OOIR: Observatory of International Research

Papers

(The median citation count of Extremes is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-06-01 to 2025-06-01.)

Article	Citations
Tail adversarial stability for regularly varying linear processes and their extensions	44
On approximating dependence function and its derivatives	13
Modern extreme value statistics for Utopian extremes. EVA (2023) Conference Data Challenge: Team Yalla	12
Non-stationary max-stable models with an application to heavy rainfall data	10
Functional strong law of large numbers for Betti numbers in the tail	10
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics	9
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes	9
Testing mean changes by maximal ratio statistics	8
Analysis of wildfires and their extremes via spatial quantile autoregressive model	8
Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing	8
Conditions for finiteness and bounds on moments of record values from iid continuous life distributions	7
A wee exploration of techniques for risk assessments of extreme events	7
Large nearest neighbour balls in hyperbolic stochastic geometry	6
Cross-validation on extreme regions	5
Choquet random sup-measures with aggregations	5
Running minimum in the best-choice problem	5
Heavy-tailed phase-type distributions: a unified approach	4
Causality in extremes of time series	4
Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process	4
Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals	4
Extreme value methods for estimating rare events in Utopia	3
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity	3
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function	3
Continuous simulation of storm processes	3
Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data	3

Tail probabilities of random linear functions of regularly varying random vectors	3
Extreme positions of regularly varying branching random walk in a random and time-inhomogeneous environment	3
Simple sufficient criteria for second-order extended regular variation in the Gumbel domain of attraction: The case of Weibull-tailed distributions	3
Curse of scale-freeness: Intractability of large-scale optimization with multi-start methods	2
Environmental contours as Voronoi cells	2
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes	2
Random networks with heterogeneous reciprocity	2
Extreme value statistics for analysing simulated environmental extremes	2
On the asymptotic distribution of the scan statistic for empirical distributions	2
Tail-dependence, exceedance sets, and metric embeddings	2
A modeler’s guide to extreme value software	2
Generalized Rényi statistics	2
Editorial: EVA (2023) conference data challenge	1
Stochastic ordering in multivariate extremes	1
Modeling spatial extremes using normal mean-variance mixtures	1
Gradient boosting with extreme-value theory for wildfire prediction	1
The asymptotic distribution of the condition number for random circulant matrices	1
Simple random forest classification algorithms for predicting occurrences and sizes of wildfires	1
Palm theory for extremes of stationary regularly varying time series and random fields	1
Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors	1
Improved interexceedance-times-based estimator of the extremal index using truncated distribution	1
Gradient boosting for extreme quantile regression	1
Pandemic-type failures in multivariate Brownian risk models	1
Statistical inference on the local dependence condition of extreme values in a stationary sequence	1
Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation	1
Extremes for stationary regularly varying random fields over arbitrary index sets	1
Handling missing extremes in tail estimation	1