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Extremal attractors of Liouville copulas
v1v2 (latest)

Extremal attractors of Liouville copulas

11 April 2017
Léo R. Belzile
J. Nešlehová
ArXiv (abs)PDFHTML

Papers citing "Extremal attractors of Liouville copulas"

3 / 3 papers shown
Title
Limiting Behavior of Maxima under Dependence
Limiting Behavior of Maxima under Dependence
Klaus Herrmann
Marius Hofert
Johanna G. Neslehova
49
0
0
05 May 2024
A modeler's guide to extreme value software
A modeler's guide to extreme value software
Léo R. Belzile
Christophe Dutang
P. Northrop
Thomas Opitz
57
15
0
16 May 2022
Extremal dependence of random scale constructions
Extremal dependence of random scale constructions
Sebastian Engelke
Thomas Opitz
J. Wadsworth
64
36
0
12 Mar 2018
1