AN OVERVIEW AND OPEN RESEARCH TOPICS IN STATISTICS OF UNIVARIATE EXTREMES KU Leuven
This review paper focuses on statistical issues arising in modeling univariate extremes of a random sample. In the last three decades there has been a shift from the area of parametric statistics of extremes, based on probabilistic asymptotic results in extreme value theory, towards a semi-parametric approach, where the estimation of the right and/or left tail-weight is performed under a quite general framework. But new parametric models can ...