65 citations · 240 across the 21 of their papers we have counts for
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stat.ME2018★ 38 cited
Determining the Dependence Structure of Multivariate Extremes
Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn
In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often l…
math.PR2018
Extremal dependence of random scale constructions
Sebastian Engelke, Thomas Opitz, Jennifer Wadsworth
A bivariate random vector can exhibit either asymptotic independence or dependence between the largest values of its components. When used as a statistical model for risk assessmen…