Extreme value theory for anomaly detection – the GPD classifier Edoardo VignottoSebastian Engelke OriginalPaper Open access 09 September 2020 Pages: 501 - 520
Ordinal patterns in clusters of subsequent extremes of regularly varying time series Marco OestingAlexander Schnurr OriginalPaper Open access 24 August 2020 Pages: 521 - 545
Extreme values of linear processes with heavy-tailed innovations and missing observations Lenka GlavašPavle Mladenović OriginalPaper 23 August 2020 Pages: 547 - 567
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion Krzysztof DȩbickiLanpeng JiTomasz Rolski OriginalPaper 11 August 2020 Pages: 569 - 602
Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution Javiera BarreraGuido Lagos OriginalPaper 07 August 2020 Pages: 603 - 628
Threshold selection and trimming in extremes Martin BladtHansjörg AlbrecherJan Beirlant OriginalPaper Open access 14 July 2020 Pages: 629 - 665
A formula for hidden regular variation behavior for symmetric stable distributions Malin Palö ForsströmJeffrey E. Steif OriginalPaper Open access 09 July 2020 Pages: 667 - 691