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Multivariate Negative Exponential and Extreme Value Distributions
6 references·2 citing·20 second hop
Multivariate Negative Exponential and Extreme Value Distributions (1989)Multivariate Negative Exponential and Ext…Multivariate extreme value distributions (1997)Multivariate extreme value di…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…Statistics of extreme values (1989)Statistics of extreme valuesA Spectral Representation for Max-stable Processes (1984)A Spectral Representation for…Domains of Attraction of Multivariate Extreme Value Distributions (1983)Domains of Attraction of Mult…Limit theory for multivariate sample extremes (1977)Limit theory for multivariate…Non-Parametric Inference for Bivariate Extreme-Value Copulas (2004)Non-Parametric Inference for …Moving-maximum models for extrema of time series (2002)Moving-maximum models for ext…Extremal Processes (1964)The structure of extremal processes (1973)Max-infinite divisibility (1977)Statistics for near independence in multivariate extreme values (1996)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Extreme Values, Regular Variation and Point Processes (1987)Bivariate Extreme Value Theory: Models and Estimation (1988)Modelling Extreme Multivariate Events (1991)On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (2020)Extreme Correlation of International Equity Markets (2001)Statistics of Extremes (2004)A nonparametric estimation procedure for bivariate extreme value copulas (1997)Modelling Dependence with Copulas and Applications to Risk Management (2003)Copulas for Finance - A Reading Guide and Some Applications (2007)Models for Stationary Max-Stable Random Fields (2002)Stationary max-stable fields associated to negative definite functions (2009)Likelihood-Based Inference for Max-Stable Processes (2010)Statistical Modeling of Spatial Extremes (2012)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Prediction, Learning, and Games (2006)
this work references cited by second hop

References

  • 1990The Asymptotic Theory of Extreme Order Statistics1,848 cited
  • 1984A Spectral Representation for Max-stable Processes521 cited
  • 1977Limit theory for multivariate sample extremes367 cited
  • 1983Domains of Attraction of Multivariate Extreme Value Distributions120 cited
  • 1997Multivariate extreme value distributions95 cited
  • 1989Statistics of extreme values41 cited

Cited by

  • 2002Moving-maximum models for extrema of time series30 cited
  • 2004Non-Parametric Inference for Bivariate Extreme-Value Copulas16 cited

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