Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2006.10597411
+Normal rank
@@ Property / OpenAlex ID @@
+W2324437291
@@ Property / OpenAlex ID: W2324437291 / rank @@
+Normal rank
@@ Property / cites work @@
+On the maximal life span of humans
@@ Property / cites work: On the maximal life span of humans / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence structures for multivariate high-frequency data in finance
+Normal rank
@@ Property / cites work @@
+A nonparametric estimation procedure for bivariate extreme value copulas
+Normal rank
@@ Property / cites work @@
+An introduction to statistical modeling of extreme values
+Normal rank
@@ Property / cites work @@
+Dependence measures for extreme value analyses
@@ Property / cites work: Dependence measures for extreme value analyses / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272657
@@ Property / cites work: Q4272657 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Methods for Multivariate Extremes: An Application to Structural Design
+Normal rank
@@ Property / cites work @@
+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5461830
@@ Property / cites work: Q5461830 / rank @@
+Normal rank
@@ Property / cites work @@
+Effects of mis-specification in bivariate extreme value problems
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme Value Theory as a Risk Management Tool
@@ Property / cites work: Extreme Value Theory as a Risk Management Tool / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of Gumbel's family of extreme value distributions
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+Analysis of Empirical Bivariate Extremal Distributions
+Normal rank
@@ Property / cites work @@
+Some Analytical Properties of Bivariate Extremal Distributions
+Normal rank
@@ Property / cites work @@
+Estimating the limit distribution of multivariate extremes
+Normal rank
@@ Property / cites work @@
+Sea and wind: multivariate extremes at work
@@ Property / cites work: Sea and wind: multivariate extremes at work / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution and dependence-function estimation for bivariate extreme-value distributions.
+Normal rank
@@ Property / cites work @@
+A directory of coefficients of tail dependence
@@ Property / cites work: A directory of coefficients of tail dependence / rank @@
+Normal rank
@@ Property / cites work @@
+A Conditional Approach for Multivariate Extreme Values (with Discussion)
+Normal rank
@@ Property / cites work @@
+Multivariate extreme‐value distributions with applications to environmental data
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4203249
@@ Property / cites work: Q4203249 / rank @@
+Normal rank
@@ Property / cites work @@
+Copula convergence theorems for tail events.
@@ Property / cites work: Copula convergence theorems for tail events. / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence from a distributional point of view
+Normal rank
@@ Property / cites work @@
+Fitting bivariate loss distributions with copulas
@@ Property / cites work: Fitting bivariate loss distributions with copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Statistics for near independence in multivariate extreme values
+Normal rank
@@ Property / cites work @@
+Q4363950
@@ Property / cites work: Q4363950 / rank @@
+Normal rank
@@ Property / cites work @@
+Concomitant tail behaviour for extremes
@@ Property / cites work: Concomitant tail behaviour for extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Independence of Bivariate Extremes
@@ Property / cites work: Asymptotic Independence of Bivariate Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Estimation of the coefficient of tail dependence in bivariate extremes
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Q3667778
@@ Property / cites work: Q3667778 / rank @@
+Normal rank
@@ Property / cites work @@
+Regular score tests of independence in multivariate extreme values
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme value statistics and wind storm losses: A case study
+Normal rank
@@ Property / cites work @@
+Non-parametric Estimation of Tail Dependence
@@ Property / cites work: Non-parametric Estimation of Tail Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate extreme statistics. I
@@ Property / cites work: Bivariate extreme statistics. I / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate extreme value theory: Models and estimation
+Normal rank
@@ Property / cites work @@
+Q3692637
@@ Property / cites work: Q3692637 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series
+Normal rank