218 citations · 323 across the 27 of their papers we have counts for
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stat.ME2019★ 25 cited
Spatial hierarchical modeling of threshold exceedances using rate mixtures
Rishikesh Yadav, Raphaël Huser, Thomas Opitz
We develop new flexible univariate models for light-tailed and heavy-tailed data, which extend a hierarchical representation of the generalized Pareto (GP) limit for threshold exce…
stat.ME2019★ 1 cited
Asymmetric tail dependence modeling, with application to cryptocurrency market data
Yan Gong, Raphaël Huser
Since the inception of Bitcoin in 2008, cryptocurrencies have played an increasing role in the world of e-commerce, but the recent turbulence in the cryptocurrency market in 2018 h…