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Asymptotic independence and support detection techniques for heavy-tailed multivariate data

Asymptotic independence and support detection techniques for heavy-tailed multivariate data

Jaakko Lehtomaa
Sidney I. Resnick
ArXiv (abs)PDFHTML

Papers citing "Asymptotic independence and support detection techniques for heavy-tailed multivariate data"

3 / 3 papers shown
Title
Modeling Multiple Risks: Hidden Domain of Attraction
Modeling Multiple Risks: Hidden Domain of Attraction
A. Mitra
Sidney I. Resnick
61
5
0
04 Oct 2011
Living on the multi-dimensional edge: seeking hidden risks using regular variation
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
The extremogram: A correlogram for extreme events
The extremogram: A correlogram for extreme events
Richard A. Davis
T. Mikosch
154
215
0
12 Jan 2010