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 2020-03-01 to 2024-03-01.)
ArticleCitations
Matrix Mittag–Leffler distributions and modeling heavy-tailed risks15
Parametric models for distributions when interest is in extremes with an application to daily temperature13
A regionalisation approach for rainfall based on extremal dependence12
Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables11
Basin-wide spatial conditional extremes for severe ocean storms11
Extreme value theory for anomaly detection – the GPD classifier9
Threshold selection in univariate extreme value analysis8
The tail process and tail measure of continuous time regularly varying stochastic processes8
Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds7
Editorial: EVA 2021 data challenge on spatiotemporal prediction of wildfire extremes in the USA7
Maxima and sums of non-stationary random length sequences7
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion6
Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis6
Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures6
Estimation of the extremal index using censored distributions6
Gradient boosting for extreme quantile regression5
Extremal clustering in non-stationary random sequences5
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity5
Pandemic-type failures in multivariate Brownian risk models5
Extreme values of linear processes with heavy-tailed innovations and missing observations5
Improved interexceedance-times-based estimator of the extremal index using truncated distribution4
Extreme value theory for spatial random fields – with application to a Lévy-driven field4
Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes4
Gradient boosting with extreme-value theory for wildfire prediction4
Palm theory for extremes of stationary regularly varying time series and random fields4
Modeling spatial extremes using normal mean-variance mixtures4
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes4
High-dimensional inference using the extremal skew-t process4
Threshold selection and trimming in extremes3
A refined Weissman estimator for extreme quantiles3
Environmental contours as Voronoi cells3
Critical branching processes in random environment with immigration: survival of a single family3
On agricultural commodities’ extreme price risk3
Ordinal patterns in clusters of subsequent extremes of regularly varying time series3
Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds2
Reconstruction of incomplete wildfire data using deep generative models2
Poisson approximation in terms of the Gini–Kantorovich distance2
BlackBox: Generalizable reconstruction of extremal values from incomplete spatio-temporal data2
On ruin probabilities with risky investments in a stock with stochastic volatility2
Risk concentration under second order regular variation2
Extremes of censored and uncensored lifetimes in survival data2
Extremes of Markov random fields on block graphs: Max-stable limits and structured Hüsler–Reiss distributions2
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields2
Choquet random sup-measures with aggregations2
Conditions for finiteness and bounds on moments of record values from iid continuous life distributions1
A spatio-temporal model for Red Sea surface temperature anomalies1
A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution1
Priority statement and some properties of t-lgHill estimator1
Functional strong law of large numbers for Betti numbers in the tail1
Tail-dependence, exceedance sets, and metric embeddings1
Regression-type analysis for multivariate extreme values1
Random networks with heterogeneous reciprocity1
Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction1
Integral Functionals and the Bootstrap for the Tail Empirical Process1
Conditional marginal expected shortfall1
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks1
Remark on rates of convergence to extreme value distributions via the Stein equations1
Analysis of wildfires and their extremes via spatial quantile autoregressive model1
Editorial to the special issue: Statistical modeling of environmental extremes1
Estimation of spatio-temporal extreme distribution using a quantile factor model1
New characterizations of multivariate Max-domain of attraction and D-Norms1
Simple random forest classification algorithms for predicting occurrences and sizes of wildfires1
Extremal linkage networks1
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines1
Large nearest neighbour balls in hyperbolic stochastic geometry1
Extremal lifetimes of persistent cycles1
Causal modelling of heavy-tailed variables and confounders with application to river flow1
Testing mean changes by maximal ratio statistics1
Heavy-tailed phase-type distributions: a unified approach1
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes1
A modeler’s guide to extreme value software1
Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach1
Handling missing extremes in tail estimation1
The asymptotic distribution of the condition number for random circulant matrices1
Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution1
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