Estimation of the extremal index using censored distributions Jan HolešovskýMichal Fusek ReviewPaper 02 March 2020 Pages: 197 - 213
Power variations for a class of Brown-Resnick processes Christian Y. Robert OriginalPaper 26 February 2020 Pages: 215 - 244
On tail dependence matrices Nariankadu D. ShyamalkumarSiyang Tao OriginalPaper 18 February 2020 Pages: 245 - 285
Dynamic tail inference with log-Laplace volatility Gordon V. Chavez OriginalPaper 05 February 2020 Pages: 287 - 315
On distributionally robust extreme value analysis Jose BlanchetFei HeKarthyek Murthy OriginalPaper 22 January 2020 Pages: 317 - 347
Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles Clément AlbertAnne DutfoyStéphane Girard OriginalPaper 14 January 2020 Pages: 349 - 380