Janet E. Heffernan

Finance · 2000–2005

A researcher in the Science corpus: 4 papers; trusts 13 researchers and is trusted by 56 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #482 of 10,518 by trust here, #1,177 by citations
• Statistics and Probability — 15 citations into it; #1,451 of 12,932 by trust here, #2,477 by citations
• Artificial Intelligence — 8 citations into it
• Economics and Econometrics — 8 citations into it; #1,447 of 23,481 by trust here, #4,106 by citations

Whom Janet E. Heffernan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Sidney I. Resnick
2. Julian Besag
3. Henrik Hult
4. Peter Hall
5. Jonathan A. Tawn
6. Krishanu Maulik
7. H. Drees
8. Laurens de Haan
9. Filip Lindskog
10. N. Tajvidi

Who trusts Janet E. Heffernan overall

1. A. C. Davison
2. Bikramjit Das
3. Jonathan A. Tawn
4. Jennifer L. Wadsworth
5. Sidney I. Resnick
6. Alexandra Ramos
7. Philip Jonathan
8. Kevin C. Ewans
9. Sebastian Engelke
10. Ser-Huang Poon

Papers from Janet E. Heffernan's perspective

Ordered by how strongly the researchers Janet E. Heffernan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Characterizations and Examples of Hidden Regular Variation
2. A conditional approach for multivariate extreme values (with discussion)
3. Hidden regular variation and the rank transform (Advances in Applied Probability)
4. On maximum likelihood estimation of the extreme value index
5. Extreme value theory : an introduction
6. Modelling Extremal Events for Insurance and Finance
7. Extreme behaviour for bivariate elliptical distributions
8. Statistical Inference Using Extreme Order Statistics
9. Spatial Interaction and the Statistical Analysis of Lattice Systems
10. Regularly varying functions

Their papers

• A conditional approach for multivariate extreme values (with discussion) (2004) — 654 citations
• A Directory of Coefficients of Tail Dependence (2000) — 161 citations
• Hidden regular variation and the rank transform (2005) — 50 citations
• Limit Laws for Random Vectors with an Extreme Component (2005) — 174 citations