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On Tail Index Estimation based on Multivariate Data
3 February 2014
Stéphan Clémenccon
Antoine Dematteo
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Papers citing
"On Tail Index Estimation based on Multivariate Data"
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Inference for heavy-tailed data with Gaussian dependence
Bikramjit Das
267
1
0
09 May 2023
Optimal pooling and distributed inference for the tail index and extreme quantiles
A. Daouia
S. Padoan
Gilles Stupfler
214
1
0
04 Nov 2021
Latent Model Extreme Value Index Estimation
Journal of Multivariate Analysis (JMA), 2020
Joni Virta
Niko Lietzén
L. Viitasaari
Pauliina Ilmonen
173
1
0
23 Mar 2020
1
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