Scheduling of manufacturing systems based on extreme value theory and genetic algorithms by Subramaniam, Velusamy

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Air quality applications of extreme value theory : return levels of extreme ozone events in Chicago and surrounding areas by Rider, Elizabeth Ndayu

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Limit laws for extreme order statistics form strong-mixing processes, by Welsch, Roy E.

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Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks by Chernozhukov, Victor, Fernandez-Val, Ivan

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ON EXTENSIONS OF CLEVER: A NEURAL NETWORK ROBUSTNESS EVALUATION ALGORITHM by Weng, Tsui-Wei, Zhang, Huan, Chen, Pin-Yu, Lozano, Aurelie, Hsieh, Cho-Jui, Daniel, Luca

“…CLEVER (Cross-Lipschitz Extreme Value for nEtwork Robustness) is an Extreme Value Theory (EVT) based robustness score for large-scale deep neural networks (DNNs). …”
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ON EXTENSIONS OF CLEVER: A NEURAL NETWORK ROBUSTNESS EVALUATION ALGORITHM by Weng, Tsui-Wei, Zhang, Huan, Chen, Pin-Yu, Lozano, Aurelie, Hsieh, Cho-Jui, Daniel, Luca

“…CLEVER (Cross-Lipschitz Extreme Value for nEtwork Robustness) is an Extreme Value Theory (EVT) based robustness score for large-scale deep neural networks (DNNs). …”
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Assessing the Impact of Typhoons on Rice Production in the Philippines by Strobl, Eric, Blanc, Elodie

“…The results from a panel spatial regression model show that typhoons substantially reduced local provincial production in the quarter of the strike, having caused losses of up to 12.5 million tons since 2001. Using extreme value theory to predict future losses, the results suggest that a typhoon like the recent Haiyan, which is estimated to have caused losses of around 260 000 tons, has a return period of 13 years. …”
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On Estimating Hurricane Return Periods by Emanuel, Kerry Andrew, Jagger, Thomas

“…The resulting return-period distributions compare well to those estimated from extreme-value theory with parameter fitting using a peaks-over-threshold model, but they are valid over the whole range of hurricane wind speeds.…”
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Rare Probability Estimation under Regularly Varying Heavy Tails by Ohannessian, Mesrob I., Dahleh, Munther A.

“…This also establishes a discrete parallel to extreme value theory, and many of the techniques therein can be adapted to the framework that we set forth.…”
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Seasonal Cycles of Along-Track Tropical Cyclone Maximum Intensity by Gilford, Daniel M., Susan, Solomon, Emanuel, Kerry Andrew

“…Overall, observed maximum intensity seasonal cycles agree well with those of along-track PI. An extreme value theory application shows that at least 25 storms must be observed in a given month to have high confidence that the most intense wind speeds of historical TCs follow along-track PI seasonality. …”
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Essays on financial economics by Vargas Mendoza, Alberto

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Essays in asset pricing and market imperfections by Qiu, Weiyang, Ph. D. Massachusetts Institute of Technology

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On inference about rare events by Ohannessian, Mesrob I., 1981-

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Comparison and anti-concentration bounds for maxima of Gaussian random vectors by Chetverikov, Denis, Kato, Kengo, Chernozhukov, Victor V

“…Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical process and extreme value theories. Here we give explicit comparisons of expectations of smooth functions and distribution functions of maxima of Gaussian random vectors without any restriction on the covariance matrices. …”
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