2 papers
math.ST2025
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
Qian Hui, Sidney I. Resnick, Tiandong Wang
Accurately identifying the extremal dependence structure in multivariate heavy-tailed data is a fundamental yet challenging task, particularly in financial applications. Following…
math.ST2023
2RV+HRV and Testing for Strong VS Full Dependence
Tiandong Wang, Sidney I. Resnick
Preferential attachment models of network growth are bivariate heavy tailed models for in- and out-degree with limit measures which either concentrate on a ray of positive slope fr…