Pietro Muliere

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 Pietro Muliere trusts overall

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

1. Johan Segers

Papers from Pietro Muliere's perspective

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

1. RANK-BASED INFERENCE FOR BIVARIATE EXTREME-VALUE COPULAS
2. Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
3. Extreme value theory : an introduction
4. Nonparametric estimation of the dependence function for a multivariate extreme value distribution
5. New estimators of the Pickands dependence function and a test for extreme-value dependence
6. Extreme value distributions
7. Bayesian Survival Analysis Using Bernstein Polynomials
8. Nonparametric estimation of multivariate extreme-value copulas
9. Modelling pairwise dependence of maxima in space
10. Distribution and dependence-function estimation for bivariate extreme-value distributions

Their papers

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (2014) — 63 citations