Linking representations for multivariate extremes via a limit set

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Linking representations for multivariate extremes via a limit set

2 December 2020

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Papers citing "Linking representations for multivariate extremes via a limit set"

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Title
Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction Miriam Isabel Seifert 21 0 0 26 Nov 2023
Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed Lévy Noise Zhongwei Zhang David Bolin Sebastian Engelke Raphael Huser 21 2 0 28 Jul 2023
A modeler's guide to extreme value software Léo R. Belzile Christophe Dutang P. Northrop Thomas Opitz 52 15 0 16 May 2022
A Python Package for Sampling from Copulae: clayton Alexis Boulin 36 0 0 31 Mar 2022
Extremal Characteristics of Conditional Models S. Tendijck J. Tawn P. Jonathan 18 2 0 23 Feb 2022