R. Montes-Iturrizaga
Statistics and Probability · 2013–2016
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 22 citations into it
- Finance — 13 citations into it
- Safety, Risk, Reliability and Quality — 9 citations into it
Whom R. Montes-Iturrizaga trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Christian Genest
- Régis Lebrun
- Xiao-Song Tang
- Roger B. Nelsen
- Eike C. Brechmann
- Dianqing Li
- Carlo De Michele
- G. Salvadori
- Anne Dutfoy
- Bruno R'emillard
Who trusts R. Montes-Iturrizaga overall
Papers from R. Montes-Iturrizaga's perspective
Ordered by how strongly the researchers R. Montes-Iturrizaga trusts endorse each paper. Same corpus, a different order for every researcher.
- Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
- Bivariate Statistical Approach to Check Adequacy of Dam Spillway
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Fonctions de repartition a n dimensions et leurs marges
- Elliptical copulas: applicability and limitations
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Modeling Multivariate Distributions with Continuous Margins Using the copula R Package
- Book review: quantitative risk management: concepts, techniques and tools, revised edition, by A.F. McNeil, R. Frey and P. Embrechts. Princeton University Press, 2015, ISBN 978-0-691-16627-8, xix +… (Extremes)
- Extremes in Nature : an approach using Copulas
- Estimating the Dimension of a Model
Their papers
- Multivariate environmental contours using C-vine copulas (2016) — 87 citations
- Environmental contours using copulas (2015) — 100 citations
- Development of environmental contours using Nataf distribution model (2013) — 92 citations