Dependence Modeling with Copulas covers the substantial advances that have taken place
in the field during the last 15 years, including vine copula modeling of high-dimensional …

Extreme value theory is unique as a statistical discipline in that it develops techniques and
models for describing the unusual rather than the usual. As an abstract study of random …

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 …

The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …

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 …

The first comprehensive account of the theory of mass transportation problems and its
applications. In Volume I, the authors systematically develop the theory with emphasis on …

Stochastic geometry is a relatively new branch of mathematics. Although its predecessors
such as geometric probability date back to the 18th century, the formal concept of a random …

Multivariate extreme value theory and methods concern the characterization, estimation and
extrapolation of the joint tail of the distribution of ad-dimensional random variable. Existing …

We survey multivariate extreme value distributions. These are limiting distributions of
maxima and/or minima, componentwise, after suitable normalization. A distribution is …

The elements of an arbitrary max-stable sequence are exhibited as functionals of a 2-
dimensional Poisson point process. The result is extended to a continuous time max-stable …