Inference for Clusters of Extreme Values

JOURNAL ARTICLE published 1 May 2003 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Christopher A. T. Ferro | Johan Segers

Rank-based inference for bivariate extreme-value copulas

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: Christian Genest | Johan Segers

Tail inference using extreme U-statistics

JOURNAL ARTICLE published 1 January 2023 in Electronic Journal of Statistics

Authors: Jochem Oorschot | Johan Segers | Chen Zhou

Inference for the limiting cluster size distribution of extreme values

JOURNAL ARTICLE published 1 February 2009 in The Annals of Statistics

Authors: Christian Y. Robert

Nonparametric Inference for Max-Stable Dependence

JOURNAL ARTICLE published 1 May 2012 in Statistical Science

Authors: Johan Segers

Non-Parametric Inference for Bivariate Extreme-Value Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Johan Segers

A sliding blocks estimator for the extremal index

JOURNAL ARTICLE published 1 January 2009 in Electronic Journal of Statistics

Authors: Christian Y. Robert | Johan Segers | Christopher A.T. Ferro

A dependence measure for multivariate and spatial extreme values: Properties and inference

JOURNAL ARTICLE published 1 March 2003 in Biometrika

Authors: M. Schlather

Inference for heavy tailed stationary time series based on sliding blocks

JOURNAL ARTICLE published 1 January 2018 in Electronic Journal of Statistics

Authors: Axel Bücher | Johan Segers

Generalized Pickands estimators for the extreme value index

JOURNAL ARTICLE published February 2005 in Journal of Statistical Planning and Inference

Authors: Johan Segers

Nonparametric estimation of multivariate extreme-value copulas

JOURNAL ARTICLE published December 2012 in Journal of Statistical Planning and Inference

Authors: Gordon Gudendorf | Johan Segers

An Introduction to Parametric Inference

BOOK CHAPTER published in Statistical Analysis of Extreme Values

ADOPTION

BOOK CHAPTER published 15 February 2003 in Family Law

Statistical Inference Using Extreme Order Statistics

JOURNAL ARTICLE published 1 January 1975 in The Annals of Statistics

Authors: James Pickands III

Editorial: Special Issue on “Causal Inference”

JOURNAL ARTICLE published 1 August 2020 in Statistical Science

Authors: Jason Roy | Dylan Small

Approximate Distributions of Clusters of Extremes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Johan Segers

Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: John H. J. Einmahl | Johan Segers

Statistical inference on a changing extreme value dependence structure

JOURNAL ARTICLE published 1 August 2023 in The Annals of Statistics

Authors: Holger Drees

Extreme values of the tent map process

JOURNAL ARTICLE published December 2003 in Statistics & Probability Letters

Authors: George Haiman

Extreme Values and Choice Theory

BOOK CHAPTER published 1994 in Extreme Value Theory and Applications

Authors: Sidney I. Resnick | Rishin Roy