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Janet E. Heffernan

1 paper hereh-index 132.6k citations23 works total

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author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.PR1

identity via Semantic Scholar / OpenAlex

most citedLimit laws for random vectors with an extreme component

114 citations · 114 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2005★ 114 cited

Limit laws for random vectors with an extreme component

Janet E. Heffernan, Sidney I. Resnick

Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal di…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.