Threshold Selection for Multivariate Heavy-Tailed Data

3 July 2017

Papers citing "Threshold Selection for Multivariate Heavy-Tailed Data"

3 / 3 papers shown

Title
On estimation and order selection for multivariate extremes via clustering Shiyuan Deng He Tang Shuyang Bai 14 0 0 20 Jun 2024
Multivariate Matrix Mittag--Leffler distributions Hansjoerg Albrecher Martin Bladt M. Bladt 11 11 0 23 Mar 2020
Measuring and testing dependence by correlation of distances G. Székely Maria L. Rizzo N. K. Bakirov 175 2,577 0 28 Mar 2008