nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A Bayesian spatio-temporal model for precipitation extremes—STOR team contribution to the EVA2017 challenge
|
Barlow, Anna Maria |
|
2018 |
|
3 |
p. 431-439 |
artikel |
2 |
A complete convergence theorem for stationary regularly varying multivariate time series
|
Basrak, Bojan |
|
2016 |
|
3 |
p. 549-560 |
artikel |
3 |
A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values
|
Barbe, Philippe |
|
2016 |
|
3 |
p. 351-370 |
artikel |
4 |
Adapting the Hill estimator to distributed inference: dealing with the bias
|
Chen, Liujun |
|
|
|
3 |
p. 389-416 |
artikel |
5 |
A Directory of Coefficients of Tail Dependence
|
Janet E. Heffernan |
|
2000 |
|
3 |
p. 279-290 12 p. |
artikel |
6 |
A Directory of Coefficients of Tail Dependence
|
Heffernan, Janet E. |
|
2000 |
|
3 |
p. 279-290 |
artikel |
7 |
A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection
|
Arnoldo Frigessi |
|
2002 |
|
3 |
p. 219-235 17 p. |
artikel |
8 |
A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection
|
Frigessi, Arnoldo |
|
2002 |
|
3 |
p. 219-235 |
artikel |
9 |
A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
|
Gardes, Laurent |
|
2015 |
|
3 |
p. 479-510 |
artikel |
10 |
A generalization of the maximal-spacings in several dimensions and a convexity test.
|
Aaron, Catherine |
|
2017 |
|
3 |
p. 605-634 |
artikel |
11 |
A Location Invariant Hill-Type Estimator
|
M.I. Fraga Alves |
|
2001 |
|
3 |
p. 199-217 19 p. |
artikel |
12 |
A Location Invariant Hill-Type Estimator
|
Fraga Alves, M.I. |
|
2001 |
|
3 |
p. 199-217 |
artikel |
13 |
A Loss function approach to identifying environmental exceedances
|
Craigmile, Peter F. |
|
2006 |
|
3 |
p. 143-159 |
artikel |
14 |
Alternatives to a Semi-Parametric Estimator of Parameters of Rare EventsThe Jackknife Methodology
|
M. Ivette Gomes |
|
2000 |
|
3 |
p. 207-229 23 p. |
artikel |
15 |
Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology*
|
Ivette Gomes, M. |
|
2000 |
|
3 |
p. 207-229 |
artikel |
16 |
An extension of almost sure central limit theorem for order statistics
|
Bin, Tong |
|
2008 |
|
3 |
p. 201-209 |
artikel |
17 |
A nonparametric method for producing isolines of bivariate exceedance probabilities
|
Cooley, Daniel |
|
2019 |
|
3 |
p. 373-390 |
artikel |
18 |
A note on the representation of parametric models for multivariate extremes
|
Boldi, Marc-Olivier |
|
2008 |
|
3 |
p. 211-218 |
artikel |
19 |
An Upper Bound on the Binomial Process Approximation to the Exceedance Process
|
E. Kaufmann |
|
2002 |
|
3 |
p. 253-269 17 p. |
artikel |
20 |
An Upper Bound on the Binomial Process Approximation to the Exceedance Process
|
Kaufmann, E. |
|
2002 |
|
3 |
p. 253-269 |
artikel |
21 |
A refined Weissman estimator for extreme quantiles
|
Allouche, Michaël |
|
|
|
3 |
p. 545-572 |
artikel |
22 |
Asymptotic behavior of mean uniform norms for sequences of Gaussian processes and fields
|
Seleznjev, Oleg |
|
2006 |
|
3 |
p. 161-169 |
artikel |
23 |
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity
|
Wang, Tiandong |
|
|
|
3 |
p. 417-450 |
artikel |
24 |
Asymptotic expansion of Gaussian chaos via probabilistic approach
|
Hashorva, Enkelejd |
|
2015 |
|
3 |
p. 315-347 |
artikel |
25 |
Asymptotic normality of location invariant heavy tail index estimator
|
Li, Jiaona |
|
2009 |
|
3 |
p. 269-290 |
artikel |
26 |
Asymptotic properties of near Pfeifer records
|
Bose, Arup |
|
2010 |
|
3 |
p. 253-265 |
artikel |
27 |
Asymptotics of Maxima of Discrete Random Variables
|
Saralees Nadarajah |
|
2002 |
|
3 |
p. 287-294 8 p. |
artikel |
28 |
Asymptotics of Maxima of Discrete Random Variables
|
Nadarajah, Saralees |
|
2002 |
|
3 |
p. 287-294 |
artikel |
29 |
A two-step estimator of the extreme value index
|
Zhou, Chen |
|
2008 |
|
3 |
p. 281-302 |
artikel |
30 |
A weak law of large numbers for maxima
|
Szewczak, Zbigniew Stanisław |
|
2010 |
|
3 |
p. 325-341 |
artikel |
31 |
A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution
|
Stein, Michael L. |
|
|
|
3 |
p. 469-507 |
artikel |
32 |
Bayesian inference for clustered extremes
|
Fawcett, Lee |
|
2007 |
|
3 |
p. 217-233 |
artikel |
33 |
Bayesian model averaging for multivariate extremes
|
Sabourin, Anne |
|
2013 |
|
3 |
p. 325-350 |
artikel |
34 |
Bayesian uncertainty management in temporal dependence of extremes
|
Lugrin, T. |
|
2016 |
|
3 |
p. 491-515 |
artikel |
35 |
Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
|
Goegebeur, Yuri |
|
2019 |
|
3 |
p. 459-498 |
artikel |
36 |
Bivariate extreme-value copulas with discrete Pickands dependence measure
|
Mai, Jan-Frederik |
|
2010 |
|
3 |
p. 311-324 |
artikel |
37 |
Causal modelling of heavy-tailed variables and confounders with application to river flow
|
Pasche, Olivier C. |
|
|
|
3 |
p. 573-594 |
artikel |
38 |
Chord-length distribution functions and Rice formulae. Application to random media
|
Estrade, Anne |
|
2011 |
|
3 |
p. 333-352 |
artikel |
39 |
Clusters of extremes: modeling and examples
|
Markovich, Natalia M. |
|
2017 |
|
3 |
p. 519-538 |
artikel |
40 |
Comments on “Human life is unlimited – but short” by H. Rootzén and D. Zholud
|
Segers, Johan |
|
2018 |
|
3 |
p. 387-390 |
artikel |
41 |
Comments to Rootzén & Zholud: Human life is unlimited – but short
|
Keiding, Niels |
|
2018 |
|
3 |
p. 383-386 |
artikel |
42 |
Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences
|
Mikael Raab |
|
1999 |
|
3 |
p. 295-321 27 p. |
artikel |
43 |
Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences
|
Raab, Mikael |
|
1999 |
|
3 |
p. 295-321 |
artikel |
44 |
Conditional limit results for type I polar distributions
|
Hashorva, Enkelejd |
|
2008 |
|
3 |
p. 239-263 |
artikel |
45 |
Conditional normal extreme-value copulas
|
Krupskii, Pavel |
|
|
|
3 |
p. 403-431 |
artikel |
46 |
Constrained stochastic simulation—generation of time series around some specific event in a normal process
|
Bierbooms, Wim |
|
2006 |
|
3 |
p. 207-224 |
artikel |
47 |
Continuous simulation of storm processes
|
Demangeot, Marine |
|
|
|
3 |
p. 363-387 |
artikel |
48 |
Convergence of extreme values of Poisson point processes at small times
|
Buchmann, Boris |
|
|
|
3 |
p. 501-529 |
artikel |
49 |
Convex geometry of max-stable distributions
|
Molchanov, Ilya |
|
2008 |
|
3 |
p. 235-259 |
artikel |
50 |
Critical branching processes in random environment with immigration: survival of a single family
|
Smadi, Charline |
|
|
|
3 |
p. 433-460 |
artikel |
51 |
CRPS M-estimation for max-stable models
|
Yuen, Robert |
|
2014 |
|
3 |
p. 387-410 |
artikel |
52 |
Diagnostics for Pairwise Extremal Dependence in Spatial Processes
|
Miguel A. Ancona-Navarrete |
|
2002 |
|
3 |
p. 271-285 15 p. |
artikel |
53 |
Diagnostics for Pairwise Extremal Dependence in Spatial Processes
|
Ancona-Navarrete, Miguel A. |
|
2002 |
|
3 |
p. 271-285 |
artikel |
54 |
Discretization of distributions in the maximum domain of attraction
|
Shimura, Takaaki |
|
2011 |
|
3 |
p. 299-317 |
artikel |
55 |
Discussion of “human life is unlimited-but short” by H Rootzén and D Zholud
|
Nerman, Olle |
|
2018 |
|
3 |
p. 411-413 |
artikel |
56 |
Discussion on “Human life is unlimited but short” by Holger Rootzén and Dmitrii Zholud
|
Zhou, Chen |
|
2018 |
|
3 |
p. 405-410 |
artikel |
57 |
Distances in random graphs with infinite mean degrees
|
Esker, Henri van den |
|
2006 |
|
3 |
p. 111-141 |
artikel |
58 |
Distribution-free inference in record series
|
Hoayek, Anis S. |
|
2017 |
|
3 |
p. 585-603 |
artikel |
59 |
Editorial: special issue on the extreme value analysis conference challenge “prediction of extremal precipitation”
|
Wintenberger, Olivier |
|
2018 |
|
3 |
p. 425-429 |
artikel |
60 |
Editorial: special issue on time series extremes
|
Kulik, Rafal |
|
2016 |
|
3 |
p. 463-466 |
artikel |
61 |
Editorial: The 20th Anniversary of the Extremes Journal
|
Rootzén, Holger |
|
2018 |
|
3 |
p. 363-364 |
artikel |
62 |
Environmental contours as Voronoi cells
|
Hafver, Andreas |
|
|
|
3 |
p. 451-486 |
artikel |
63 |
Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC
|
Roberts, Gareth O. |
|
2010 |
|
3 |
p. 373-374 |
artikel |
64 |
Estimation of a Support Curve via Order Statistics
|
I. Gijbels |
|
2000 |
|
3 |
p. 251-277 27 p. |
artikel |
65 |
Estimation of a Support Curve via Order Statistics
|
Gijbels, I. |
|
2000 |
|
3 |
p. 251-277 |
artikel |
66 |
Estimation of the extreme value index and extreme quantiles under random censoring
|
Beirlant, Jan |
|
2007 |
|
3 |
p. 151-174 |
artikel |
67 |
Evaluating Improvements for Spacings of Order Statistics
|
Mohammad Z. Raqab |
|
2003 |
|
3 |
p. 259-273 15 p. |
artikel |
68 |
Evaluating Improvements for Spacings of Order Statistics
|
Raqab, Mohammad Z. |
|
2003 |
|
3 |
p. 259-273 |
artikel |
69 |
Exceedance-based nonlinear regression of tail dependence
|
Mhalla, Linda |
|
2019 |
|
3 |
p. 523-552 |
artikel |
70 |
Exceedances over High Thresholds: A Guide to Threshold Selection
|
D.J. Dupuis |
|
1999 |
|
3 |
p. 251-261 11 p. |
artikel |
71 |
Exceedances over High Thresholds: A Guide to Threshold Selection
|
Dupuis, D.J. |
|
1999 |
|
3 |
p. 251-261 |
artikel |
72 |
Extrapolation of Rainflow Matrices
|
Pär Johannesson |
|
2001 |
|
3 |
p. 241-262 22 p. |
artikel |
73 |
Extrapolation of Rainflow Matrices
|
Johannesson, Pär |
|
2001 |
|
3 |
p. 241-262 |
artikel |
74 |
Extremal behavior of the heat random field
|
Kozachenko, Yu. V. |
|
2006 |
|
3 |
p. 191-205 |
artikel |
75 |
Extreme Shock Models
|
Allan Gut |
|
1999 |
|
3 |
p. 295-307 13 p. |
artikel |
76 |
Extreme Shock Models
|
Gut, Allan |
|
1999 |
|
3 |
p. 295-307 |
artikel |
77 |
Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
|
Konakov, Valentin |
|
|
|
3 |
p. 617-651 |
artikel |
78 |
Extremes of independent Gaussian processes
|
Kabluchko, Zakhar |
|
2010 |
|
3 |
p. 285-310 |
artikel |
79 |
Extremes of Integer-Valued Moving Average Models with Regularly Varying Tails
|
Andreia Hall |
|
2001 |
|
3 |
p. 219-239 21 p. |
artikel |
80 |
Extremes of Integer-Valued Moving Average Models with Regularly Varying Tails
|
Hall, Andreia |
|
2001 |
|
3 |
p. 219-239 |
artikel |
81 |
Extremes of Lévy driven mixed MA processes with convolution equivalent distributions
|
Fasen, Vicky |
|
2008 |
|
3 |
p. 265-296 |
artikel |
82 |
Extremes of Markov random fields on block graphs: Max-stable limits and structured Hüsler–Reiss distributions
|
Asenova, Stefka |
|
|
|
3 |
p. 433-468 |
artikel |
83 |
Extremes of spherical fractional Brownian motion
|
Cheng, Dan |
|
2019 |
|
3 |
p. 433-457 |
artikel |
84 |
Extremes of stationary random fields on a lattice
|
Ling, Chengxiu |
|
2019 |
|
3 |
p. 391-411 |
artikel |
85 |
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series
|
Davis, Richard A. |
|
2016 |
|
3 |
p. 517-547 |
artikel |
86 |
Extreme value copula estimation based on block maxima of a multivariate stationary time series
|
Bücher, Axel |
|
2014 |
|
3 |
p. 495-528 |
artikel |
87 |
Extreme values for characteristic radii of a Poisson-Voronoi Tessellation
|
Calka, Pierre |
|
2014 |
|
3 |
p. 359-385 |
artikel |
88 |
Extreme values of a portfolio of Gaussian processes and a trend
|
Hüsler, Jürg |
|
2006 |
|
3 |
p. 171-189 |
artikel |
89 |
Extreme values of the uniform order 1 autoregressive processes and missing observations
|
Glavaš, Lenka |
|
2017 |
|
3 |
p. 671-690 |
artikel |
90 |
First passage times for Slepian process with linear and piecewise linear barriers
|
Zhigljavsky, Anatoly |
|
|
|
3 |
p. 565-589 |
artikel |
91 |
Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the M1-topology
|
Iksanov, Alexander |
|
2017 |
|
3 |
p. 567-583 |
artikel |
92 |
Functional regular variation of Lévy-driven multivariate mixed moving average processes
|
Moser, Martin |
|
2013 |
|
3 |
p. 351-382 |
artikel |
93 |
Generalized Pickands constants and stationary max-stable processes
|
Dȩbicki, Krzysztof |
|
2017 |
|
3 |
p. 493-517 |
artikel |
94 |
Heavy-tailed phase-type distributions: a unified approach
|
Bladt, Martin |
|
|
|
3 |
p. 529-565 |
artikel |
95 |
High-dimensional inference using the extremal skew-t process
|
Beranger, B. |
|
|
|
3 |
p. 653-685 |
artikel |
96 |
Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables
|
Asenova, Stefka |
|
|
|
3 |
p. 461-500 |
artikel |
97 |
Inference on the endpoint of human lifespan and its inherent statistical difficulty
|
Stoev, Stilian A. |
|
2018 |
|
3 |
p. 391-404 |
artikel |
98 |
INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
|
Opitz, Thomas |
|
2018 |
|
3 |
p. 441-462 |
artikel |
99 |
Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)
|
Ferreira, A. |
|
2018 |
|
3 |
p. 373-382 |
artikel |
100 |
Jump tail dependence in Lévy copula models
|
Grothe, Oliver |
|
2012 |
|
3 |
p. 303-324 |
artikel |
101 |
Lan of Thinned Empirical Processes with an Application to Fuzzy Set Density Estimation
|
Michael Falk |
|
1999 |
|
3 |
p. 323-349 27 p. |
artikel |
102 |
Lan of Thinned Empirical Processes with an Application to Fuzzy Set Density Estimation
|
Falk, Michael |
|
1999 |
|
3 |
p. 323-349 |
artikel |
103 |
Large Deviation Probabilities for Square-Gaussian Stochastic Processes
|
Yuri Kozachenko |
|
1999 |
|
3 |
p. 269-293 25 p. |
artikel |
104 |
Large Deviation Probabilities for Square-Gaussian Stochastic Processes
|
Kozachenko, Yuri |
|
1999 |
|
3 |
p. 269-293 |
artikel |
105 |
Large excursion probabilities for random fields close to Gaussian ones
|
Rudzkis, Rimantas |
|
|
|
3 |
p. 591-615 |
artikel |
106 |
Large nearest neighbour balls in hyperbolic stochastic geometry
|
Otto, Moritz |
|
|
|
3 |
p. 413-431 |
artikel |
107 |
Level curves crossings and applications for Gaussian models
|
Kratz, Marie F. |
|
2009 |
|
3 |
p. 315-351 |
artikel |
108 |
Limit theorems for the diameter of a random sample in the unit ball
|
Mayer, Michael |
|
2007 |
|
3 |
p. 129-150 |
artikel |
109 |
Mass distributions of two-dimensional extreme-value copulas and related results
|
Trutschnig, Wolfgang |
|
2016 |
|
3 |
p. 405-427 |
artikel |
110 |
Matrix Mittag–Leffler distributions and modeling heavy-tailed risks
|
Albrecher, Hansjörg |
|
|
|
3 |
p. 425-450 |
artikel |
111 |
Maxima and sums of non-stationary random length sequences
|
Markovich, Natalia M. |
|
|
|
3 |
p. 451-464 |
artikel |
112 |
Maxima of moving maxima of continuous functions
|
Meinguet, Thomas |
|
2011 |
|
3 |
p. 267-297 |
artikel |
113 |
Modelling Extremal Events for Insurance and Finance, by P. Embrechts, C. Klu¨ppelberg, and T. Mikosch. Springer, Applications of Mathematics vol. 33, 1997, ISBN 3-540-60931-8, DM 118:-
|
Anders Martin-Lo¨f |
|
1999 |
|
3 |
p. 365-366 2 p. |
artikel |
114 |
Modelling Extremal Events for Insurance and Finance, by P. Embrechts, C. Klu¨ppelberg, and T. Mikosch. Springer, Applications of Mathematics vol. 33, 1997, ISBN 3-540-60931-8, DM 118:-
|
Martin-Lo¨f, Anders |
|
1999 |
|
3 |
p. 365-366 |
artikel |
115 |
Models and Inference for Corrosion Pit Depth Data
|
Isogai, Takafumi |
|
2005 |
|
3 |
p. 253-270 |
artikel |
116 |
Multi-normex distributions for the sum of random vectors. Rates of convergence
|
Kratz, Marie |
|
|
|
3 |
p. 509-544 |
artikel |
117 |
New Estimators for the Extremal Index and Other Cluster Characteristics
|
Fabrizio Laurini |
|
2003 |
|
3 |
p. 189-211 23 p. |
artikel |
118 |
New Estimators for the Extremal Index and Other Cluster Characteristics
|
Laurini, Fabrizio |
|
2003 |
|
3 |
p. 189-211 |
artikel |
119 |
Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
|
Durrieu, Gilles |
|
2015 |
|
3 |
p. 437-478 |
artikel |
120 |
Non-Parametric Estimation of the Limit Dependence Function of Multivariate Extremes
|
B. Abdous |
|
1999 |
|
3 |
p. 245-268 24 p. |
artikel |
121 |
Non-Parametric Estimation of the Limit Dependence Function of Multivariate Extremes
|
Abdous, B. |
|
1999 |
|
3 |
p. 245-268 |
artikel |
122 |
On agricultural commodities’ extreme price risk
|
van Oordt, Maarten R. C. |
|
|
|
3 |
p. 531-563 |
artikel |
123 |
On a Test Statistic for Linear Trend
|
J.M.P. Albin |
|
2003 |
|
3 |
p. 247-258 12 p. |
artikel |
124 |
On a Test Statistic for Linear Trend
|
Albin, J.M.P. |
|
2003 |
|
3 |
p. 247-258 |
artikel |
125 |
On convergence of extremes under power normalization
|
Peng, Zuoxiang |
|
2012 |
|
3 |
p. 285-301 |
artikel |
126 |
On Extreme Regression Quantiles
|
Stephen Portnoy |
|
1999 |
|
3 |
p. 227-243 17 p. |
artikel |
127 |
On Extreme Regression Quantiles
|
Portnoy, Stephen |
|
1999 |
|
3 |
p. 227-243 |
artikel |
128 |
On Lower Tail Probabilities of Positive Random Sums
|
Albin, J. M. P. |
|
2005 |
|
3 |
p. 199-220 |
artikel |
129 |
On maximum of Gaussian random field having unique maximum point of its variance
|
Kobelkov, Sergey G. |
|
2019 |
|
3 |
p. 413-432 |
artikel |
130 |
On maximum of Gaussian random field having unique maximum point of its variance
|
Kobelkov, Sergey G. |
|
|
|
3 |
p. 413-432 |
artikel |
131 |
On max-stable processes and the functional D-norm
|
Aulbach, Stefan |
|
2012 |
|
3 |
p. 255-283 |
artikel |
132 |
On Rates of Uniform Convergence of Lower Extreme Generalized Order Statistics
|
Marohn, Frank |
|
2005 |
|
3 |
p. 271-280 |
artikel |
133 |
On shape of high massive excursions of trajectories of Gaussian homogeneous fields
|
Hüsler, Jürg |
|
2016 |
|
3 |
p. 691-711 |
artikel |
134 |
On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws
|
Maddipatla, Sreehari |
|
2010 |
|
3 |
p. 267-283 |
artikel |
135 |
On the asymptotic distribution of the scan statistic for empirical distributions
|
Ying, Andrew |
|
|
|
3 |
p. 487-528 |
artikel |
136 |
On the infimum attained by the reflected fractional Brownian motion
|
Dębicki, K. |
|
2014 |
|
3 |
p. 431-446 |
artikel |
137 |
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