4 citations · 5 across the 4 of their papers we have counts for
4 papers
Extremal dependence: some contributions
Helena Ferreira, Marta Ferreira
Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail de…
Generalized Logistic Models and its orthant tail dependence
Helena Ferreira, Luísa Pereira
The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution…
Dependence of multivariate extremes
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the ma…
On the multivariate upcrossings index
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
The notion of multivariate upcrossings index of a stationary sequence is introduced and its main properties are derived, namely th…