Linking representations for multivariate extremes via a limit set
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Cited in
(17)- Sensitivity of the limit shape of sample clouds from meta densities
- Limit laws for random vectors with an extreme component
- Extremal characteristics of conditional models
- A modeler's guide to extreme value software
- Modelling non-stationarity in asymptotically independent extremes
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
- Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
- Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise
- Inference for new environmental contours using extreme value analysis
- Statistical inference for multivariate extremes via a geometric approach
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- Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties
- Modelling high risk scenarios with gauge functions constructed from Gumbel copulas and D-vine structures
- Semiparametric estimation of the shape of the limiting bivariate point cloud
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