Modeling Multiple Risks: Hidden Domain of Attraction

4 October 2011

Papers citing "Modeling Multiple Risks: Hidden Domain of Attraction"

4 / 4 papers shown

Title
Living on the multi-dimensional edge: seeking hidden risks using regular variation Bikramjit Das A. Mitra Sidney I. Resnick 78 52 0 29 Aug 2011
Hidden Regular Variation: Detection and Estimation A. Mitra Sidney I. Resnick 161 10 0 27 Jan 2010
Detecting a conditional extrme value model Bikramjit Das Sidney I. Resnick 101 46 0 17 Feb 2009
Conditioning on an extreme component: Model consistency with regular variation on cones Bikramjit Das Sidney I. Resnick 122 72 0 28 May 2008