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math.ST2024
Tail Asymptotic of Heavy-Tail Risks with Elliptical Copula
Kai Wang, Chengxiu Ling
We consider a family of multivariate distributions with heavy-tailed margins and the type I elliptical dependence structure. This class of risks is common in finance, insurance, en…
physics.ao-ph2024
Spatio-temporal Joint Analysis of PM2.5 and Ozone in California with INLA
Jianan Pan, Kunyang He, Kai Wang +2
The substantial threat of concurrent air pollutants to public health is increasingly severe under climate change. To identify the common drivers and extent of spatio-temporal simil…