34 citations · 41 across the 8 of their papers we have counts for
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stat.ME2021
A new class of copula regression models for modelling multivariate heavy-tailed data
Zhengxiao Li, Jan Beirlant, Liang Yang
A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamm…
math.ST2021
Trimmed extreme value estimators for censored heavy-tailed data
Martin Bladt, Hansjoerg Albrecher, Jan Beirlant
We consider estimation of the extreme value index and extreme quantiles for heavy-tailed data that are right-censored. We study a general procedure of removing low importance obser…