In addition to high pressure to meet deadlines and succeed, emotional stress and a poor working atmosphere, mobbing is one of the most severe stresses to which employees are exposed in their everyday working lives. Employers usually perceive conflicts between employees as a disruptive factor. At...

We extend extreme value statistics to independent data with possibly very different distributions. In particular, we present novel asymptotic normality results for the Hill estimator, which now estimates the extreme value index of the average distribution. Due to the heterogeneity, the...

Financial market data are abundant with outliers, and the search for an appropriate extreme value theory (EVT) approach to apply is an endless debate in the statistics of extremes research. This paper uses EVT methods to model the five-year daily all-share total return index (ALSTRI) and the...