242 citations · 778 across the 62 of their papers we have counts for
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stat.ME2017
An estimator of the stable tail dependence function based on the empirical beta copula
Anna Kiriliouk, Johan Segers, Laleh Tafakori
The replacement of indicator functions by integrated beta kernels in the definition of the empirical stable tail dependence function is shown to produce a smoothed version of the l…
stat.ME2017
Bayesian model averaging over tree-based dependence structures for multivariate extremes
Sabrina Vettori, Raphaël Huser, Johan Segers +1
Describing the complex dependence structure of extreme phenomena is particularly challenging. To tackle this issue we develop a novel statistical algorithm that describes extremal…