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Dense classes of multivariate extreme value distributions
15 references·0 citing·28 second hop
Dense classes of multivariate extreme value distributions (2012)Dense classes of multivariate extreme val…- Theory and applications (2013)- Theory and applicationsAn M-estimator for tail dependence in arbitrary dimensions (2012)An M-estimator for tail depen…Models for Dependent Extremes Using Stable Mixtures (2008)Models for Dependent Extremes…A method of moments estimator of tail dependence (2008)A method of moments estimator…Heavy-Tail Phenomena (2007)Heavy-Tail PhenomenaStatistics of Extremes: Theory and Applications (2005)Statistics of Extremes: Theor…The behavior of multivariate maxima of moving maxima processes (2004)The behavior of multivariate …Statistics of Extremes: Theory and Applications (2004)Statistics of Extremes: Theor…Extreme Value Distributions (2000)Extreme Value DistributionsModelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…Modelling Multivariate Extreme Value Distributions (1990)Modelling Multivariate Extrem…Bivariate Extreme Value Theory: Models and Estimation (1988)Bivariate Extreme Value Theor…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Limit theory for multivariate sample extremes (1977)Limit theory for multivariate…MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Markov chain models for threshold exceedances (1997)Multivariate generalized Pareto distributions (2006)A review of quantification methodologies for multi-hazard interrelationships (2019)Models for Exceedances Over High Thresholds (1990)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)Statistical Modeling of Spatial Extremes (2012)Tail Risk and Asset Prices (2014)Understanding Heterogeneity in Clinical Cohorts Using Normative Models: Beyond Case-Control Studies (2016)Extreme values of independent stochastic processes (1977)Extremal Theory for Stochastic Processes (1988)Statistical Methods for Multivariate Extremes: An Application to Structural Design (1994)Modelling of extremal events in insurance and finance (1994)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)From value at risk to stress testing: The extreme value approach (2000)How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices (2006)Quantitative models for operational risk: Extremes, dependence and aggregation (2006)On the tails of extreme event distributions in hydrology (2008)Power Laws in Economics and Finance (2008)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Copulas: Tales and facts (2006)A General Empirical Law of Public Budgets: A Comparative Analysis (2009)Narver and Slater, Kohli and Jaworski and the market orientation construct: integration and internationalization (1995)Automation Bias in Intelligent Time Critical Decision Support Systems (2004)Why do small and medium enterprises use social media marketing and what is the impact: Empirical insights from India (2020)
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  • 2008A method of moments estimator of tail dependence42 cited

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