Extremes

Papers
(The TQCC of Extremes is 4. 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 2022-01-01 to 2026-01-01.)
ArticleCitations
On approximating dependence function and its derivatives64
Tail adversarial stability for regularly varying linear processes and their extensions21
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes14
Non-stationary max-stable models with an application to heavy rainfall data13
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics12
Modern extreme value statistics for Utopian extremes. EVA (2023) Conference Data Challenge: Team Yalla12
Functional strong law of large numbers for Betti numbers in the tail11
Analysis of wildfires and their extremes via spatial quantile autoregressive model10
Leadbetter-type conditions for bounding the Hausdorff metric of compactly supported stationary sequences9
A wee exploration of techniques for risk assessments of extreme events8
Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing8
Large nearest neighbour balls in hyperbolic stochastic geometry7
Conditions for finiteness and bounds on moments of record values from iid continuous life distributions7
Cross-validation on extreme regions6
Extreme positions of regularly varying branching random walk in a random and time-inhomogeneous environment5
Causality in extremes of time series5
Running minimum in the best-choice problem5
Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process5
Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise5
Generative machine learning for multivariate angular simulation5
Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals5
Tail probabilities of random linear functions of regularly varying random vectors4
Heavy-tailed phase-type distributions: a unified approach4
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function4
Continuous simulation of storm processes4
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