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Conditioning on an extreme component: Model consistency with regular variation on cones
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Conditioning on an extreme component: Model consistency with regular variation on cones

Bikramjit Das
Sidney I. Resnick
ArXiv (abs)PDFHTML

Papers citing "Conditioning on an extreme component: Model consistency with regular variation on cones"

3 / 3 papers shown
Title
Hidden Regular Variation: Detection and Estimation
Hidden Regular Variation: Detection and Estimation
A. Mitra
Sidney I. Resnick
153
10
0
27 Jan 2010
Detecting a conditional extrme value model
Detecting a conditional extrme value model
Bikramjit Das
Sidney I. Resnick
93
46
0
17 Feb 2009
Estimation of conditional laws given an extreme component
Estimation of conditional laws given an extreme component
Anne-Laure Fougères
P. Soulier
117
21
0
15 Jun 2008