The following pages link to Bikramjit Das (Q291411):
Displaying 22 items.
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Weak limits for exploratory plots in the analysis of extremes (Q1940761) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Asymptotic behavior of common connections in sparse random networks (Q2157422) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Models with hidden regular variation: Generation and detection (Q3466710) (← links)
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
- Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
- Growth of common friends in a preferential attachment model (Q5157348) (← links)
- QQ Plots, Random Sets and Data from a Heavy Tailed Distribution (Q5454672) (← links)
- On heavy-tailed risks under Gaussian copula: the effects of marginal transformation (Q6432708) (← links)
- On asymptotic independence in higher dimensions (Q6734252) (← links)
