Inequalities for the Extremal Coefficients of Multivariate Extreme Value Distributions

By Martin Schlather, Jonathan A. Tawn. 2002

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/ea272ea73bbe51904dd5287de3f9f30989610c54

How researchers see this paper

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

In Economics and Econometrics

1. Johan Segers
2. Gordon Gudendorf
3. A. C. Davison
4. Paul Northrop
5. M. Suveges
6. Jan Beirlant
7. Christian-Yann Robert

In Finance

1. Gordon Gudendorf
2. Johan Segers
3. A. C. Davison
4. Jean-David Fermanian
5. Raphaël Huser
6. Axel Bucher
7. Ivan Kojadinovic
8. Marc G. Genton

In Global and Planetary Change

1. Johan Segers
2. Gordon Gudendorf
3. Raphaël Huser
4. A. C. Davison
5. Marc G. Genton
6. Emilie Chautru

Citations in the corpus

• Extreme-value copulas (2009, background): “Multivariate extensions have been studied in [ 83 ].”