14 citations · 32 across the 11 of their papers we have counts for
4 papers · 1 filter
Detecting tail behavior: mean excess plots with confidence bounds
Bikramjit Das, Souvik Ghosh
In many practical situations exploratory plots are helpful in understanding tail behavior of sample data. The Mean Excess plot is often applied in practice to understand the right…
Asymptotic Properties of the Empirical Spatial Extremogram
Yongbum Cho, Richard A. Davis, Souvik Ghosh
The extremogram, proposed by Davis and Mikosch (2008), is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in…
When does the mean excess plot look linear?
Souvik Ghosh, Sidney I. Resnick
In risk analysis, the mean excess plot is a commonly used exploratory plotting technique for confirming iid data is consistent with a generalized Pareto assumption for the underlyi…
Weak limits for exploratory plots in the analysis of extremes
Bikramjit Das, Souvik Ghosh
Exploratory data analysis is often used to test the goodness-of-fit of sample observations to specific target distributions. A few such graphical tools have been extensively used t…