References

• 2001An Introduction to Statistical Modeling of Extreme Values7,338 cited
• 1990Models for Exceedances Over High Thresholds1,725 cited
• 1996Statistics for near independence in multivariate extreme values742 cited
• 2004A Conditional Approach for Multivariate Extreme Values (with Discussion)679 cited
• 1988Bivariate Extreme Value Theory: Models and Estimation569 cited
• 1997Modelling Dependence within Joint Tail Regions424 cited
• 1994Estimating the Extremal Index269 cited
• 1988On the exceedance point process for a stationary sequence240 cited
• 1991On a basis for ‘Peaks over Threshold’ modeling210 cited
• 1997Markov chain models for threshold exceedances200 cited
• 2002Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence159 cited
• 2003Diagnostics for Dependence within Time Series Extremes140 cited
• 1990On a Basis for 'Peaks Over Threshold' Modeling133 cited
• 1991Calculating the extremal index for a class of stationary sequences128 cited
• 2005Limit Laws for Random Vectors with an Extreme Component116 cited
• 2007