Exceedances over High Thresholds: A Guide to Threshold Selection D.J. Dupuis OriginalPaper Pages: 251 - 261
Smoothing the Moment Estimator of the Extreme Value Parameter Sidney ResnickCaătaălin Staăricaă OriginalPaper Pages: 263 - 293
Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences Mikael Raab OriginalPaper Pages: 295 - 321
Lan of Thinned Empirical Processes with an Application to Fuzzy Set Density Estimation Michael FalkFriedrich Liese OriginalPaper Pages: 323 - 349
The Asymptotic Distributions of Sums of Records Barry C. ArnoldJose´ A. Villasen~or OriginalPaper Pages: 351 - 363
Modelling Extremal Events for Insurance and Finance, by P. Embrechts, C. Klu¨ppelberg, and T. Mikosch. Springer, Applications of Mathematics vol. 33, 1997, ISBN 3-540-60931-8, DM 118:- Anders Martin-Lo¨f OriginalPaper Pages: 365 - 366
Tails of Le´vy Measure of Geometric Stable Random Variables Tomasz J. KozubowskiKrzysztof Podgo´rskiGennady Samorodnitsky OriginalPaper Pages: 367 - 378