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Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
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This article is published in Annals of Mathematics.The article was published on 1943-07-01. It has received 2037 citations till now.read more
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On the Limit Behaviour of Extreme Order Statistics
TL;DR: In this article, the authors give a brief summary of the current state of research for the topic in question and to indicate certain recent contributions to this topic due to the author, and a proof of the sufficiency of a simple condition for stability almost surely of the maximal order statistic.
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Introducing a rainfall compound distribution model based on weather patterns sub-sampling
TL;DR: In this article, a probabilistic model for daily rainfall, using sub-sampling based on meteorological circulation, is presented and compared with Exponential and Generalized Pareto distributions.
Journal Article
Estimating the extreme value index and high quantiles with exponential regression models
Gunther Matthys,Jan Beirlant +1 more
TL;DR: In this paper, the authors presented exponential regression models for spacings, or ordered excesses over a given threshold, and for log-ratios of such spacings under maximum domain of attraction conditions.
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Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology*
TL;DR: In this article, the authors proposed different alternatives to a well-known estimator of the tail index, the Hill estimator (Hill, 1975), by the use of suitable Generalized Jackknife methodologies (Gray and Schucany, 1972).
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Uniform rates of convergence in extreme-value theory
TL;DR: In this article, a close parallel is drawn with the theory of slow variation with remainder, which is used in proving most of the results in this paper, and some applications are discussed, including some models of importance in reliability.