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In this paper, we discuss the application of extreme value theory in the context of stationary $��$-mixing sequences that belong to the Fr��chet domain of attraction. In particular, we propose a methodology to construct bias-corrected tail estimators. Our approach is based on the combination of two estimators for the extreme value index to cancel the bias. The resulting estimator is used to estimate an extreme quantile. In a simulation study, we outline the performance of our proposals that we compare to alternative estimators recently introduced in the literature. Also, we compute the asymptotic variance in specific examples when possible. Our methodology is applied to two datasets on finance and environment.

The estimation of optimal support boundaries under the monotonicity constraint is relatively unexplored and still in full development. This article examines a new extreme-value based model which provides a valid alternative for completely envelopment frontier models that often super from lack of precision, and for purely stochastic ones that are known to be sensitive to model misspecification. We provide different motivating applications including the estimation of the minimal cost in production activity and the assessment of the reliability of nuclear reactors.

We propose a method to generate a warning system for the early detection of time clusters applied to public health surveillance data. This new method relies on the evaluation of a return period associated to any new count of a particular infection reported to a surveillance system. The method is applied to Salmonella surveillance in France and compared to the model developed by Farrington et al., Comment: 21 pages, 6 figures