2RV+HRV and Testing for Strong VS Full Dependence

26 December 2023

Papers citing "2RV+HRV and Testing for Strong VS Full Dependence"

6 / 6 papers shown

Title
Consistency of the PLFit estimator for power-law data Ayan Bhattacharya Bohan Chen R. Hofstad B. Zwart 23 8 0 17 Feb 2020
Asymptotic independence and support detection techniques for heavy-tailed multivariate data Jaakko Lehtomaa Sidney I. Resnick 18 15 0 01 Apr 2019
On a minimum distance procedure for threshold selection in tail analysis H. Drees Anja Janssen Sidney I. Resnick Tiandong Wang 39 31 0 15 Nov 2018
Hidden Regular Variation under Full and Strong Asymptotic Dependence Bikramjit Das Sidney I. Resnick 27 10 0 03 Feb 2016
Fitting heavy tailed distributions: the poweRlaw package Colin S. Gillespie 45 476 0 13 Jul 2014
Living on the multi-dimensional edge: seeking hidden risks using regular variation Bikramjit Das A. Mitra Sidney I. Resnick 75 52 0 29 Aug 2011