4 citations · 15 across the 21 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
math.ST2020
pMAX Random Fields
Marta Ferreira, Ana Paula Martins, Helena Ferreira
The risk of occurrence of atypical phenomena is a cross-cutting concern in several areas, such as engineering, climatology, finance, actuarial, among others. Extreme value theory i…
stat.ME2020
Multivariate Medial Correlation with applications
Helena Ferreira, Marta Ferreira
We define a multivariate medial correlation coefficient that extends the probabilistic interpretation and properties of Blomqvist's coefficient, incorporates multivariate margi…
math.ST2020
The stopped clock model
Helena Ferreira, Marta Ferreira
The extreme values theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependen…