Diversification limit of quantiles under dependence uncertainty Valeria BignozziTiantian MaoRuodu Wang OriginalPaper 27 February 2016 Pages: 143 - 170
Multivariate subexponential distributions and their applications Gennady SamorodnitskyJulian Sun OriginalPaper 18 February 2016 Pages: 171 - 196
Extremes of independent stochastic processes: a point process approach Frédéric Eyi-MinkoClément Dombry OriginalPaper 15 February 2016 Pages: 197 - 218
Tail product-limit process for truncated data with application to extreme value index estimation Souad BenchairaDjamel MeraghniAbdelhakim Necir OriginalPaper 12 February 2016 Pages: 219 - 251
High extrema of Gaussian chaos processes Vladimir I. Piterbarg OriginalPaper 02 February 2016 Pages: 253 - 272
Extremes of stationary Gaussian storage models Krzysztof DębickiPeng Liu OriginalPaper 02 February 2016 Pages: 273 - 302
A measure of dependence for stable distributions Uğur Tuncay AlparslanJohn P. Nolan OriginalPaper 20 January 2016 Pages: 303 - 323
Detecting tail behavior: mean excess plots with confidence bounds Bikramjit DasSouvik Ghosh OriginalPaper 07 January 2016 Pages: 325 - 349