Tail-dependence, exceedance sets, and metric embeddings (Q6144816): Difference between revisions

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+The cut cone,L1 embeddability, complexity, and multicommodity flows
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+A note on vague convergence of measures
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+Statistics of Extremes
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+Q4040377
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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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+Basic properties and prediction of max-ARMA processes
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+Prediction of stationary max-stable processes
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+A spectral representation for max-stable processes
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+Geometry of cuts and metrics
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+Homogeneous mappings of regularly varying vectors
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+Bernoulli and tail-dependence compatibility
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+Bounds for the sum of dependent risks having overlapping marginals
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+The realization problem for tail correlation functions
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+Estimating the tail-dependence coefficient: properties and pitfalls
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+Regular variation for measures on metric spaces
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+Membership testing for Bernoulli and tail-dependence matrices
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+Heavy-Tailed Time Series
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+Theory of Random Sets
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+Max-stable random sup-measures with comonotonic tail dependence
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+Correlation polytopes: Their geometry and complexity
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+Q3771297
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+Heavy-Tail Phenomena
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+Inequalities for the extremal coefficients of multivariate extreme value distributions
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+A dependence measure for multivariate and spatial extreme values: Properties and inference
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+On tail dependence matrices. The realization problem for parametric families
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+Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
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+Tail correlation functions of max-stable processes
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+An exceptional max-stable process fully parameterized by its extremal coefficients
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+Distributionally robust inference for extreme value-at-risk
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