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Limit conditional distributions for bivariate vectors with polar representation

3 April 2009

Papers citing "Limit conditional distributions for bivariate vectors with polar representation"

4 / 4 papers shown

Title
Detecting a conditional extrme value model Bikramjit Das Sidney I. Resnick 99 46 0 17 Feb 2009
Conditional Limit Results for Type I Polar Distributions E. Hashorva 80 23 0 08 Oct 2008
Estimation of conditional laws given an extreme component Anne-Laure Fougères P. Soulier 129 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