1. Influence measures and robust estimators of dependence in multivariate extremes

   • Yu-Ling Tsai
   • Duncan J. Murdoch
   • Debbie J. Dupuis

   OriginalPaper 08 May 2010 Pages: 343 - 363

2. Poisson convergence of eigenvalues of circulant type matrices

   • Arup Bose
   • Rajat Subhra Hazra
   • Koushik Saha

   OriginalPaper 17 June 2010 Pages: 365 - 392

3. Bias reduction for endpoint estimation

   • Deyuan Li
   • Liang Peng
   • Xinping Xu

   OriginalPaper 20 July 2010 Pages: 393 - 412

4. Storm processes and stochastic geometry

   • Christian Lantuéjoul
   • Jean-Noël Bacro
   • Liliane Bel

   OriginalPaper 15 September 2010 Pages: 413 - 428

5. Generalized Pickands’ estimators for the tail index parameter and max-semistability

   • Luísa Canto e Castro
   • Sandra Dias

   OriginalPaper 01 October 2010 Pages: 429 - 449

6. Conditioning exceedances on covariate processes

   • Ulf Cormann
   • Rolf-Dieter Reiss

   OriginalPaper 28 October 2010 Pages: 451 - 471