83 citations · 404 across the 14 of their papers we have counts for
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math.ST2015★ 17 cited
Bridging centrality and extremity: Refining empirical data depth using extreme value statistics
John H. J. Einmahl, Jun Li, Regina Y. Liu
Statistical depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points a…
math.ST2015★ 12 cited
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Sami Umut Can, John H. J. Einmahl, Estate V. Khmaladze +1
Let be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptot…