Statistical inference for multivariate extremes via a geometric approach
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Cites work
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Cited in
(9)- Non-stationary max-stable models with an application to heavy rainfall data
- Inference for bivariate extremes via a semi-parametric angular-radial model
- A utopic adventure in the modelling of conditional univariate and multivariate extremes. EVA (2023) Conference Data Challenge: team Yahabe
- Mathematics, statistics, and geometry of extreme events in high dimensions. Abstracts from the workshop held August 19--23, 2024
- Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties
- Generative machine learning for multivariate angular simulation
- 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
- Additive functional gauge modelling with multivariate copulas for the assessment of high-risk scenarios
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