57 citations · 111 across the 16 of their papers we have counts for
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stat.AP2014★ 8 cited
Likelihood based inference for high-dimensional extreme value distributions
Alexis Bienvenüe, Christian Y. Robert
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as th…
stat.AP2008★ 9 cited
Estimating the multivariate extremal index function
Christian Y. Robert
The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequ…
stat.AP2008★ 57 cited
Inference for the limiting cluster size distribution of extreme values
Christian Y. Robert
Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence condi…