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Sea and Wind: Multivariate Extremes at Work
6 references·16 citing·35 second hop
Sea and Wind: Multivariate Extremes at Work (1998)Sea and Wind: Multivariate Extremes at Wo…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Statistical methods for multivariate extremes: an application to structural design. (1994)Statistical methods for multi…Statistical Methods for Multivariate Extremes: An Application to Structural Design (1994)Statistical Methods for Multi…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…A Moment Estimator for the Index of an Extreme-Value Distribution (1989)A Moment Estimator for the In…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…A review of quantification methodologies for multi-hazard interrelationships (2019)A review of quantification me…Spatial modeling of extreme snow depth (2011)Spatial modeling of extreme s…On the construction of multivariate extreme value models via copulas (2009)On the construction of multiv…A New Class of Models for Bivariate Joint Tails (2008)A New Class of Models for Biv…Limit laws for random vectors with an extreme component (2007)Limit laws for random vectors…Limit Laws for Random Vectors with an Extreme Component (2005)Limit Laws for Random Vectors…Characterizations and Examples of Hidden Regular Variation (2004)Characterizations and Example…Bivariate tail estimation: dependence in asymptotic independence (2004)Bivariate tail estimation: de…Asset Market Linkages in Crisis Periods (2004)Asset Market Linkages in Cris…Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence (2002)Hidden Regular Variation, Sec…Asymptotic independence and a network traffic model (2002)Asymptotic independence and a…Nonparametric estimation of the spectral measure of an extreme value distribution (2001)Nonparametric estimation of t…A Directory of Coefficients of Tail Dependence (2000)A Directory of Coefficients o…Multivariate extremes for models with constant conditional correlations (1999)Multivariate extremes for mod…Estimation of the coefficient of tail dependence in bivariate extremes (1999)Estimation of the coefficient…A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index (1999)A Bootstrap-based Method to A…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling of extremal events in insurance and finance (1994)The simple economics of bank fragility (2004)Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (2008)Bivariate Extreme Value Theory: Models and Estimation (1988)The Asymptotic Theory of Extreme Order Statistics (1990)Modelling Extremes of the Areal Rainfall Process (1996)Correlations in Price Changes and Volatility across International Stock Markets (1990)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Banking Stability Measures (2009)Correlation of financial markets in times of crisis (2011)Banking Stability Measures (2012)Models for Exceedances Over High Thresholds (1990)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Statistical Modeling of Spatial Extremes (2012)An Introduction to Statistical Modeling of Extreme Values (2001)Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (2014)Hierarchical Modeling and Analysis for Spatial Data (2014)Extremes on river networks (2015)Advances in statistical modeling of spatial extremes (2020)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Modelling Dependence within Joint Tail Regions (1997)Copulas for Finance - A Reading Guide and Some Applications (2007)Correlation and Simple Linear Regression (2003)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation (2012)A multi-hazard framework for spatial-temporal impact analysis (2022)The challenges of dynamic vulnerability and how to assess it (2022)Toward a framework for systemic multi-hazard and multi-risk assessment and management (2023)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Heavy tail modeling and teletraffic data: special invited paper (1997)Tail Index Estimation and an Exponential Regression Model (1999)Markov chain models for threshold exceedances (1997)
this work references cited by second hop

References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1996Statistics for near independence in multivariate extreme values742 cited
  • 1989A Moment Estimator for the Index of an Extreme-Value Distribution697 cited
  • 1991Modelling Extreme Multivariate Events529 cited
  • 1994Statistical Methods for Multivariate Extremes: An Application to Structural Design278 cited
  • 1994Statistical methods for multivariate extremes: an application to structural design.224 cited

Cited by

  • 2019A review of quantification methodologies for multi-hazard interrelationships363 cited
  • 2004Asset Market Linkages in Crisis Periods196 cited
  • 2011Spatial modeling of extreme snow depth181 cited
  • 1999Multivariate extremes for models with constant conditional correlations164 cited
  • 2002Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence159 cited
  • 2004Bivariate tail estimation: dependence in asymptotic independence153 cited
  • 2000A Directory of Coefficients of Tail Dependence144 cited
  • 1999A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index120 cited
  • 2005Limit Laws for Random Vectors with an Extreme Component

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116 cited
  • 2007Limit laws for random vectors with an extreme component114 cited
  • 2001Nonparametric estimation of the spectral measure of an extreme value distribution112 cited
  • 2004Characterizations and Examples of Hidden Regular Variation104 cited
  • 2009On the construction of multivariate extreme value models via copulas103 cited
  • 2008A New Class of Models for Bivariate Joint Tails90 cited
  • 2002Asymptotic independence and a network traffic model79 cited
  • 1999Estimation of the coefficient of tail dependence in bivariate extremes77 cited