do Nascimento, Fernando Ferraz; Assunção Nunes, Aline Raquel Regression models for the full distribution to exceedance data. (English) Zbl 07856530 J. Appl. Stat. 51, No. 4, 701-720 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Tokdar, Surya T.; Jiang, Sheng; Cunningham, Erika L. Heavy-tailed density estimation. (English) Zbl 07820373 J. Am. Stat. Assoc. 119, No. 545, 163-175 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
André, L. M.; Wadsworth, J. L.; O’Hagan, A. Joint modelling of the body and tail of bivariate data. (English) Zbl 1543.62011 Comput. Stat. Data Anal. 189, Article ID 107841, 19 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Goffard, Pierre-O. Sequential Monte Carlo samplers to fit and compare insurance loss models. (English) Zbl 1521.91315 Scand. Actuar. J. 2023, No. 8, 765-787 (2023). MSC: 91G05 91G60 65C05 62F15 × Cite Format Result Cite Review PDF Full Text: DOI HAL
de Carvalho, M.; Pereira, S.; Pereira, P.; de Zea Bermudez, P. An extreme value Bayesian Lasso for the conditional left and right tails. (English) Zbl 07570501 J. Agric. Biol. Environ. Stat. 27, No. 2, 222-239 (2022). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Rohrbeck, Christian; Tawn, Jonathan A. Bayesian spatial clustering of extremal behavior for hydrological variables. (English) Zbl 07499884 J. Comput. Graph. Stat. 30, No. 1, 91-105 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Lattanzi, Chiara; Leonelli, Manuele A change-point approach for the identification of financial extreme regimes. (English) Zbl 1483.91222 Braz. J. Probab. Stat. 35, No. 4, 811-837 (2021). MSC: 91G15 60G70 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Hong; Xu, Maochao; Zhao, Peng Modeling malicious hacking data breach risks. (English) Zbl 1491.91111 N. Am. Actuar. J. 25, No. 4, 484-502 (2021). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G05 62P05 60G55 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Rohrbeck, Christian; Simpson, Emma S.; Towe, Ross P. A spatio-temporal model for Red Sea surface temperature anomalies. (English) Zbl 1466.62425 Extremes 24, No. 1, 129-144 (2021). MSC: 62P12 62G32 62H11 62M30 60F10 60G15 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Nicolussi, Federica; Zoia, Maria Grazia Gram-Charlier-like expansions of the convoluted hyperbolic-secant density. (English) Zbl 1437.62338 J. Stat. Theory Pract. 14, No. 1, Paper No. 15, 29 p. (2020). MSC: 62M10 62P05 91B84 62H15 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Wijeyakulasuriya, Dhanushi A.; Hanks, Ephraim M.; Shaby, Benjamin A.; Cross, Paul C. Extreme value-based methods for modeling elk yearly movements. (English) Zbl 1426.62361 J. Agric. Biol. Environ. Stat. 24, No. 1, 73-91 (2019). MSC: 62P12 62F15 62G32 92D50 × Cite Format Result Cite Review PDF Full Text: DOI
Lima, Stênio Rodrigues; Ferraz do Nascimento, Fernando; Rocha da Silva Ferraz, Valmária Regression models for time-varying extremes. (English) Zbl 07192550 J. Stat. Comput. Simulation 88, No. 2, 235-249 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Barlow, Anna Maria; Rohrbeck, Christian; Sharkey, Paul; Shooter, Rob; Simpson, Emma S. A Bayesian spatio-temporal model for precipitation extremes – STOR team contribution to the EVA2017 challenge. (English) Zbl 1404.62133 Extremes 21, No. 3, 431-439 (2018). Reviewer: Fraser Daly (Edinburgh) MSC: 62P12 62G32 62F15 62M30 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Bader, Brian; Yan, Jun; Zhang, Xuebin Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate. (English) Zbl 1393.62023 Ann. Appl. Stat. 12, No. 1, 310-329 (2018). MSC: 62G32 62J15 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Rohrbeck, Christian; Eastoe, Emma F.; Frigessi, Arnoldo; Tawn, Jonathan A. Extreme value modelling of water-related insurance claims. (English) Zbl 1393.62047 Ann. Appl. Stat. 12, No. 1, 246-282 (2018). MSC: 62P05 62G32 60G70 91B30 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. (English) Zbl 1414.91190 N. Am. Actuar. J. 21, No. 3, 397-416 (2017). MSC: 91B30 62P05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI Link
Villa, Cristiano Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations. (English) Zbl 1422.62111 Test 26, No. 1, 95-118 (2017). MSC: 62F15 62P05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Randell, D.; Turnbull, K.; Ewans, K.; Jonathan, P. Bayesian inference for nonstationary marginal extremes. (English) Zbl 1525.62203 Environmetrics 27, No. 7, 439-450 (2016). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
do Nascimento, Fernando Ferraz; Gamerman, Dani; Lopes, Hedibert Freitas Time-varying extreme pattern with dynamic models. (English) Zbl 1336.62099 Test 25, No. 1, 131-149 (2016). MSC: 62F15 62G32 91B84 62-07 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Fúquene Patiño, Jairo Alberto A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities. (English) Zbl 1514.62574 J. Appl. Stat. 42, No. 2, 267-280 (2015). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lee, J.; Fan, Y.; Sisson, S. A. Bayesian threshold selection for extremal models using measures of surprise. (English) Zbl 1507.62098 Comput. Stat. Data Anal. 85, 84-99 (2015). MSC: 62-08 62F15 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kaiser, Olga; Igdalov, Dimitri; Horenko, Illia Statistical regression analysis of threshold excesses with systematically missing covariates. (English) Zbl 1317.62072 Multiscale Model. Simul. 13, No. 2, 594-613 (2015). MSC: 62M10 62G08 62G32 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
So, Mike K. P.; Chan, Raymond K. S. Bayesian analysis of tail asymmetry based on a threshold extreme value model. (English) Zbl 1471.62186 Comput. Stat. Data Anal. 71, 568-587 (2014). MSC: 62-08 62F15 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Gilleland, Eric; Brown, Barbara G.; Ammann, Caspar M. Spatial extreme value analysis to project extremes of large-scale indicators for severe weather. (English) Zbl 1525.62122 Environmetrics 24, No. 6, 418-432 (2013). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Fátima Brilhante, M.; Gomes, M. Ivette; Pestana, Dinis A simple generalisation of the Hill estimator. (English) Zbl 1365.62148 Comput. Stat. Data Anal. 57, No. 1, 518-535 (2013). MSC: 62G09 62G20 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Gonzalez, Juan; Rodriguez, Daniela; Sued, Mariela Threshold selection for extremes under a semiparametric model. (English) Zbl 1332.62165 Stat. Methods Appl. 22, No. 4, 481-500 (2013). MSC: 62G32 × Cite Format Result Cite Review PDF Full Text: DOI Link
Schaumburg, Julia Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory. (English) Zbl 1254.91279 Comput. Stat. Data Anal. 56, No. 12, 4081-4096 (2012). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI