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20162021
most citedCausal Analysis at Extreme Quantiles with Application to London Traffic Flow Data

2 citations · 3 across the 5 of their papers we have counts for

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stat.CO2019

Space-efficient estimation of empirical tail dependence coefficients for bivariate data streams

Alastair Gregory, Kaushik Jana

This article proposes a space-efficient approximation to empirical tail dependence coefficients of an indefinite bivariate stream of data. The approximation, which has stream-lengt…