Extremes

Papers
(The median citation count of Extremes is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-02-01 to 2025-02-01.)
ArticleCitations
Conditional normal extreme-value copulas34
Remembering Ross Leadbetter: some personal recollections12
Large excursion probabilities for random fields close to Gaussian ones11
Pandemic-type failures in multivariate Brownian risk models10
Tail-dependence, exceedance sets, and metric embeddings9
New characterizations of multivariate Max-domain of attraction and D-Norms7
Palm theory for extremes of stationary regularly varying time series and random fields7
Choquet random sup-measures with aggregations6
Running minimum in the best-choice problem6
On approximating dependence function and its derivatives6
Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes6
Causality in extremes of time series5
On agricultural commodities’ extreme price risk5
Extreme value statistics for analysing simulated environmental extremes5
Semiparametric approaches for the inference of univariate and multivariate extremes5
Editorial: EVA 2021 data challenge on spatiotemporal prediction of wildfire extremes in the USA4
Tail adversarial stability for regularly varying linear processes and their extensions4
A modeler’s guide to extreme value software4
Extremal characteristics of conditional models4
Stochastic ordering in multivariate extremes3
Extremal clustering in non-stationary random sequences3
On Gaussian triangular arrays in the case of strong dependence3
Estimation of spatio-temporal extreme distribution using a quantile factor model3
Editorial to the special issue: Statistical modeling of environmental extremes3
Modern extreme value statistics for Utopian extremes. EVA (2023) Conference Data Challenge: Team Yalla3
Correlation of powers of Hüsler–Reiss vectors and Brown–Resnick fields, and application to insured wind losses3
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes3
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics3
Functional strong law of large numbers for Betti numbers in the tail3
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields2
On ruin probabilities with risky investments in a stock with stochastic volatility2
Tail probabilities of random linear functions of regularly varying random vectors2
Randomly stopped extreme Zipf extensions2
Analysis of wildfires and their extremes via spatial quantile autoregressive model2
A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution2
Environmental contours as Voronoi cells2
Adapting the Hill estimator to distributed inference: dealing with the bias2
Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors2
Tail processes and tail measures: An approach via Palm calculus1
Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing1
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function1
Extremes of locally-homogenous vector-valued Gaussian processes1
On the asymptotic distribution of the scan statistic for empirical distributions1
Critical branching processes in random environment with immigration: survival of a single family1
Limit theorems for branching processes with immigration in a random environment1
Improved interexceedance-times-based estimator of the extremal index using truncated distribution1
Continuous simulation of storm processes1
Reconstruction of incomplete wildfire data using deep generative models1
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes1
Inference for bivariate extremes via a semi-parametric angular-radial model1
Multi-normex distributions for the sum of random vectors. Rates of convergence1
A marginal modelling approach for predicting wildfire extremes across the contiguous United States1
Point process convergence for symmetric functions of high-dimensional random vectors1
Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process1
Extreme value theory for spatial random fields – with application to a Lévy-driven field1
Heavy-tailed phase-type distributions: a unified approach1
Extremes of Markov random fields on block graphs: Max-stable limits and structured Hüsler–Reiss distributions1
Testing mean changes by maximal ratio statistics1
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