Statistics of Bivariate Extreme Values

By B. Brahimi. 2014

78 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/cb0d3fe64675ae5d875c54d2e0f27e576bc045d9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Johan Segers
2. Anna Kiriliouk
3. John H. J. Einmahl
4. A. C. Davison
5. Raphaël Huser
6. Axel Bucher
7. Gordon Gudendorf
8. Emilie Chautru

Citations in the corpus

• MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES (2012, background): “The limit ℓ is called the stable tail dependence function of C, going back to Huang (1992) and Drees and Huang (1998).”
• A continuous updating weighted least squares estimator of tail dependence in high dimensions (2016, background): “The latter can and will be represented here by the stable tail dependence function, denoted by (cid:96) (Huang, 1992; Drees and Huang, 1998), or tail dependence function for short.”