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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution

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References

1998Understanding Relationships Using Copulas1,258 cited
1996Statistics for near independence in multivariate extreme values742 cited
1988Bivariate Extreme Value Theory: Models and Estimation569 cited
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1977Limit theory for multivariate sample extremes360 cited
2000Multivariate Extreme Value Distributions282 cited
1992Bivariate Threshold Methods for Extremes195 cited
1998Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function116 cited
2001Nonparametric estimation of the spectral measure of an extreme value distribution112 cited

Cited by

2017Sparse representation of multivariate extremes with applications to anomaly detection48 cited
2010Nonparametric estimation of an extreme-value copula in arbitrary dimensions46 cited
2015Dimension reduction in multivariate extreme value analysis44 cited
2007Parametric tail copula estimation and model testing37 cited

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