Probabilities of Concurrent Extremes
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Abstract
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DOI: 10.1080/01621459.2017.1356318
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Cited by:
- Einmahl, John & Segers, Johan, 2020.
"Empirical Tail Copulas for Functional Data,"
Other publications TiSEM
edc722e6-cc70-4221-87a2-8, Tilburg University, School of Economics and Management.
- Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Discussion Paper 2020-004, Tilburg University, Center for Economic Research.
- Einmahl, John & Segers, Johan, 2020. "Empirical tail copulas for functional data," LIDAM Discussion Papers ISBA 2020004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hashorva, Enkelejd & Rullière, Didier, 2020.
"Asymptotic domination of sample maxima,"
Statistics & Probability Letters, Elsevier, vol. 160(C).
- Enkelejd Hashorva & Didier Rullière, 2020. "Asymptotic Domination of Sample Maxima," Post-Print hal-02277020, HAL.
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