The following pages link to Anna Kiriliouk (Q726121):
Displaying 6 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory (Q2044257) (← links)
- Max-factor individual risk models with application to credit portfolios (Q2347068) (← links)
- An <i>M</i>-Estimator of Spatial Tail Dependence (Q5743235) (← links)
- Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions (Q6621626) (← links)
