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- Paper Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients 2019-07-02 Paper Tail densities of skew-elliptical distributions...10 bytes (17 words) - 17:14, 6 December 2023
- Publication Date of Publication Type Tail inference: where does the tail begin? 2016-01-25 Paper MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS...10 bytes (16 words) - 09:44, 24 September 2023
- 2021-09-29 Paper Tail-weighted measures of dependence 2020-11-04 Paper Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients...10 bytes (16 words) - 05:49, 7 October 2023
- Paper A multivariate tail covariance measure for elliptical distributions 2018-08-28 Paper A generalization of multivariate Pareto distributions: tail risk...10 bytes (17 words) - 00:44, 9 December 2023
- copulas: a key to multivariate extremes 2019-11-22 Paper Conditional tail independence in Archimedean copula models 2019-10-07 Paper On multivariate records from...10 bytes (18 words) - 16:27, 27 February 2024
- 2022-01-14 Paper Semi-parametric estimation of multivariate extreme expectiles 2021-06-22 Paper MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK 2020-02-03 Paper...10 bytes (16 words) - 03:06, 25 September 2023
- Paper Tail risk of multivariate regular variation 2012-06-20 Paper Extreme value properties of multivariate \(t\) copulas 2011-02-22 Paper Tail Dependence...10 bytes (17 words) - 18:45, 24 September 2023
- 2015-07-01 Paper On multivariate extensions of the conditional value-at-risk measure 2015-05-26 Paper On multivariate extensions of conditional-tail-expectation...10 bytes (18 words) - 03:35, 7 October 2023
- heavy tailed stationary time series based on sliding blocks 2018-04-25 Paper Multivariate peaks over thresholds models 2018-04-16 Paper Multivariate generalized...10 bytes (16 words) - 10:23, 9 December 2023
- quantiles from heavy-tailed distributions in a location-dispersion regression model 2021-01-19 Paper Beyond tail median and conditional tail expectation: Extreme...10 bytes (16 words) - 04:36, 9 December 2023
- Paper An M-Estimator of Spatial Tail Dependence 2019-05-09 Paper A continuous updating weighted least squares estimator of tail dependence in high dimensions...10 bytes (20 words) - 00:55, 9 December 2023
- estimation of the conditional stable tail dependence function 2023-08-18 Paper Extreme-value based estimation of the conditional tail moment with application to...10 bytes (16 words) - 00:04, 10 December 2023
- 2016-01-22 Paper Tail correlation functions of max-stable processes 2015-07-07 Paper Matérn Cross-Covariance Functions for Multivariate Random Fields 2015-06-16...10 bytes (17 words) - 16:24, 7 December 2023
- exponent 2020-10-07 Paper Tail risk measures using flexible parametric distributions 2020-01-24 Paper Analytic expressions for multivariate Lorenz surfaces 2019-08-07...10 bytes (18 words) - 16:50, 9 December 2023
- hierarchical extensions 2023-09-19 Paper Measuring non-exchangeable tail dependence using tail copulas 2023-07-13 Paper Single-index importance sampling with...10 bytes (16 words) - 22:16, 10 December 2023
- convergence of the sequential multivariate empirical process under strong mixing 2015-12-07 Paper Nonparametric tests for constant tail dependence with an application...10 bytes (16 words) - 01:11, 10 December 2023
- Paper Center-outward quantiles and the measurement of multivariate risk 2020-11-19 Paper Combined tail estimation using censored data and expert information...10 bytes (16 words) - 16:13, 8 December 2023
- estimation of conditional multivariate extreme value distributions 2014-04-07 Paper A new representation for multivariate tail probabilities 2014-02-04...10 bytes (18 words) - 22:32, 8 December 2023
- estimator for the Pareto-tail index 2015-06-25 Paper Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions 2015-06-24...10 bytes (16 words) - 14:27, 7 December 2023
- heavy tails 2021-02-04 Paper Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 2020-11-30 Paper On...10 bytes (17 words) - 15:47, 10 December 2023
