Multilevel clustering of extremes.

Related Items

Clustering of Markov chain exceedances ⋮ On the number of near-maximum insurance claim under dependence. ⋮ On exceedances of high levels ⋮ On the asymptotic distribution of certain bivariate reinsurance treaties ⋮ Inference for the limiting cluster size distribution of extreme values ⋮ Complete convergence and records for dynamically generated stochastic processes ⋮ Estimating the multivariate extremal index function ⋮ Rare events, temporal dependence, and the extremal index

Cites Work

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Extremes and related properties of random sequences and processes
On the exceedance point process for a stationary sequence
On the characterization of certain point processes
On the extreme order statistics for a stationary sequence
Approximate distributions of order statistics. With applications to nonparametric statistics
Compound Poisson approximation for nonnegative random variables via Stein's method
Weak convergence to extremal processes
Limit theorems for extreme values of chain-dependent processes
Limit laws for maxima and second maxima from strong-mixing processes
Poisson approximation for dependent trials
Weak convergence results for extremal processes generated by dependent random variables
Extremal behaviour of stationary Markov chains with applications
Stein's method for compound Poisson approximation: The local approach
Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process
Limit theorems for the maximum term of a stationary process
Strong Poisson and mixed approximations of sums of independent random variables in Banach spaces
Sur la distribution limite du terme maximum d'une série aléatoire
On the joint limiting distribution of the first and the second maxima
The maximum term of uniformly mixing stationary processes
Compound Poisson approximation for the distribution of extremes
The two-dimensional Poisson process and extremal processes
Limit Laws for Extreme Order Statistics From Strong-Mixing Processes
On extreme values in stationary sequences
On the limiting distribution of extrema