文章名稱引用次數(shù)

• INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles13
• A continuous updating weighted least squares estimator of tail dependence in high dimensions5
• Fitting phase-type scale mixtures to heavy-tailed data and distributions4
• The tail process revisited4
• Multivariate extreme value copulas with factor and tree dependence structures4
• Multivariate peaks over thresholds models4
• An estimator of the stable tail dependence function based on the empirical beta copula3
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk3
• On maximum of Gaussian random field having unique maximum point of its variance3
• Modeling extreme negative returns using marked renewal Hawkes processes3