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Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
16 references·11 citing·26 second hop
Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (2014)Estimation of Hüsler–Reiss Distributions …Statistical Modeling of Spatial Extremes (2012)Statistical Modeling of Spati…Likelihood-Based Inference for Max-Stable Processes (2010)Likelihood-Based Inference fo…Stationary max-stable fields associated to negative definite functions (2009)Stationary max-stable fields …Extreme Value Theory (2006)Extreme Value TheoryExtreme Value Theory : An Introduction (2006)Extreme Value Theory : An Int…A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)A Conditional Approach for Mu…A dependence measure for multivariate and spatial extreme values: Properties and inference (2003)A dependence measure for mult…Models for Stationary Max-Stable Random Fields (2002)Models for Stationary Max-Sta…Extreme Value Distributions: Theory and Applications (2000)Extreme Value Distributions: …Extreme Value Distributions (2000)Extreme Value DistributionsModelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Models for Exceedances Over High Thresholds (1990)Models for Exceedances Over H…Modelling Multivariate Extreme Value Distributions (1990)Modelling Multivariate Extrem…Maxima of normal random vectors: Between independence and complete dependence (1989)Maxima of normal random vecto…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Extreme values of independent stochastic processes (1977)Extreme values of independent…Higher-dimensional spatial extremes via single-site conditioning (2022)Higher-dimensional spatial ex…Functional Peaks-Over-Threshold Analysis (2022)Functional Peaks-Over-Thresho…Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (2019)Local Likelihood Estimation o…Modelling spatial extreme events with environmental applications (2018)Modelling spatial extreme eve…High-dimensional peaks-over-threshold inference (2018)High-dimensional peaks-over-t…Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures (2017)Bridging asymptotic independe…Non-Stationary Dependence Structures for Spatial Extremes (2016)Non-Stationary Dependence Str…Modeling asymptotically independent spatial extremes based on Laplace random fields (2016)Modeling asymptotically indep…Exact simulation of max-stable processes (2016)Exact simulation of max-stabl…Efficient inference and simulation for elliptical Pareto processes (2015)Efficient inference and simul…AnM-Estimator of Spatial Tail Dependence (2015)AnM-Estimator of Spatial Tail…The Asymptotic Theory of Extreme Order Statistics (1990)Extreme Correlation of International Equity Markets (2001)Analysis of Financial Time Series (2006)The t Copula and Related Copulas (2007)A Spectral Representation for Max-stable Processes (1984)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data (1993)An Introduction to Statistical Modeling of Extreme Values (2001)Geostatistics of extremes (2011)Space–Time Modelling of Extreme Events (2013)A review of quantification methodologies for multi-hazard interrelationships (2019)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)Modelling Extremal Events (1997)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Modelling Dependence within Joint Tail Regions (1997)Copulas for Finance - A Reading Guide and Some Applications (2007)The politics of attention: how government prioritizes problems (2006)Modelling of extremal events in insurance and finance (1994)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Copulas: A Personal View (2009)Extreme-Value Copulas (2010)Extreme events: dynamics, statistics and prediction (2011)Copulas: Tales and facts (2006)A General Empirical Law of Public Budgets: A Comparative Analysis (2009)Risk management with expectiles (2015)
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  • 1990Modelling Multivariate Extreme Value Distributions

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249 cited

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  • 2016Exact simulation of max-stable processes81 cited
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  • 2016Non-Stationary Dependence Structures for Spatial Extremes76 cited
  • 2022Higher-dimensional spatial extremes via single-site conditioning70 cited
  • 2018Modelling spatial extreme events with environmental applications69 cited
  • 2016Modeling asymptotically independent spatial extremes based on Laplace random fields56 cited
  • 2022Functional Peaks-Over-Threshold Analysis43 cited
  • 2015AnM-Estimator of Spatial Tail Dependence42 cited
  • 2019Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes41 cited