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Hidden Regular Variation: Detection and Estimation

27 January 2010

Papers citing "Hidden Regular Variation: Detection and Estimation"

4 / 4 papers shown

Title
Limit conditional distributions for bivariate vectors with polar representation Anne-Laure Fougères P. Soulier 94 25 0 03 Apr 2009
Detecting a conditional extrme value model Bikramjit Das Sidney I. Resnick 96 46 0 17 Feb 2009
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