2 papers
stat.ME2026
Extreme Value Inference for CoVaR and Systemic Risk
Xiaoting Li, Harry Joe
We develop an extreme value framework for CoVaR centered on , the copula-adjusted probability level, or equivalently, the CoVaR on the uniform (0,1) scale. We char…
math.GN2015
Some topological properties of Charming spaces
Xiaoting Li, Fucai Lin, Shou Lin
In this paper, we mainly discuss the class of charming spaces, which was introduced by A.V. Arhangel'skii in [Remainders of metrizable spaces and a generalization of Lindelöf -s…