Pages that link to "Item:Q4915653"
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The following pages link to Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653):
Displaying 27 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Multivariate regular variation of discrete mass functions with applications to preferential attachment networks (Q1617335) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- A formula for hidden regular variation behavior for symmetric stable distributions (Q2027093) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
- Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948) (← links)
- Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
- Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Are extreme value estimation methods useful for network data? (Q2303029) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Models with hidden regular variation: Generation and detection (Q3466710) (← links)
- Extremes of multitype branching random walks: heaviest tail wins (Q5203946) (← links)
- Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
- Stable random fields, point processes and large deviations (Q5962609) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
- Random networks with heterogeneous reciprocity (Q6151144) (← links)
- Concentration bounds for the empirical angular measure with statistical learning applications (Q6635715) (← links)
