Statistics and Its Interface

Volume 8 (2015)

Number 1

Special Issue on Extreme Theory and Application (Part II)

Guest Editors: Yazhen Wang and Zhengjun Zhang

Contents

Editorial

pp. 1-1

Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model

Yang Yang, Zhongquan Tan, and Yunyun Zhong

pp. 3-8

Functional regular variations, Pareto processes and peaks over threshold

Clément Dombry and Mathieu Ribatet

pp. 9-17

Detecting change-points in extremes

D. J. Dupuis, Y. Sun, and Huixia Judy Wang

pp. 19-31

Spatial aggregation and high quantile estimation applied to extreme precipitation

Ana Ferreira

pp. 33-43

A class of goodness-of-fit tests for spatial extremes models based on max-stable processes

Ivan Kojadinovic, Hongwei Shang, and Jun Yan

pp. 45-62

Tail dependence for two skew slash distributions

Chengxiu Ling and Zuoxiang Peng

pp. 63-69

A proportional hazard model for storm occurrence risk

Malika Chassan, Jean-Marc Azais, Guillaume Buscarlet, and Norbert Suard

pp. 71-84

Kernel-type estimator of the mean for a heavy tailed distribution

Abdelaziz Rassoul

pp. 85-91

Copula structure analysis based on extreme dependence

Claudia Klüppelberg, Stephan Haug, and Gabriel Kuhn

pp. 93-107

Marked point process adjusted tail dependence analysis for high-frequency financial data

Alexander Malinowski, Martin Schlather, and Zhengjun Zhang

pp. 109-122