242 citations · 778 across the 62 of their papers we have counts for
Showing 2012 · stat.MEShow all
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stat.ME2012★ 4 cited
Nonparametric Inference for Max-Stable Dependence
Johan Segers
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].
stat.ME2012
A Euclidean likelihood estimator for bivariate tail dependence
Miguel de Carvalho, Boris Oumow, Johan Segers +1
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain…
stat.ME2012
Nonparametric estimation of pair-copula constructions with the empirical pair-copula
Ingrid Hobaek Haff, Johan Segers
A pair-copula construction is a decomposition of a multivariate copula into a structured system, called regular vine, of bivariate copulae or pair-copulae. The standard practice is…