1

Detecting a conditional extreme value model

Année:
2011
Langue:
english
Fichier:
PDF, 3.19 MB
english, 2011
2

Detecting tail behavior: mean excess plots with confidence bounds

Année:
2016
Langue:
english
Fichier:
PDF, 2.61 MB
english, 2016
4

An Overview of Hydrogel-Based Bioinks for 3D Bioprinting of Soft Tissues

Année:
2019
Langue:
english
Fichier:
PDF, 1.48 MB
english, 2019
9

On robust tail index estimation for linear long-memory processes

Année:
2012
Langue:
english
Fichier:
PDF, 1.28 MB
english, 2012
16

Four theorems and a financial crisis

Année:
2013
Langue:
english
Fichier:
PDF, 1.42 MB
english, 2013
20

Conditioning on an extreme component: Model consistency with regular variation on cones

Année:
2011
Langue:
english
Fichier:
PDF, 253 KB
english, 2011
30

Weak limits for exploratory plots in the analysis of extremes

Année:
2013
Langue:
english
Fichier:
PDF, 1.80 MB
english, 2013
32

Models with hidden regular variation: Generation and detection

Année:
2015
Langue:
english
Fichier:
PDF, 7.16 MB
english, 2015
33

Hidden regular variation under full and strong asymptotic dependence

Année:
2017
Langue:
english
Fichier:
PDF, 4.10 MB
english, 2017
35

Risk contagion under regular variation and asymptotic tail independence

Année:
2017
Langue:
english
Fichier:
PDF, 513 KB
english, 2017
39

Models with Hidden Regular Variation: Generation and Detection

Année:
2015
Langue:
english
Fichier:
PDF, 2.94 MB
english, 2015
42

Conditional excess risk measures and multivariate regular variation

Année:
2019
Langue:
english
Fichier:
PDF, 857 KB
english, 2019
44

Risk concentration under second order regular variation

Année:
2020
Fichier:
PDF, 577 KB
2020