8 citations · 14 across the 7 of their papers we have counts for
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Extremal Characteristics of Conditional Models
Stan Tendijck, Jonathan Tawn, Philip Jonathan
Conditionally specified models are often used to describe complex multivariate data. Such models assume implicit structures on the extremes. So far, no methodology exists for calcu…
Penultimate Analysis of the Conditional Multivariate Extremes Tail Model
Thomas Lugrin, Anthony C. Davison, Jonathan A. Tawn
Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of conve…
Dependence Properties of Multivariate Max-Stable Distributions
Ioannis Papastathopoulos, Jonathan A. Tawn
For an m-dimensional multivariate extreme value distribution there exist 2^{m}-1 exponent measures which are linked and completely characterise the dependence of the distribution a…