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Model‐based inference of conditional extreme value distributions with hydrological applications
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Model‐based inference of conditional extreme value distributions with hydrological applications (2019)Model‐based inference of conditional extr…Extremes on river networks (2015)Extremes on river networksEstimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (2014)Estimation of Hüsler–Reiss Di…Dependence Modeling with Copulas (2014)Dependence Modeling with Copu…Statistical Modeling of Spatial Extremes (2012)Statistical Modeling of Spati…Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model (2012)Estimation of the conditional…Limit laws for random vectors with an extreme component (2007)Limit laws for random vectors…A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)A Conditional Approach for Mu…A Directory of Coefficients of Tail Dependence (2000)A Directory of Coefficients o…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Maxima of bivariate random vectors: Between independence and complete dependence (1994)Maxima of bivariate random ve…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Models for Exceedances Over High Thresholds (1990)Models for Exceedances Over H…Modelling Multivariate Extreme Value Distributions (1990)Modelling Multivariate Extrem…Maxima of normal random vectors: Between independence and complete dependence (1989)Maxima of normal random vecto…Extreme Values, Regular Variation, and Point Processes. (1989)Extreme Values, Regular Varia…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)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)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Asymptotic efficiency of the two-stage estimation method for copula-based models (2004)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data (1993)An Introduction to Statistical Modeling of Extreme Values (2001)Geostatistics of extremes (2011)Space–Time Modelling of Extreme Events (2013)A review of quantification methodologies for multi-hazard interrelationships (2019)A Moment Estimator for the Index of an Extreme-Value Distribution (1989)Dependence Measures for Extreme Value Analyses (1999)Tails of multivariate Archimedean copulas (2009)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)Modelling Extremal Events (1997)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Extreme values of independent stochastic processes (1977)Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters (1996)Copula Modeling: An Introduction for Practitioners (2007)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Modelling of extremal events in insurance and finance (1994)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)A review and assessment of importance sampling methods for reliability analysis (2022)Forecasting: theory and practice (2022)
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References

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  • 1990Models for Exceedances Over High Thresholds1,725 cited
  • 2014Dependence Modeling with Copulas1,628 cited
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  • 1989Maxima of normal random vectors: Between independence and complete dependence255 cited
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  • 2000A Directory of Coefficients of Tail Dependence144 cited
  • 1989Extreme Values, Regular Variation, and Point Processes.128 cited
  • 2015Extremes on river networks117 cited
  • 2007Limit laws for random vectors with an extreme component114 cited
  • 2012Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model112 cited

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  • 2014Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes108 cited
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