Mean-of-order p reduced-bias extreme value index estimation under a third-order framework Frederico CaeiroM. Ivette GomesTertius de Wet OriginalPaper 22 June 2016 Pages: 561 - 589
Weak properties and robustness of t-Hill estimators Pavlina JordanovaZdeněk FabiánMilan Stehlík OriginalPaper Open access 07 June 2016 Pages: 591 - 626
Anisotropic Brown-Resnick space-time processes: estimation and model assessment Sven BuhlClaudia Klüppelberg OriginalPaper 04 June 2016 Pages: 627 - 660
Approximation of high quantiles from intermediate quantiles Cees de Valk OriginalPaper Open access 27 May 2016 Pages: 661 - 686
Approximation and estimation of very small probabilities of multivariate extreme events Cees de Valk OriginalPaper Open access 25 April 2016 Pages: 687 - 717
Bounds for randomly shared risk of heavy-tailed loss factors Oliver KleyClaudia Klüppelberg OriginalPaper 02 April 2016 Pages: 719 - 733