28 citations · 65 across the 13 of their papers we have counts for
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stat.ME2018★ 7 cited
Canonical spectral representation for exchangeable max-stable sequences
Jan-Frederik Mai
The set of infinite-dimensional, symmetric stable tail dependence functions associated with exchangeable max-stable sequences of random variables with unit Fréchet margins is shown…
stat.ME2018★ 10 cited
Extreme-value copulas associated with the expected scaled maximum of independent random variables
Jan-Frederik Mai
It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copul…
stat.ME2018★ 4 cited
Exact Simulation of reciprocal Archimedean copulas
Jan-Frederik Mai
The decreasing enumeration of the points of a Poisson random measure whose mean measure has finite survival function on the positive half-axis can be represented as a non-increasin…