Extreme Dependence is a statistical dependence structure that characterizes the tendency of two or more random variables to exhibit simultaneous extreme deviations in their tails, distinguishing it from general dependence measures by focusing exclusively on asymptotic co-movements in extreme quantiles.
155
Publications
12.4K
Citations
313
Authors
248
Institutions
Publications per year
2017–2026
48
Variants
Tail Dependence
Parents
Publications
155
Extremes and related properties of random sequences and processes
1–5 of 155
Authors
313
- GT
4
h-index
- DS
4
h-index
- MAMuhammad Abubakr Naeem
United Arab Emirates University, United Arab Emirates
4 publications · 372 citations
4
h-index
- YM
4
h-index
- WM
3
h-index
1–5 of 313
Institutions
248
United Arab Emirates University
Al Ain, United Arab Emirates
5 h-index
6 publications
386 citations
University of Economics Ho Chi Minh City
Ho Chi Minh City, Vietnam
5 h-index
6 publications
196 citations
University of Sheffield
Sheffield, United Kingdom
4 h-index
7 publications
266 citations
Lebanese American University
Beirut, Lebanon
4 h-index
3 publications
139 citations
ETH Zurich
Zurich, Switzerland
4 h-index
8 publications
761 citations
Suffolk University
Boston, United States
4 h-index
4 publications
323 citations
Université Laval
Québec, Canada
4 h-index
6 publications
321 citations
Tunis El Manar University
Tunis, Tunisia
4 h-index
5 publications
1.4K citations
1–8 of 248
Venues
- SSRN Electronic Journal
Repository · 11 publications · 465 citations
10
h-index
- Journal of Multivariate Analysis
8 publications · 381 citations
8
h-index
- Journal of Econometrics
6 publications · 753 citations
6
h-index
- Extremes
6 publications · 257 citations
6
h-index
- Statistics & Probability Letters
5 publications · 175 citations
5
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1–5