A new representation for multivariate tail probabilities

19 December 2013

Papers citing "A new representation for multivariate tail probabilities"

4 / 4 papers shown

Title
A modeler's guide to extreme value software Léo R. Belzile Christophe Dutang P. Northrop Thomas Opitz 52 15 0 16 May 2022
Linking representations for multivariate extremes via a limit set N. Nolde J. Wadsworth 32 24 0 02 Dec 2020
Graphical Models for Extremes Sebastian Engelke Adrien Hitz 148 115 0 04 Dec 2018
Approximation and estimation of very small probabilities of multivariate extreme events C. Valk 40 23 0 02 Mar 2015