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Linking representations for multivariate extremes via a limit set
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Linking representations for multivariate extremes via a limit set (2022)Linking representations for multivariate …Heavy-Tailed Time Series (2020)Heavy-Tailed Time SeriesModeling Spatial Processes with Unknown Extremal Dependence Class (2018)Modeling Spatial Processes wi…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…Heavy-Tail Phenomena (2007)Heavy-Tail PhenomenaStatistics 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…Modelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters (1996)Families of $m$-variate distr…Maxima of bivariate random vectors: Between independence and complete dependence (1994)Maxima of bivariate random ve…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…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 (1987)Extreme Values, Regular Varia…MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)The Asymptotic Theory of Extreme Order Statistics (1990)Asymptotic efficiency of the two-stage estimation method for copula-based models (2004)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)Statistical Modeling of Spatial Extremes (2012)A review of quantification methodologies for multi-hazard interrelationships (2019)Pair-copula constructions of multiple dependence (2007)Selecting and estimating regular vine copulae and application to financial returns (2012)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)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)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Power Laws in Economics and Finance (2009)Tail Risk and Asset Prices (2014)Understanding Heterogeneity in Clinical Cohorts Using Normative Models: Beyond Case-Control Studies (2016)Statistical Methods for Distributional Analysis (2014)Power-law distributions in empirical data (2018)Copula Modeling: An Introduction for Practitioners (2007)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)
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  • 2012Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model

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112 cited
  • 2020Heavy-Tailed Time Series103 cited
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