Multivariate Extremes is a statistical framework in Extreme Value Theory that characterizes the joint behavior of extreme values across multiple correlated variables, distinguishing it from univariate extremes by modeling the dependence structure of rare events in a multivariate context.
268
Publications
20.3K
Citations
405
Authors
302
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Publications per year
2017–2026
51
Publications
268
The t Copula and Related Copulas
Stefano Demarta, Alexander J. McNeil · International Statistical Review · 2007 · 959 citations
Statistics for near independence in multivariate extreme values
Anthony Ledford · Biometrika · 1996 · 749 citations
1–5 of 268
Authors
405
- JA
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- JS
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- JL
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1–5 of 405
Institutions
302
Lancaster University
Lancaster, United Kingdom
17 h-index
37 publications
3.8K citations
University of British Columbia
Vancouver, Canada
11 h-index
15 publications
1.1K citations
Centre National de la Recherche Scientifique
Paris, France
10 h-index
16 publications
464 citations
École Polytechnique Fédérale de Lausanne
Lausanne, Switzerland
9 h-index
10 publications
780 citations
ETH Zurich
Zurich, Switzerland
9 h-index
16 publications
4.6K citations
Laboratoire des Sciences du Climat et de l'Environnement
Gif-sur-Yvette, France
8 h-index
11 publications
607 citations
Tilburg University
Tilburg, The Netherlands
8 h-index
11 publications
378 citations
University of Lausanne
Lausanne, Switzerland
7 h-index
8 publications
837 citations
1–8 of 302
Venues
- Extremes
16 publications · 632 citations
14
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- Journal of Multivariate Analysis
12 publications · 658 citations
12
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- Journal of the American Statistical Association
13 publications · 1.6K citations
12
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- Statistics & Probability Letters
10 publications · 544 citations
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- Biometrika
10 publications · 1.7K citations
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