Extreme Value Methods with Applications to Finance

By S. Novak. 2011

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Stein's method for comparison of univariate distributions (2014, methodology): “• Stein’s density approach pioneered in [91] relies on the target having an explicit density p (either continuous or discrete) and then using integration by parts and classical theory of ordinary differential (or difference) equations to characterize p (see [21, 28, 65, 75, 92] for the continuous ca”
Maximum likelihood estimators based on the block maxima method (2017, unknown): “also de Haan and Ferreira [14], Markovich [17] and Novak [18].”