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 2021-09-01 to 2025-09-01.)
ArticleCitations
Tail adversarial stability for regularly varying linear processes and their extensions51
On approximating dependence function and its derivatives17
Modern extreme value statistics for Utopian extremes. EVA (2023) Conference Data Challenge: Team Yalla13
Functional strong law of large numbers for Betti numbers in the tail11
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes10
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics10
Non-stationary max-stable models with an application to heavy rainfall data9
Testing mean changes by maximal ratio statistics8
Analysis of wildfires and their extremes via spatial quantile autoregressive model8
Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing8
Conditions for finiteness and bounds on moments of record values from iid continuous life distributions7
A wee exploration of techniques for risk assessments of extreme events7
Large nearest neighbour balls in hyperbolic stochastic geometry6
Running minimum in the best-choice problem5
Cross-validation on extreme regions5
Choquet random sup-measures with aggregations5
Causality in extremes of time series5
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function4
Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals4
Tail probabilities of random linear functions of regularly varying random vectors4
Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process4
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity3
Tail-dependence, exceedance sets, and metric embeddings3
Extreme value methods for estimating rare events in Utopia3
Continuous simulation of storm processes3
Extreme value statistics for analysing simulated environmental extremes3
Heavy-tailed phase-type distributions: a unified approach3
Random networks with heterogeneous reciprocity3
Simple sufficient criteria for second-order extended regular variation in the Gumbel domain of attraction: The case of Weibull-tailed distributions3
Extreme positions of regularly varying branching random walk in a random and time-inhomogeneous environment3
Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors2
Environmental contours as Voronoi cells2
Gradient boosting with extreme-value theory for wildfire prediction2
Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation2
Curse of scale-freeness: Intractability of large-scale optimization with multi-start methods2
On the asymptotic distribution of the scan statistic for empirical distributions2
A modeler’s guide to extreme value software2
Generalized Rényi statistics2
Which distributions in the max-domain of attraction satisfy von Mises representation or variation representation for a given auxiliary function?2
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes2
Extremal properties of max-autoregressive moving average processes for modelling extreme river flows2
Improved interexceedance-times-based estimator of the extremal index using truncated distribution1
The asymptotic distribution of the condition number for random circulant matrices1
Editorial: EVA (2023) conference data challenge1
Stochastic ordering in multivariate extremes1
Extremes for stationary regularly varying random fields over arbitrary index sets1
Simple random forest classification algorithms for predicting occurrences and sizes of wildfires1
Palm theory for extremes of stationary regularly varying time series and random fields1
Inference for bivariate extremes via a semi-parametric angular-radial model1
Gradient boosting for extreme quantile regression1
Modeling spatial extremes using normal mean-variance mixtures1
Handling missing extremes in tail estimation1
Statistical inference on the local dependence condition of extreme values in a stationary sequence1
Pandemic-type failures in multivariate Brownian risk models1
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