Living on the multi-dimensional edge: seeking hidden risks using regular variation

29 August 2011

Papers citing "Living on the multi-dimensional edge: seeking hidden risks using regular variation"

3 / 3 papers shown

Title
Estimation of extreme risk regions under multivariate regular variation J. Cai J. Einmahl L. de Haan 54 45 0 22 Nov 2012
Hidden Regular Variation: Detection and Estimation A. Mitra Sidney I. Resnick 161 10 0 27 Jan 2010
Conditioning on an extreme component: Model consistency with regular variation on cones Bikramjit Das Sidney I. Resnick 122 72 0 28 May 2008