Asymptotic expansion of Gaussian chaos via probabilistic approach Enkelejd HashorvaDmitry KorshunovVladimir I. Piterbarg OriginalPaper 10 March 2015 Pages: 315 - 347
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks Sidney ResnickGennady Samorodnitsky OriginalPaper 10 March 2015 Pages: 349 - 367
Statistics for tail processes of Markov chains Holger DreesJohan SegersMichał Warchoł OriginalPaper 21 March 2015 Pages: 369 - 402
Second-order properties of tail probabilities of sums and randomly weighted sums Tiantian MaoKai Wang Ng OriginalPaper 06 June 2015 Pages: 403 - 435
Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles Gilles DurrieuIon GramaJean-Marie Tricot OriginalPaper 28 June 2015 Pages: 437 - 478
A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes Laurent Gardes OriginalPaper 11 July 2015 Pages: 479 - 510
Rare-event asymptotics for the number of exceedances of multiplicative factor models Christian Y. Robert OriginalPaper 24 July 2015 Pages: 511 - 527