The distribution of the maximum of a first order moving average: the continuous case Christopher S. WithersSaralees Nadarajah OriginalPaper 27 March 2013 Pages: 1 - 24
Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation Emma F. EastoeJanet E. HeffernanJonathan A. Tawn OriginalPaper 05 May 2013 Pages: 25 - 43
Estimation of the conditional tail index using a smoothed local Hill estimator Laurent GardesGilles Stupfler OriginalPaper 10 May 2013 Pages: 45 - 75
Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time Jan-Frederik MaiMatthias Scherer OriginalPaper 08 June 2013 Pages: 77 - 95
Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis Francesca GreselinLeo PasquazziRičardas Zitikis OriginalPaper 30 October 2013 Pages: 127 - 155
Conditional sampling for max-stable processes with a mixed moving maxima representation Marco OestingMartin Schlather OriginalPaper 24 October 2013 Pages: 157 - 192