1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2026
Estimating the Hüsler--Reiss variogram matrix by clipped moments
Shuang Hu, Johan Segers
In multivariate extreme value analysis, the tail dependence between some of the risk variables at hand may be weak, even when other variables do tend to become large simultaneously…
stat.ME2022★ 1 cited
Modelling multivariate extreme value distributions via Markov trees
Shuang Hu, Zuoxiang Peng, Johan Segers
Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models…