Whitney K. Huang

activity

20182024

most citedEstimating Value at Risk and Expected Shortfall: A Brief Review and Some New Developments

2 citations · 3 across the 6 of their papers we have counts for

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Showing 2019Show all

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stat.ME2019

New Exploratory Tools for Extremal Dependence: Chi Networks and Annual Extremal Networks

Whitney K. Huang, Daniel S. Cooley, Imme Ebert-Uphoff +2

Understanding dependence structure among extreme values plays an important role in risk assessment in environmental studies. In this work we propose the $χ$ network and the annual…