OOIR: Observatory of International Research

Papers

(The TQCC of Extremes is 3. 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
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes	9
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics	9
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
Testing mean changes by maximal ratio statistics	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