Extreme Value Theory is a branch of probability theory that characterizes the asymptotic distribution of extreme values in stochastic processes, distinguishing itself by focusing on the limiting behavior of maxima and minima rather than central tendencies.
3.1K
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Authors
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Publications per year
2017–2026
529
Variants
Evt
Parents
Publications
3.1K
Statistical Inference Using Extreme Order Statistics
James Pickands · The Annals of Statistics · 1975 · 3.6K citations
Extreme Correlation of International Equity Markets
François Longin, Bruno Solnik · The Journal of Finance · 2001 · 2.6K citations
The Asymptotic Theory of Extreme Order Statistics
John E. Angus, János Galambos · Technometrics · 1990 · 1.8K citations
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- LD
29
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- JA
28
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- SI
20
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- AC
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- JS
19
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1–5 of 4.2K
Institutions
1.7K
Centre National de la Recherche Scientifique
Paris, France
40 h-index
188 publications
9.1K citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
31 h-index
79 publications
5.6K citations
University of Lisbon
Lisbon, Portugal
27 h-index
89 publications
3.5K citations
École Polytechnique Fédérale de Lausanne
Lausanne, Switzerland
26 h-index
40 publications
5K citations
Lancaster University
Lancaster, United Kingdom
26 h-index
72 publications
5.9K citations
Cornell University
Ithaca, United States
24 h-index
45 publications
2.9K citations
ETH Zurich
Zurich, Switzerland
23 h-index
57 publications
6.6K citations
KU Leuven
Leuven, Belgium
23 h-index
60 publications
3.1K citations
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Venues
- Technometrics
83 publications · 9.2K citations
40
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- The Annals of Statistics
61 publications · 12.5K citations
39
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- Biometrika
55 publications · 5.8K citations
36
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- The Annals of Probability
64 publications · 5.9K citations
34
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- Journal of the American Statistical Association
64 publications · 7.6K citations
33
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