Statistical analysis of extreme values

Statistical design space exploration for application-specific unit synthesis

Proceedings of the 38th annual Design Automation Conference

The statistical nature of impulse noise interarrival times in digital subscriber loop systems

Signal Processing

An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators

Computational Statistics & Data Analysis

Efficient estimators and LAN in canonical bivariate POT models

Journal of Multivariate Analysis

Importance sampling with the generalized exponential power density

Statistics and Computing

Extremes: A Continuous-Time Perspective

Probability in the Engineering and Informational Sciences

An Application of Extreme Value Theory for Measuring Financial Risk

Computational Economics

A neural network approach to audio-assisted movie dialogue detection

Neurocomputing

Subsampling techniques and the Jackknife methodology in the estimation of the extremal index

Computational Statistics & Data Analysis

Modelling time series when mean and variability both change

Mathematics and Computers in Simulation

A stochastic bitwidth estimation technique for compact and low-power custom processors

ACM Transactions on Embedded Computing Systems (TECS)

Some notes on multivariate generalized Pareto distributions

Journal of Multivariate Analysis

Conditional limiting distribution of beta-independent random vectors

Journal of Multivariate Analysis

A sequential analysis method for the prediction of tropical hurricanes

International Journal of Remote Sensing - The Remote Sensing Heritage of Academician Kirill Ya Kondratyev

A moving window approach for nonparametric estimation of the conditional tail index

Journal of Multivariate Analysis

Portfolio value-at-risk forecasting with GA-based extreme value theory

Expert Systems with Applications: An International Journal

Expansions of multivariate Pickands densities and testing the tail dependence

Journal of Multivariate Analysis

Modelling the financial risk associated with U.S. movie box office earnings

Mathematics and Computers in Simulation

Short note: CLIM-X-DETECT: A Fortran 90 program for robust detection of extremes against a time-dependent background in climate records

Computers & Geosciences

OWL: word-length optimization via extreme value theory and affine arithmetic/interval arithmetic model

CSS '07 Proceedings of the Fifth IASTED International Conference on Circuits, Signals and Systems

Optimized opportunistic multicast scheduling (OMS) over wireless cellular networks

IEEE Transactions on Wireless Communications

Adjusting the generalized Pareto distribution with evolution strategies: an application to a Spanish motor liability insurance database

IDEAL'07 Proceedings of the 8th international conference on Intelligent data engineering and automated learning

Local asymptotic normality in a stationary model for spatial extremes

Journal of Multivariate Analysis

A flexible extreme value mixture model

Computational Statistics & Data Analysis

On Pearson-Kotz Dirichlet distributions

Journal of Multivariate Analysis

Controlling false match rates in record linkage using extreme value theory

Journal of Biomedical Informatics

Some notes on extremal discriminant analysis

Journal of Multivariate Analysis

A generalization of the adaptive rejection sampling algorithm

Statistics and Computing

Extreme value dependence in problems with a changing causation structure

ADMA'06 Proceedings of the Second international conference on Advanced Data Mining and Applications

Design specification for BER analysis methods using built-in jitter measurements

IEEE Transactions on Very Large Scale Integration (VLSI) Systems

Original article: Extreme market risk and extreme value theory

Mathematics and Computers in Simulation