SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A new representation for multivariate tail probabilities
16 references·0 citing·25 second hop
A new representation for multivariate tail probabilities (2013)A new representation for multivariate tai…Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (2006)Heavy-Tail Phenomena: Probabi…Statistics of Extremes: Theory and Applications (2005)Statistics of Extremes: Theor…Statistics of Extremes: Theory and Applications (2004)Statistics of Extremes: Theor…Statistics of Extremes (2004)Statistics of ExtremesA Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)A Conditional Approach for Mu…Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence (2002)Hidden Regular Variation, Sec…Distribution and Dependence-Function Estimation for Bivariate Extreme-Value Distributions (2000)Distribution and Dependence-F…Sea and Wind: Multivariate Extremes at Work (1998)Sea and Wind: Multivariate Ex…Multivariate Models and Dependence Concepts (1998)Multivariate Models and Depen…Modelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Extreme Values, Regular Variation, and Point Processes. (1989)Extreme Values, Regular Varia…Bivariate Extreme Value Theory: Models and Estimation (1988)Bivariate Extreme Value Theor…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation (1985)On Asymptotic Normality of Hi…Limit theory for multivariate sample extremes (1977)Probabilistic Aspects of Multivariate Extremes (1984)The Asymptotic Theory of Extreme Order Statistics (1990)Understanding Relationships Using Copulas (1998)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)A Moment Estimator for the Index of an Extreme-Value Distribution (1989)Models for Exceedances Over High Thresholds (1990)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)A review of quantification methodologies for multi-hazard interrelationships (2019)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)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)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)Power Laws in Economics and Finance (2008)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Power Laws in Economics and Finance (2009)Regularly varying multivariate time series (2008)Extreme events: dynamics, statistics and prediction (2011)
this work references cited by second hop

References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 2004Statistics of Extremes1,787 cited
  • 2004Statistics of Extremes: Theory and Applications1,093 cited
  • 2006Heavy-Tail Phenomena: Probabilistic and Statistical Modeling884 cited
  • 1996Statistics for near independence in multivariate extreme values742 cited
  • 2004A Conditional Approach for Multivariate Extreme Values (with Discussion)679 cited
  • 1988Bivariate Extreme Value Theory: Models and Estimation569 cited
  • 2005Statistics of Extremes: Theory and Applications548 cited
  • 1991Modelling Extreme Multivariate Events529 cited
  • 1997Modelling Dependence within Joint Tail Regions426 cited
  • 1998Multivariate Models and Dependence Concepts360 cited
  • 1998Sea and Wind: Multivariate Extremes at Work219 cited
  • 1985On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation214 cited
  • 2002Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence159 cited
  • 1989Extreme Values, Regular Variation, and Point Processes.128 cited
  • 2000Distribution and Dependence-Function Estimation for Bivariate Extreme-Value Distributions

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

124 cited

Cited by

No citing works inside the corpus for this window.