ExtremesPub Date : 2020-06-16DOI: 10.1007/s10687-020-00380-5
Hideaki Kusumoto, Atsushi Takeuchi
{"title":"Remark on rates of convergence to extreme value distributions via the Stein equations","authors":"Hideaki Kusumoto, Atsushi Takeuchi","doi":"10.1007/s10687-020-00380-5","DOIUrl":"https://doi.org/10.1007/s10687-020-00380-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-020-00380-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49010982","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
ExtremesPub Date : 2020-06-03DOI: 10.1007/s10687-020-00379-y
Axel Bücher, J. Lilienthal, Paul Kinsvater, R. Fried
{"title":"Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis","authors":"Axel Bücher, J. Lilienthal, Paul Kinsvater, R. Fried","doi":"10.1007/s10687-020-00379-y","DOIUrl":"https://doi.org/10.1007/s10687-020-00379-y","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-020-00379-y","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52394223","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
ExtremesPub Date : 2020-04-27DOI: 10.1007/s10687-020-00375-2
M. Stehlík, J. Kiselák, M. Vaiciulis, P. Jordanova, L. N. Soza, Z. Fabián, P. Hermann, L. Střelec, Andrés Rivera, S. Girard, Sebastián Torres
{"title":"Priority statement and some properties of t-lgHill estimator","authors":"M. Stehlík, J. Kiselák, M. Vaiciulis, P. Jordanova, L. N. Soza, Z. Fabián, P. Hermann, L. Střelec, Andrés Rivera, S. Girard, Sebastián Torres","doi":"10.1007/s10687-020-00375-2","DOIUrl":"https://doi.org/10.1007/s10687-020-00375-2","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-020-00375-2","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46766405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
ExtremesPub Date : 2020-03-21DOI: 10.1007/s10687-020-00372-5
N. Markovich, I. Rodionov
{"title":"Maxima and sums of non-stationary random length sequences","authors":"N. Markovich, I. Rodionov","doi":"10.1007/s10687-020-00372-5","DOIUrl":"https://doi.org/10.1007/s10687-020-00372-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141221376","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
ExtremesPub Date : 2020-03-21DOI: 10.1007/s10687-020-00372-5
N. Markovich, I. Rodionov
{"title":"Maxima and sums of non-stationary random length sequences","authors":"N. Markovich, I. Rodionov","doi":"10.1007/s10687-020-00372-5","DOIUrl":"https://doi.org/10.1007/s10687-020-00372-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141221363","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
ExtremesPub Date : 2020-03-05DOI: 10.1007/s10687-020-00387-y
K. Dȩbicki, L. Ji, T. Rolski
{"title":"Exact asymptotics of component-wise extrema of two-dimensional Brownian motion","authors":"K. Dȩbicki, L. Ji, T. Rolski","doi":"10.1007/s10687-020-00387-y","DOIUrl":"https://doi.org/10.1007/s10687-020-00387-y","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-020-00387-y","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47507195","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
ExtremesPub Date : 2020-03-05DOI: 10.1007/s10687-019-00367-x
H. Drees, Miran Knežević
{"title":"Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds","authors":"H. Drees, Miran Knežević","doi":"10.1007/s10687-019-00367-x","DOIUrl":"https://doi.org/10.1007/s10687-019-00367-x","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141224760","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
ExtremesPub Date : 2020-03-02DOI: 10.1007/s10687-020-00374-3
Jan Holešovský, M. Fusek
{"title":"Estimation of the extremal index using censored distributions","authors":"Jan Holešovský, M. Fusek","doi":"10.1007/s10687-020-00374-3","DOIUrl":"https://doi.org/10.1007/s10687-020-00374-3","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-03-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141225134","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}