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0902.2996
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Detecting a conditional extrme value model
17 February 2009
Bikramjit Das
Sidney I. Resnick
Re-assign community
ArXiv (abs)
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Papers citing
"Detecting a conditional extrme value model"
2 / 2 papers shown
Title
Estimation of conditional laws given an extreme component
Anne-Laure Fougères
P. Soulier
126
21
0
15 Jun 2008
Conditioning on an extreme component: Model consistency with regular variation on cones
Bikramjit Das
Sidney I. Resnick
120
72
0
28 May 2008
1
