A Conditional Approach for Multivariate Extreme Values (with Discussion)
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A Conditional Approach for Multivariate Extreme Values (with Discussion) (scientific article; zbMATH DE number 2102954)
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Cited in
(only showing first 100 items - show all)- Estimation of bivariate excess probabilities for elliptical models
- Asymptotic properties of type I elliptical random vectors
- Extremal financial risk models and portfolio evaluation
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
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- Bayesian threshold selection for extremal models using measures of surprise
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- On the estimation and application of max-stable processes
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