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Models with Hidden Regular Variation: Generation and Detection
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-0-387-45024-7openalex-snapshot
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
inferredcites →https://doi.org/10.1007/978-0-387-75953-1openalex-snapshot
Extreme Values, Regular Variation and Point Processes
inferredcites →https://doi.org/10.1007/s10687-004-4728-4openalex-snapshot
Characterizations and Examples of Hidden Regular Variation
inferredcites →https://doi.org/10.1007/s10687-009-0097-3openalex-snapshot
Detecting a conditional extreme value model
inferredcites →https://doi.org/10.1016/j.ijar.2012.06.007openalex-snapshot
Four theorems and a financial crisis
inferredcites →https://doi.org/10.1016/j.jfineco.2010.08.015openalex-snapshot
Diversification disasters
inferredcites →https://doi.org/10.1017/jpr.2015.15openalex-snapshot
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
inferredcites →https://doi.org/10.1017/jpr.2015.4openalex-snapshot
Moments for multidimensional Mandelbrot cascades
inferredcites →https://doi.org/10.1023/a:1025148622954openalex-snapshot
Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence
inferredcites →https://doi.org/10.1029/98wr01449openalex-snapshot
Modeling river flows with heavy tails
inferredcites →https://doi.org/10.1081/stm-120020386openalex-snapshot
Empirical Testing Of The Infinite Source Poisson Data Traffic Model
inferredcites →https://doi.org/10.1081/stm-200046446openalex-snapshot
EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS
inferredcites →https://doi.org/10.1093/biomet/ast046openalex-snapshot
A sum characterization of hidden regular variation with likelihood inference via expectation-maximization
inferredcites →https://doi.org/10.1137/1110037openalex-snapshot
On Some Limit Theorems Similar to the Arc-Sin Law
inferredcites →https://doi.org/10.1201/9780203483350-5openalex-snapshot
Statistics of Extremes, with Applications in Environment, Insurance, and Finance
inferredcites →https://doi.org/10.1214/105051606000000835openalex-snapshot
Limit laws for random vectors with an extreme component
inferredcites →https://doi.org/10.1214/14-ps231openalex-snapshot
Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps
inferredcites →https://doi.org/10.1214/aos/1176343003openalex-snapshot
Statistical Inference Using Extreme Order Statistics
inferredcites →https://doi.org/10.1239/aap/1363354106openalex-snapshot
Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation
inferredcites →https://doi.org/10.2298/pim0694121hopenalex-snapshot
Regular variation for measures on metric spaces
inferredcites →https://doi.org/10.2307/1427239openalex-snapshot
Point processes, regular variation and weak convergence
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.2966181openalex-extracted
Diversification Benefits Under Multivariate Second Order Regular Variation
inferred← citeshttps://doi.org/10.1007/978-3-031-57599-0_5openalex-snapshot
Exploring Data Cautiously
inferred← citeshttps://doi.org/10.1007/s10687-016-0278-9openalex-snapshot
Implicit extremes and implicit max–stable laws
inferred← citeshttps://doi.org/10.1007/s10687-017-0290-8openalex-snapshot
Hidden regular variation under full and strong asymptotic dependence
inferred← citeshttps://doi.org/10.1007/s10687-020-00382-3openalex-snapshot
Risk concentration under second order regular variation
inferred← citeshttps://doi.org/10.1007/s10687-021-00432-4openalex-snapshot
Tail probabilities of random linear functions of regularly varying random vectors
inferred← citeshttps://doi.org/10.1007/s10687-022-00439-5openalex-snapshot
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity
inferred← citeshttps://doi.org/10.1007/s10687-023-00478-6openalex-snapshot
Random networks with heterogeneous reciprocity
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2020.05.002openalex-snapshot
Asymptotic independence and support detection techniques for heavy-tailed multivariate data
inferred← citeshttps://doi.org/10.1016/j.jmva.2017.12.004openalex-snapshot
Risk contagion under regular variation and asymptotic tail independence
inferred← citeshttps://doi.org/10.1016/j.jmva.2024.105382openalex-snapshot
Maximum likelihood estimation of elliptical tail
inferred← citeshttps://doi.org/10.1016/j.spa.2025.104762openalex-snapshot
Emergence of multivariate extremes in multilayer inhomogeneous random graphs
inferred← citeshttps://doi.org/10.1080/24754269.2020.1869897openalex-snapshot
Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
inferred← citeshttps://doi.org/10.1515/strm-2018-0030openalex-snapshot
Conditional excess risk measures and multivariate regular variation
inferred← citeshttps://doi.org/10.48550/arxiv.1802.01936openalex-snapshot
Hidden regular variation, copula models, and the limit behavior of conditional excess risk measures
inferred← citeshttps://doi.org/10.70675/1e114374ze07bz4bd1za98cz9f97616f9e2aopenalex-snapshot
Simulation and assessment of multivariate extreme models for environmental data
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