Pub Date : 2022-12-27DOI: 10.1007/s10687-022-00452-8
Michael Allouche, Jonathan El Methni, S. Girard
{"title":"A refined Weissman estimator for extreme quantiles","authors":"Michael Allouche, Jonathan El Methni, S. Girard","doi":"10.1007/s10687-022-00452-8","DOIUrl":"https://doi.org/10.1007/s10687-022-00452-8","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49009067","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-02DOI: 10.1007/s10687-023-00471-z
A. Janssen, Sebastian Neblung, Stilian A. Stoev
{"title":"Tail-dependence, exceedance sets, and metric embeddings","authors":"A. Janssen, Sebastian Neblung, Stilian A. Stoev","doi":"10.1007/s10687-023-00471-z","DOIUrl":"https://doi.org/10.1007/s10687-023-00471-z","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44141588","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-09DOI: 10.1007/s10687-022-00449-3
T. Rychlik, Magdalena Szymkowiak
{"title":"Conditions for finiteness and bounds on moments of record values from iid continuous life distributions","authors":"T. Rychlik, Magdalena Szymkowiak","doi":"10.1007/s10687-022-00449-3","DOIUrl":"https://doi.org/10.1007/s10687-022-00449-3","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-11-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52394370","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-10-14DOI: 10.1007/s10687-022-00445-7
B. Ivanoff, Rafal Kulik, Hicham Loukrati
{"title":"Integral Functionals and the Bootstrap for the Tail Empirical Process","authors":"B. Ivanoff, Rafal Kulik, Hicham Loukrati","doi":"10.1007/s10687-022-00445-7","DOIUrl":"https://doi.org/10.1007/s10687-022-00445-7","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45983145","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-10-14DOI: 10.1007/s10687-022-00455-5
B. Ivanoff, Rafal Kulik, Hicham Loukrati
{"title":"Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process","authors":"B. Ivanoff, Rafal Kulik, Hicham Loukrati","doi":"10.1007/s10687-022-00455-5","DOIUrl":"https://doi.org/10.1007/s10687-022-00455-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48340572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-06-24DOI: 10.1007/s10687-022-00444-8
Jan Holešovský, M. Fusek
{"title":"Improved interexceedance-times-based estimator of the extremal index using truncated distribution","authors":"Jan Holešovský, M. Fusek","doi":"10.1007/s10687-022-00444-8","DOIUrl":"https://doi.org/10.1007/s10687-022-00444-8","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43272981","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-05-16DOI: 10.1007/s10687-023-00475-9
Léo R. Belzile, Christophe Dutang, P. Northrop, T. Opitz
{"title":"A modeler’s guide to extreme value software","authors":"Léo R. Belzile, Christophe Dutang, P. Northrop, T. Opitz","doi":"10.1007/s10687-023-00475-9","DOIUrl":"https://doi.org/10.1007/s10687-023-00475-9","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41272920","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-05-09DOI: 10.1007/s10687-022-00438-6
Marine Demangeot, Rémi Carnec, E. Chautru, C. Lantuéjoul
{"title":"Continuous simulation of storm processes","authors":"Marine Demangeot, Rémi Carnec, E. Chautru, C. Lantuéjoul","doi":"10.1007/s10687-022-00438-6","DOIUrl":"https://doi.org/10.1007/s10687-022-00438-6","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49125148","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-02-23DOI: 10.1007/s10687-022-00453-7
S. Tendijck, J. Tawn, P. Jonathan
{"title":"Extremal characteristics of conditional models","authors":"S. Tendijck, J. Tawn, P. Jonathan","doi":"10.1007/s10687-022-00453-7","DOIUrl":"https://doi.org/10.1007/s10687-022-00453-7","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49334084","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}