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On the distribution of winners’ scores in a round-robin tournament
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 4 / October 2022
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- 06 August 2021, pp. 1098-1102
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On resampling schemes for polytopes
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 959-980
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- December 2019
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Conditional tail independence in Archimedean copula models
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 858-869
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- September 2019
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ADVANCEMENT OF AUTOREGRESSIVE CONDITIONAL DURATION MODELS INVOLVING LIQUIDITY AND PRICE DYNAMICS
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- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 3 / June 2017
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- 22 March 2017, pp. 523-524
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- June 2017
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Large deviations of means of heavy-tailed random variables with finite moments of all orders
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 66-81
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- March 2017
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Time-varying copula models for financial time series
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 159-180
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- July 2016
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Extremes for the inradius in the Poisson line tessellation
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- Advances in Applied Probability / Volume 48 / Issue 2 / June 2016
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- 10 June 2016, pp. 544-573
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- June 2016
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Rare-event simulation and efficient discretization for the supremum of Gaussian random fields
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 787-816
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- September 2015
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Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events
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- Advances in Applied Probability / Volume 46 / Issue 2 / June 2014
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- 22 February 2016, pp. 478-495
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- June 2014
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Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
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- 04 January 2016, pp. 139-163
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- March 2013
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Tail Behavior of Randomly Weighted Sums
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- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
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- 04 January 2016, pp. 794-814
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- September 2012
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Asymptotic Conditional Distribution of Exceedance Counts
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- Advances in Applied Probability / Volume 44 / Issue 1 / March 2012
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- 04 January 2016, pp. 270-291
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- March 2012
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Scaling of High-Quantile Estimators
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 968-983
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- December 2011
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Probabilistic Analysis of the Efficacy of Periodic Testing of Employees
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- Journal of Applied Probability / Volume 47 / Issue 4 / December 2010
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- 14 July 2016, pp. 1174-1190
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- December 2010
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EVT-based estimation of risk capital and convergence of high quantiles
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- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
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- 01 July 2016, pp. 696-715
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- September 2008
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Characterizations in a random record model with a nonidentically distributed initial record
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 1119-1136
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- December 2006
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Rare events, temporal dependence, and the extremal index
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
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- 14 July 2016, pp. 463-485
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- June 2006
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Estimating tail decay for stationary sequences via extreme values
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- Advances in Applied Probability / Volume 36 / Issue 1 / March 2004
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- 01 July 2016, pp. 198-226
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- March 2004
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Box–Cox transformations and heavy-tailed distributions
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 213-227
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- 2004
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On the foundations of multivariate heavy-tail analysis
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 191-212
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- 2004
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