Statistical inference for heavy tailed series with extremal independence Clemonell Bilayi-BiakanaRafaĆ KulikPhilippe Soulier OriginalPaper 13 December 2019 Pages: 1 - 33
Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb {R}^{d}\) Dmitry KorshunovLongmin Wang OriginalPaper 11 September 2019 Pages: 35 - 54
Robust quantile estimation under bivariate extreme value models Sojung KimKyoung-Kuk KimHeelang Ryu OriginalPaper 05 September 2019 Pages: 55 - 83
Trend detection for heteroscedastic extremes Aline MeflehRomain BiardZaher Khraibani OriginalPaper 03 September 2019 Pages: 85 - 115
Simultaneous confidence bands for extremal quantile regression with splines Takuma Yoshida OriginalPaper 30 August 2019 Pages: 117 - 149
Canonical spectral representation for exchangeable max-stable sequences Jan-Frederik Mai OriginalPaper 14 August 2019 Pages: 151 - 169
Are extreme value estimation methods useful for network data? Phyllis WanTiandong WangSidney I. Resnick OriginalPaper 09 August 2019 Pages: 171 - 195