65 citations · 240 across the 21 of their papers we have counts for
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math.ST2020★ 9 cited
A geometric investigation into the tail dependence of vine copulas
Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn
Vine copulas are a type of multivariate dependence model, composed of a collection of bivariate copulas that are combined according to a specific underlying graphical structure. Th…
math.ST2020
Linking representations for multivariate extremes via a limit set
Natalia Nolde, Jennifer L. Wadsworth
The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random…