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

Multivariate maxima of moving multivariate maxima

JOURNAL ARTICLE published August 2012 in Statistics & Probability Letters

Authors: Helena Ferreira

Maxima of moving maxima of continuous functions

JOURNAL ARTICLE published September 2012 in Extremes

Authors: Thomas Meinguet

The behavior of multivariate maxima of moving maxima processes

JOURNAL ARTICLE published December 2004 in Journal of Applied Probability

Authors: Zhengjun Zhang | Richard L. Smith

The behavior of multivariate maxima of moving maxima processes

JOURNAL ARTICLE published December 2004 in Journal of Applied Probability

Authors: Zhengjun Zhang | Richard L. Smith

Conditional sampling for max-stable processes with a mixed moving maxima representation

JOURNAL ARTICLE published March 2014 in Extremes

Authors: Marco Oesting | Martin Schlather

Multivariate distributions of maxima and extremes for Gaussian vector-processes

JOURNAL ARTICLE published July 1994 in Structural Safety

Authors: Bernt J. Leira

Functional weak convergence of partial maxima processes

JOURNAL ARTICLE published March 2016 in Extremes

Research funded by Hrvatska Zaklada za Znanost (3526)

Authors: Danijel Krizmanić

Max-Autoregressive and Moving Maxima Models for Extremes

BOOK CHAPTER published 6 January 2016 in Extreme Value Modeling and Risk Analysis

Subsampling extremes: From block maxima to smooth tail estimation

JOURNAL ARTICLE published September 2014 in Journal of Multivariate Analysis

Authors: Stefan Wager

JOURNAL ARTICLE published 2001 in Extremes

Authors: Janet E. Heffernan | Jonathan A. Tawn

JOURNAL ARTICLE published 1999 in Extremes

Authors: Stuart Coles | Janet Heffernan | Jonathan Tawn

Weak convergence of partial maxima processes in the M 1 topology

JOURNAL ARTICLE published September 2014 in Extremes

Authors: Danijel Krizmanić

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

Weak convergence of multivariate partial maxima processes

JOURNAL ARTICLE published March 2017 in Journal of Multivariate Analysis

Research funded by Hrvatska Zaklada za Znanost (3526)

Authors: Danijel Krizmanić

Maxima and Minima and Extremal Theory for Dependent Processes

BOOK CHAPTER published 1983 in Springer Series in Statistics

Authors: M. R. Leadbetter | Georg Lindgren | Holger Rootzén

Certain bivariate distributions and random processes connected with maxima and minima

JOURNAL ARTICLE published June 2018 in Extremes

Research funded by Riksbankens Jubileumsfond (P13-1024:1) | Vetenskapsrådet (2013-5180) | European Union’s Seventh Framework Programme (318984)

Authors: Tomasz J. Kozubowski | Krzysztof Podgórski

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

Basic Theory of Multivariate Maxima

BOOK CHAPTER published 2004 in Laws of Small Numbers: Extremes and Rare Events

Authors: Michael Falk | Rolf-Dieter Reiss | Jürg Hüsler

Basic Theory of Multivariate Maxima

BOOK CHAPTER published 2011 in Laws of Small Numbers: Extremes and Rare Events

Authors: Michael Falk | Jürg Hüsler | Rolf-Dieter Reiss