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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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Modeling Extreme Events in Time Series Prediction
TL;DR: This paper takes inspirations from the Extreme Value Theory, developing a new form of loss called Extreme Value Loss (EVL) for detecting the future occurrence of extreme events, and proposes to employ Memory Network in order to memorize extreme events in historical records.
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Statistics of extremes in climatology
TL;DR: In this article, it is shown that the classical limiting distributions for normalized maxima of independent and identically distributed random variables remain useful candidates to describe the distribution of the largest value in a year.
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Extreme Downside Risk and Expected Stock Returns
TL;DR: In this article, the authors proposed a measure for extreme downside risk (EDR) to investigate whether bearing such a risk is rewarded by higher expected stock returns, and constructed an EDR proxy with the left tail index in the classical generalized extreme value distribution.
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Tail equivalence and its applications
TL;DR: In this article, the authors studied the domain of attraction questions for products of distribution functions and reduced the limit law problem for maxima of a sequence of random variables defined on a Markov chain to the independent, identically distributed case.
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Extreme Value Statistics and Traveling Fronts: Various Applications
TL;DR: In this paper, a short review of the connection between extreme value statistics and traveling fronts has been found recently in a number of diverse problems and their application in a variety of applications.