Boston), 2020-03, Vol.23 (1), p.151-169

Mai, Jan-Frederik

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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Processes of r t h largest

Extremes (Boston), 2018-12, Vol.21 (4), p.485-508

2018

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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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Rare-event asymptotics for the number of exceedances of multiplicative factor models

Extremes (Boston), 2015-09, Vol.18 (3), p.511-527

Robert, Christian Y.

2015

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Extreme values for characteristic radii of a Poisson-Voronoi Tessellation

Extremes (Boston), 2014-09, Vol.17 (3), p.359-385

2014

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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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Weak convergence of partial maxima processes in the M^sub 1^ topology

Extremes (Boston), 2014-09, Vol.17 (3), p.447

Krizmanic, Danijel

2014

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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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On relative stability and weighted laws of large numbers

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

Multivariate subexponential distributions and their applications

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

Regression-type analysis for multivariate extreme values

Mass distributions of two-dimensional extreme-value copulas and related results

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

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

Extreme values of the uniform order 1 autoregressive processes and missing observations

Sup-norm convergence rates for Lévy density estimation

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

Risk concentration under second order regular variation

Functional weak convergence of partial maxima processes

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

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

Canonical spectral representation for exchangeable max-stable sequences

Approximation and estimation of very small probabilities of multivariate extreme events

Processes of r t h largest

Detecting a conditional extreme value model

Rare-event asymptotics for the number of exceedances of multiplicative factor models

Extreme values for characteristic radii of a Poisson-Voronoi Tessellation

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

Weak convergence of partial maxima processes in the M^sub 1^ topology

Extremes of weighted Brownian Bridges in increasing dimension

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