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 2020-10-01 to 2024-10-01.)
ArticleCitations
Gradient boosting for extreme quantile regression24
A regionalisation approach for rainfall based on extremal dependence17
Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables12
Threshold selection in univariate extreme value analysis11
The tail process and tail measure of continuous time regularly varying stochastic processes10
Environmental contours as Voronoi cells9
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity7
Editorial: EVA 2021 data challenge on spatiotemporal prediction of wildfire extremes in the USA7
A refined Weissman estimator for extreme quantiles6
Modeling spatial extremes using normal mean-variance mixtures6
Extremal clustering in non-stationary random sequences6
Palm theory for extremes of stationary regularly varying time series and random fields5
Pandemic-type failures in multivariate Brownian risk models5
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes5
Gradient boosting with extreme-value theory for wildfire prediction4
On ruin probabilities with risky investments in a stock with stochastic volatility4
Improved interexceedance-times-based estimator of the extremal index using truncated distribution4
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields4
Extreme value theory for spatial random fields – with application to a Lévy-driven field4
The asymptotic distribution of the condition number for random circulant matrices3
Critical branching processes in random environment with immigration: survival of a single family3
A modeler’s guide to extreme value software3
Regression-type analysis for multivariate extreme values3
Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds3
Extremes of Markov random fields on block graphs: Max-stable limits and structured Hüsler–Reiss distributions3
Choquet random sup-measures with aggregations3
Simple random forest classification algorithms for predicting occurrences and sizes of wildfires3
Causal modelling of heavy-tailed variables and confounders with application to river flow3
Reconstruction of incomplete wildfire data using deep generative models3
On agricultural commodities’ extreme price risk3
Correction to: On maximum of Gaussian random fields having unique maximum point of its variance2
BlackBox: Generalizable reconstruction of extremal values from incomplete spatio-temporal data2
Poisson approximation in terms of the Gini–Kantorovich distance2
Tail-dependence, exceedance sets, and metric embeddings2
Random networks with heterogeneous reciprocity2
Extremes of censored and uncensored lifetimes in survival data2
Heavy-tailed phase-type distributions: a unified approach2
Extremal characteristics of conditional models2
Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach2
Extremal lifetimes of persistent cycles2
Functional strong law of large numbers for Betti numbers in the tail2
Causality in extremes of time series2
New characterizations of multivariate Max-domain of attraction and D-Norms1
Handling missing extremes in tail estimation1
Conditions for finiteness and bounds on moments of record values from iid continuous life distributions1
Large nearest neighbour balls in hyperbolic stochastic geometry1
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks1
Testing mean changes by maximal ratio statistics1
Analysis of wildfires and their extremes via spatial quantile autoregressive model1
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes1
Extremal linkage networks1
Integral Functionals and the Bootstrap for the Tail Empirical Process1
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines1
Implicit max-stable extremal integrals1
Multi-normex distributions for the sum of random vectors. Rates of convergence1
A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution1
Estimation of spatio-temporal extreme distribution using a quantile factor model1
Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction1
Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates1
Conditional marginal expected shortfall1
Limit theorems for branching processes with immigration in a random environment1
Tail probabilities of random linear functions of regularly varying random vectors1
Editorial to the special issue: Statistical modeling of environmental extremes1
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