Abhimanyu Mitra
Finance · 2011
A researcher in the Science corpus: 1 paper; trusts 9 researchers 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 Abhimanyu Mitra trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Abhimanyu Mitra's perspective
Ordered by how strongly the researchers Abhimanyu Mitra trusts endorse each paper. Same corpus, a different order for every researcher.
- Hidden regular variation and the rank transform (Advances in Applied Probability)
- Characterizations and Examples of Hidden Regular Variation
- Tail Risk of Multivariate Regular Variation
- A conditional approach for multivariate extreme values (with discussion)
- Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
- REGULAR VARIATION FOR MEASURES ON METRIC SPACES
- Review: P. Billingsley, Convergence of probability measures
- Theory of Random Sets
- Estimation of extreme risk regions under multivariate regular variation
- Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence
Their papers
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (2011) — 56 citations