The last decade has seen development of a plethora of approaches for threshold estimation
in extreme value applications. From a statistical perspective, the threshold is loosely defined …

Statistical issues arising in modelling univariate extremes of a random sample have been
successfully used in the most diverse fields, such as biometrics, finance, insurance and risk …

Soil salinization is the main source of global soil degradation. It has impeded progress
towards sustainable development goals (SDGs) by threatening 20% of irrigated areas …

Stylized facts of returns and volatility are an important approximation tool for empirical
finance studies, especially in the area of young and new assets. In this paper, we examine …

We bring rigor to the vibrant activity of detecting power laws in empirical degree distributions
in real-world networks. We first provide a rigorous definition of power-law distributions …

This book provides the most comprehensive treatment of the theoretical concepts and
modelling techniques of quantitative risk management. Whether you are a financial risk …

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the
probabilistic and mathematical foundations and proceeding to the statistical theory. The …

" This rigorous introduction to network science presents random graphs as models for real-
world networks. Such networks have distinctive empirical properties and a wealth of new …

Research in the statistical analysis of extreme values has flourished over the past decade:
new probability models, inference and data analysis techniques have been introduced; and …

This comprehensive text gives an interesting and useful blend of the mathematical,
probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of …