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Bivariate return periods via 2-Copulas
4 references·3 citing·21 second hop
Bivariate return periods via 2-Copulas (2004)Bivariate return periods via 2-CopulasStatistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields (2001)Statistical Analysis of Extre…Extreme Value Distributions: Theory and Applications (2000)Extreme Value Distributions: …An Introduction to Copulas (1999)An Introduction to CopulasProbability, Statistics, and Reliability for Civil and Environmental Engineers (1997)Probability, Statistics, and …Evaluating the efficacy of bivariate extreme modelling approaches for multi-hazard scenarios (2020)Evaluating the efficacy of bi…Multivariate Extreme Value Methods (2012)Multivariate Extreme Value Me…On the construction of multivariate extreme value models via copulas (2009)On the construction of multiv…Extreme Value Theory : An Introduction (2006)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe (2013)Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology (2014)A Compendium of Copulas (2017)Extreme Values, Regular Variation and Point Processes (1987)An Introduction to Statistical Modeling of Extreme Values (2001)A NEW MEASURE OF RANK CORRELATION (1938)Practical guidelines for the multivariate assessment of the structural risk in coastal and off-shore engineering (2014)Risk Assessment and Allocation in Highway Construction Projects in the UAE (2015)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)The politics of attention: how government prioritizes problems (2006)The t Copula and Related Copulas (2007)Statistical Modeling of Spatial Extremes (2012)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)STATISTICS OF EXTREMES: MODELING ECOLOGICAL DISTURBANCES (2005)Extreme Value Theory and Value at Risk: Application to oil market (2009)Power-law distributions in binned empirical data (2014)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 2000Extreme Value Distributions: Theory and Applications1,010 cited
  • 2001Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields422 cited
  • 1997Probability, Statistics, and Reliability for Civil and Environmental Engineers154 cited

Cited by

  • 2009On the construction of multivariate extreme value models via copulas103 cited
  • 2012Multivariate Extreme Value Methods33 cited
  • 2020Evaluating the efficacy of bivariate extreme modelling approaches for multi-hazard scenarios24 cited

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