Hidden Regular Variation and Detection of Hidden Risks (Q3113803): Difference between revisions

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+An introduction to statistical modeling of extreme values
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+Dependence measures for extreme value analyses
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+Detecting a conditional extreme value model
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+Conditioning on an extreme component: model consistency with regular variation on cones
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+Sea and wind: multivariate extremes at work
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+Q5485944
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+Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II
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+Bivariate tail estimation: dependence in asymptotic independence
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+Limit Conditional Distributions for Bivariate Vectors with Polar Representation
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+Estimation of conditional laws given an extreme component
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+Hidden regular variation and the rank transform
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+Limit laws for random vectors with an extreme component
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+A Conditional Approach for Multivariate Extreme Values (with Discussion)
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+EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS
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+Statistics for near independence in multivariate extreme values
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+Characterizations and examples of hidden regular variation
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+Estimation of the coefficient of tail dependence in bivariate extremes
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+A New Class of Models for Bivariate Joint Tails
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+Hidden regular variation, second order regular variation and asymptotic independence
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+The Extremal Dependence Measure and Asymptotic Independence
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+Heavy-Tail Phenomena
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+Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws
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+A bivariate stable characterization and domains of attraction
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+Smoothing the Hill Estimator
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