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Cited by

• 1992Bivariate Threshold Methods for Extremes195 cited
• 2003On optimising the estimation of high quantiles of a probability distribution113 cited
• 2014Extreme-quantile tracking for financial time series105 cited
• 1988Almost sure convergence of the Hill estimator105 cited
• 1998Asymptotically unbiased estimators for the extreme-value index103 cited
• 2014A survey of rare event simulation methods for static input–output models70 cited
• 1994Multivariate Threshold Methods70 cited
• 2012A simple generalisation of the Hill estimator69 cited
• 1998A general class of estimators of the extreme value index63 cited
• 2008Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions57 cited
• 2008Mixed moment estimator and location invariant alternatives47 cited
• 2010Nonparametric estimation of an extreme-value copula in arbitrary dimensions46 cited
• 2011Separating aleatory and epistemic uncertainties: Probabilistic sewer flooding evaluation using probability box45 cited
• 2008Existence and consistency of the maximum likelihood estimator for the extreme value index43 cited