96 citations · 187 across the 7 of their papers we have counts for
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stat.AP2016
On the estimation of extreme directional multivariate quantiles
Raúl Torres, Elena Di Bernardino, Henry Laniado +1
In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk…
stat.AP2016★ 7 cited
Directional Multivariate Extremes in Environmental Phenomena
Raúl Torres, Carlo De Michele, Henry Laniado +1
Several environmental phenomena can be described by different correlated variables that must be considered jointly in order to be more representative of the nature of these phenome…