Extremes

Papers
(The TQCC of Extremes is 3. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
On approximating dependence function and its derivatives103
Tail adversarial stability for regularly varying linear processes and their extensions40
Extreme conformal prediction: Reliable intervals for high-impact events19
Asymptotic theory for estimation of the Hüsler-Reiss distribution via block maxima method19
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes18
Modern extreme value statistics for Utopian extremes. EVA (2023) Conference Data Challenge: Team Yalla16
Non-stationary max-stable models with an application to heavy rainfall data14
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics12
MOPED: A moving sum method for change point detection in pairwise extremal dependence12
Leadbetter-type conditions for bounding the Hausdorff metric of compactly supported stationary sequences9
Weak signals and heavy tails: learning theory meets extreme value analysis9
Conditional extreme value estimation for dependent time series7
Analysis of wildfires and their extremes via spatial quantile autoregressive model7
A wee exploration of techniques for risk assessments of extreme events6
Cross-validation on extreme regions6
Large nearest neighbour balls in hyperbolic stochastic geometry6
On the tails of Pitman–Yor random probability measures: Transport maps and stick-breaking constructions6
Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing6
Conditions for finiteness and bounds on moments of record values from iid continuous life distributions6
Running minimum in the best-choice problem5
Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals4
Causality in extremes of time series4
Lévy Langevin Monte Carlo for sampling from heavy-tailed target distributions3
Poisson approximation of large-lifetime cycles3
Accurate estimates of ultimate 100-meter records3
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function3
Extreme positions of regularly varying branching random walk in a random and time-inhomogeneous environment3
Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process3
Extreme value methods for estimating rare events in Utopia3
Generative machine learning for multivariate angular simulation3
Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise3
Simple sufficient criteria for second-order extended regular variation in the Gumbel domain of attraction: The case of Weibull-tailed distributions3
Random networks with heterogeneous reciprocity3
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