Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
By M. Ivette Gomes, Luísa Canto e Castro, M. I. Fraga Alves, Dinis D. Pestana. 2008
69 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/d74a63bfd67bdefa530f75cb070e1925d9155e72
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Richard L. Smith
- M. Ivette Gomes
- Zhengjun Zhang
- Frederico Caeiro
- Dinis D. Pestana
- Laurens de Haan
- Jan Beirlant
- Stéphane Girard
In Global and Planetary Change
Citations in the corpus
- The vulnerability of learning to adversarial perturbation increases with intrinsic dimensionality (2017, methodology): “Practical methods that have been developed for the estimation of the EVT index, including expansion-based estimators [6] and the well-known Hill estimator and its variants [23], can all be applied to LID (for a survey, see [24]).”
- On the estimation and application of max-stable processes (2010, background): “References such as Leadbetter, Lindgren and Rootzén (1983), Embrechts, Klüppelberg and Mikosch (1997), Coles (2001), Smith (2003), and most recently Gomes et al. (2008) have surveyed the theory, and there are many applications to environmental extremes, insurance and finance, amongst many other…”
- Missing Data in Longitudinal Studies: Strategies for Bayesian Modeling and Sensitivity Analysis by DANIELS, M. J. and HOGAN, J. W (2009, methodology): “Gomes, M. I., Canto e Castro, L., Fraga Alves, M. I., and Pestana, D. (2008).”