Concepedia

Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model

Caroline Keef, Ioannis Papastathopoulos, Jonathan A. Tawn

Journal of Multivariate Analysis · 2012 · 110 citations · 29 references

DOI

Concepts

References

29

Multivariate Models and Dependence Concepts.

Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations

, , +12

Models for Exceedances Over High Thresholds

A. C. Davison, Richard L. Smith · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1990 · 1.7K citations

, , +14

An Introduction to Statistical Modeling of Extreme Values

Journal of the American Statistical Association · 2002 · 1.3K citations · Full text

, , +11

Statistics for near independence in multivariate extreme values

Anthony Ledford · Biometrika · 1996 · 749 citations

, , +15

A Conditional Approach for Multivariate Extreme Values (with Discussion)

Janet E. Heffernan, Jonathan A. Tawn · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2004 · 682 citations · Full text

, , +13