Hidden regular variation and the rank transform
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Publication:5694150
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Cites work
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Cited in
(29)- Hidden regular variation, second order regular variation and asymptotic independence
- Hidden regular variation under full and strong asymptotic dependence
- A formula for hidden regular variation behavior for symmetric stable distributions
- Hidden regular variation for point processes and the single/multiple large point heuristic
- Dimension reduction in multivariate extreme value analysis
- A new representation for multivariate tail probabilities
- Modeling multiple risks: hidden domain of attraction
- Limit laws for random vectors with an extreme component
- Copulas: Tales and facts (with discussion)
- Toward a copula theory for multivariate regular variation
- Extreme residual dependence for random vectors and processes
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- Hidden regular variation and detection of hidden risks
- Models with hidden regular variation: generation and detection
- Approximation and estimation of very small probabilities of multivariate extreme events
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- Living on the multidimensional edge: Seeking hidden risks using regular variation
- Second-order properties of tail probabilities of sums and randomly weighted sums
- Geostatistics of extremes
- The influence of dependence on data network models
- Data network models of burstiness
- Tails of weakly dependent random vectors
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- Evaluation of Binary Classifiers for Asymptotically Dependent and Independent Extremes
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data
- Meta densities and the shape of their sample clouds
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