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2. Modeling nonstationary extremes of storm severity: Comparing parametric and semiparametric inference. (2021). Jonathan, Philip ; Konzen, Evandro ; Neves, Claudia.
   In: Environmetrics.
   RePEc:wly:envmet:v:32:y:2021:i:4:n:e2667.

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   RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000897.

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2. Tail risk forecasting and its application to margin requirements in the commodity futures market. (2024). Song, Yuping ; Hou, Weijie ; Feng, Yun.
   In: Journal of Forecasting.
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3. Temporal evolution of the extreme excursions of multivariate k$$ k $$th order Markov processes with application to oceanographic data. (2024). Tendijck, Stan ; Jonathan, Philip ; Tawn, Jonathan ; Randell, David.
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4. Varying Index Coefficient Model for Tail Index Regression. (2024). An, Hongyu ; Tian, Boping.
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5. Modelling non-stationarity in asymptotically independent extremes. (2024). Murphy-Barltrop, C. J. R., ; Wadsworth, J L.
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6. Modeling multivariate extreme value distributions via Markov trees. (2024). Hu, Shuang ; Segers, Johan ; Peng, Zuoxiang.
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7. A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao.
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8. Nowcasting bitcoin’s crash risk with order imbalance. (2023). Wei, Wang Chun ; Koutmos, Dimitrios.
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11. Reparameterization of extreme value framework for improved Bayesian workflow. (2023). Moins, Theo ; Girard, Stephane ; Arbel, Julyan ; Dutfoy, Anne.
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    In: Papers.
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20. Flexible covariate representations for extremes. (2020). Jonathan, P ; Jones, M J ; Zanini, E ; Eastoe, E ; Randell, D.
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27. Bernstein polynomial angular densities of multivariate extreme value distributions. (2017). de Carvalho, Miguel ; Chen, Yuhui ; Hanson, Timothy E.
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32. Non-Stationary Dependence Structures for Spatial Extremes. (2016). Huser, Raphael ; Genton, Marc G.
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33. A mean-constrained finite mixture of normals model. (2016). Hanson, Timothy E ; Bao, Junshu.
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34. Fast computation of large scale marginal extremes with multi-dimensional covariates. (2016). Jonathan, Philip ; Raghupathi, Laks ; Ewans, Kevin ; Randell, David.
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35. Using auto-regressive logit models to forecast the exceedance probability for financial risk management. (2016). Yu, Keming ; Taylor, James W.
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36. Extreme values identification in regression using a peaks-over-threshold approach. (2015). Li, Wai Keung ; Tong Siu Tung Wong, .
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37. Semi-parametric modeling of excesses above high multivariate thresholds with censored data. (2015). Sabourin, Anne.
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38. Bayesian threshold selection for extremal models using measures of surprise. (2015). Fan, Y. ; Sisson, S. A. ; Lee, J..
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39. Bayesian Dirichlet mixture model for multivariate extremes: A re-parametrization. (2014). Naveau, Philippe ; Sabourin, Anne.
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40. Geoadditive modeling for extreme rainfall data. (2013). Caporali, Enrica ; Bocci, Chiara ; Petrucci, Alessandra.
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41. A note on tail dependence regression. (2013). Zhang, Qingzhao ; Wang, Hansheng ; Li, Deyuan.
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43. Long-term changes in annual maximum snow depth and snowfall in Switzerland based on extreme value statistics. (2012). Blanchet, Juliette ; Marty, Christoph.
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44. A Euclidean likelihood estimator for bivariate tail dependence. (2012). de Carvalho, Miguel ; Warcho, Micha ; Segers, Johan ; Oumow, Boris.
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45. MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan.
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46. An M-Estimator for Tail Dependence in Arbitrary Dimensions. (2011). Einmahl, John ; Segers, J ; Einmahl, J. H. J., ; Krajina, A.
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47. An M-Estimator for Tail Dependence in Arbitrary Dimensions. (2011). Krajina, Andrea ; Einmahl, John ; Segers, J. ; Einmahl, J. H. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:27508aa0-9825-4d9e-b1f4-17c43bff953e.

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48. Kernel estimators of extreme level curves. (2011). Daouia, Abdelaati ; Girard, Stephane ; Gardes, Laurent ; Lekina, Alexandre .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:20:y:2011:i:2:p:311-333.

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49. Multivariate extreme models based on underlying skew-t and skew-normal distributions. (2011). Padoan, Simone A..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:102:y:2011:i:5:p:977-991.

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50. On kernel smoothing for extremal quantile regression. (2011). Daouia, Abdelaati ; Girard, Stephane ; Gardes, Laurent.
    In: LIDAM Discussion Papers ISBA.
    RePEc:aiz:louvad:2011031.

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51. Nonstationary Extremes and the US Business Cycle. (2010). Rua, António ; de Carvalho, Miguel ; Turkman, Feridum K..
    In: Working Papers.
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52. The pairwise beta distribution: A flexible parametric multivariate model for extremes. (2010). Davis, Richard A. ; Naveau, Philippe ; Cooley, Daniel.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:9:p:2103-2117.

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53. Functional nonparametric estimation of conditional extreme quantiles. (2010). Girard, Stephane ; Gardes, Laurent ; Lekina, Alexandre .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:2:p:419-433.

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54. Smoothing sample extremes: The mixed model approach. (2009). Pauli, Francesco ; Laurini, Fabrizio.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:11:p:3842-3854.

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55. Modelling non‐stationary extremes with application to surface level ozone. (2009). Tawn, Jonathan A. ; Eastoe, Emma F..
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:58:y:2009:i:1:p:25-45.

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56. Mixed model-based additive models for sample extremes. (2008). Padoan, S. A. ; Wand, M. P..
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:17:p:2850-2858.

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57. A moving window approach for nonparametric estimation of the conditional tail index. (2008). Girard, Stephane ; Gardes, Laurent.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:99:y:2008:i:10:p:2368-2388.

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58. Trend estimation in extremes of synthetic North Sea surges. (2007). Flather, Roger A. ; Tawn, Jonathan A. ; Heffernan, Janet E. ; Butler, Adam.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:56:y:2007:i:4:p:395-414.

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