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Probabilistic Aspects of Multivariate Extremes
4 references·5 citing·26 second hop
Probabilistic Aspects of Multivariate Extremes (1984)Probabilistic Aspects of Multivariate Ext…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…Domains of Attraction of Multivariate Extreme Value Distributions (1983)Domains of Attraction of Mult…Max-infinite divisibility (1977)Max-infinite divisibilityLimit theory for multivariate sample extremes (1977)Limit theory for multivariate…An Overview of the Goodness-of-Fit Test Problem for Copulas (2013)An Overview of the Goodness-o…A multivariate piecing-together approach with an application to operational loss data (2012)A multivariate piecing-togeth…Projection estimators of Pickands dependence functions (2008)Projection estimators of Pick…Multivariate extreme values in stationary random sequences (1990)Multivariate extreme values i…Bivariate Extreme Value Theory: Models and Estimation (1988)Bivariate Extreme Value Theor…An Introduction to Copulas (1999)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Pair-copula constructions of multiple dependence (2007)Nonparametric tests for constant tail dependence with an application to energy and finance (2015)Some copula inference procedures adapted to the presence of ties (2017)Extremal Processes (1964)The structure of extremal processes (1973)Statistics for near independence in multivariate extreme values (1996)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Statistics of extreme values (1989)Extreme Correlation of International Equity Markets (2001)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Extremes and local dependence in stationary sequences (1983)Extreme value copula estimation based on block maxima of a multivariate stationary time series (2014)Understanding Relationships Using Copulas (1998)Statistics of Extremes (2004)Using B-splines for nonparametric inference on bivariate extreme-value copulas (2014)Bias correction in multivariate extremes (2015)Modelling Extremal Events (1997)Extreme Value Theory (2006)A nonparametric estimation procedure for bivariate extreme value copulas (1997)Modelling Dependence with Copulas and Applications to Risk Management (2003)Copulas for Finance - A Reading Guide and Some Applications (2007)Estimating the limit distribution of multivariate extremes (1993)Limit Laws for Random Vectors with an Extreme Component (2005)Prediction, Learning, and Games (2006)
this work references cited by second hop

References

  • 1990The Asymptotic Theory of Extreme Order Statistics1,848 cited
  • 1977Limit theory for multivariate sample extremes367 cited
  • 1977Max-infinite divisibility127 cited
  • 1983Domains of Attraction of Multivariate Extreme Value Distributions120 cited

Cited by

  • 1988Bivariate Extreme Value Theory: Models and Estimation569 cited
  • 2008Projection estimators of Pickands dependence functions40 cited
  • 1990Multivariate extreme values in stationary random sequences38 cited
  • 2013An Overview of the Goodness-of-Fit Test Problem for Copulas36 cited
  • 2012A multivariate piecing-together approach with an application to operational loss data24 cited

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