Markov Kernels and the Conditional Extreme Value Model

10 October 2012

Papers citing "Markov Kernels and the Conditional Extreme Value Model"

4 / 4 papers shown

Title
Clustering of Markov chain exceedances Sidney I. Resnick David Zeber 84 6 0 08 Oct 2012
Detecting a conditional extrme value model Bikramjit Das Sidney I. Resnick 93 46 0 17 Feb 2009
Estimation of conditional laws given an extreme component Anne-Laure Fougères P. Soulier 117 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