Giulia Marcon
Finance · 2014
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 10 citations into it
- Statistics and Probability — 7 citations into it
Whom Giulia Marcon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Johan Segers
- Peter Hall
- Samuel Kotz
- Gordon Gudendorf
- Jean-David Fermanian
- Dabao Zhang
- Philippe Naveau
- N. Tajvidi
- Saralees Nadarajah
- Nicole A. Lazar
Who trusts Giulia Marcon overall
Papers from Giulia Marcon's perspective
Ordered by how strongly the researchers Giulia Marcon trusts endorse each paper. Same corpus, a different order for every researcher.
- RANK-BASED INFERENCE FOR BIVARIATE EXTREME-VALUE COPULAS
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Extreme value theory : an introduction
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- Distribution and dependence-function estimation for bivariate extreme-value distributions
- Extreme value distributions
- Bayesian Survival Analysis Using Bernstein Polynomials
- Modelling pairwise dependence of maxima in space
- Statistics of Extremes: Theory and Applications (Technometrics)