Regular Score Tests of Independence in Multivariate Extreme Values

JOURNAL ARTICLE published June 2005 in Extremes

Authors: Alexandra Ramos | Anthony Ledford

Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation

JOURNAL ARTICLE published March 2014 in Extremes

Authors: Emma F. Eastoe | Janet E. Heffernan | Jonathan A. Tawn

Portfolio risk assessment using multivariate extreme value methods

JOURNAL ARTICLE published December 2014 in Extremes

Authors: Sawsan Hilal | Ser-Huang Poon | Jonathan Tawn

Regression-type analysis for multivariate extreme values

JOURNAL ARTICLE published December 2022 in Extremes

Research funded by fundação para a ciência e a tecnologia (PTDC/MAT-STA/28649/2017,UID/MAT/00006/2020) | fundação para a ciência e a tecnologia (UIDB/00297/2020) | maxwell institute (EP/L016508/01)

Authors: Miguel de Carvalho | Alina Kumukova | Gonçalo dos Reis

Asymptotically (in)dependent multivariate maxima of moving maxima processes

JOURNAL ARTICLE published 12 August 2007 in Extremes

Authors: Janet E. Heffernan | Jonathan A. Tawn | Zhengjun Zhang

Extreme values statistics for Markov chains via the (pseudo-) regenerative method

JOURNAL ARTICLE published December 2009 in Extremes

Authors: Patrice Bertail | Stéphan Clémençon | Jessica Tressou

Testing the independence of maxima: from bivariate vectors to spatial extreme fields

JOURNAL ARTICLE published June 2010 in Extremes

Authors: Jean-Noël Bacro | Liliane Bel | Christian Lantuéjoul

Approximate Values for the Moments of Extreme Order Statistics in Large Samples

BOOK CHAPTER published 1984 in Statistical Extremes and Applications

Authors: G. Ramachandran

Multivariate Extreme Value Theory

OTHER published 27 August 2004 in Statistics of Extremes

Approximation and estimation of very small probabilities of multivariate extreme events

JOURNAL ARTICLE published December 2016 in Extremes

Authors: Cees de Valk

Modeling clusters of extreme values

JOURNAL ARTICLE published March 2014 in Extremes

Authors: Natalia M. Markovich

Extreme geometric quantiles in a multivariate regular variation framework

JOURNAL ARTICLE published December 2015 in Extremes

Authors: Stéphane Girard | Gilles Stupfler

Extreme value properties of multivariate t copulas

JOURNAL ARTICLE published June 2009 in Extremes

Authors: Aristidis K. Nikoloulopoulos | Harry Joe | Haijun Li

Multivariate extreme value copulas with factor and tree dependence structures

JOURNAL ARTICLE published March 2018 in Extremes

Research funded by NSERC Discovery Grant (8698)

Authors: David Lee | Harry Joe

Erratum to: Modeling clusters of extreme values

JOURNAL ARTICLE published March 2016 in Extremes

Research funded by the Russian Foundation for Basic Research (grant 13-08-00744 A)

Authors: Natalia M. Markovich

Detecting breaks in the dependence of multivariate extreme-value distributions

JOURNAL ARTICLE published March 2017 in Extremes

Research funded by Deutsche Forschungsgemeinschaft (SFB 823)

Authors: Axel Bücher | Paul Kinsvater | Ivan Kojadinovic

Some aspects of extreme value statistics under serial dependence

JOURNAL ARTICLE published March 2008 in Extremes

Authors: Holger Drees

On conditional extreme values of random vectors with polar representation

JOURNAL ARTICLE published June 2014 in Extremes

Authors: Miriam Isabel Seifert

Extreme value copula estimation based on block maxima of a multivariate stationary time series

JOURNAL ARTICLE published September 2014 in Extremes

Authors: Axel Bücher | Johan Segers

Extreme values for characteristic radii of a Poisson-Voronoi Tessellation

JOURNAL ARTICLE published September 2014 in Extremes

Authors: Pierre Calka | Nicolas Chenavier