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Multivariate extrapolation in the offshore environment
10 references·0 citing·27 second hop
Multivariate extrapolation in the offshore environment (1998)Multivariate extrapolation in the offshor…Modelling Extremal Events (1997)Modelling Extremal EventsExtreme Value Theory and Applications (1995)Extreme Value Theory and Appl…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…Bivariate Threshold Methods for Extremes (1992)Bivariate Threshold Methods f…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Models for Exceedances Over High Thresholds (1990)Models for Exceedances Over H…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Extremes and local dependence in stationary sequences (1983)Extremes and local dependence…Limit theory for multivariate sample extremes (1977)Limit theory for multivariate…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)Bivariate Extreme Value Theory: Models and Estimation (1988)Sea and Wind: Multivariate Extremes at Work (1998)Spatial modeling of extreme snow depth (2011)A review of quantification methodologies for multi-hazard interrelationships (2019)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Modelling Dependence within Joint Tail Regions (1997)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Copulas for Finance - A Reading Guide and Some Applications (2007)Threshold Methods for Sample Extremes (1984)Extremal Theory for Stochastic Processes (1988)Evidence for sharp increase in the economic damages of extreme natural disasters (2019)Extreme values of independent stochastic processes (1977)Modelling of extremal events in insurance and finance (1994)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Extreme observations and diversification in Latin American emerging equity markets (2001)The effect of long-term correlations on the return periods of rare events (2003)Return intervals of rare events in records with long-term persistence (2004)Empirical properties of asset returns: stylized facts and statistical issues (2001)Conditional value-at-risk for general loss distributions (2002)Markov chain models for threshold exceedances (1997)Bivariate Distributions with Given Extreme Value Attractor (2000)Multivariate generalized Pareto distributions (2006)Extreme events: dynamics, statistics and prediction (2011)
this work references cited by second hop

References

  • 1997Modelling Extremal Events4,397 cited
  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1990Models for Exceedances Over High Thresholds1,725 cited
  • 1991Modelling Extreme Multivariate Events529 cited
  • 1983Extremes and local dependence in stationary sequences406 cited
  • 1977Limit theory for multivariate sample extremes360 cited
  • 1994Statistical Methods for Multivariate Extremes: An Application to Structural Design278 cited
  • 1994Statistical methods for multivariate extremes: an application to structural design.224 cited
  • 1992Bivariate Threshold Methods for Extremes195 cited
  • 1995Extreme Value Theory and Applications125 cited

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