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04/15/2023
Marginal expected shortfall inference under multivariate regular variation
Marginal expected shortfall is unquestionably one of the most popular sy...
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01/05/2023
Strong Convergence of Peaks Over a Threshold
Extreme Value Theory plays an important role to provide approximation re...
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04/11/2022
Empirical Bayes inference for the block maxima method
The block maxima method is one of the most popular approaches for extrem...
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03/30/2019
Strong Consistency of Nonparametric Bayesian Inferential Methods for Multivariate Max-Stable Distributions
Predicting extreme events is important in many applications in risk anal...
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12/27/2017