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Some benefits of standardisation for conditional extremes
Christian Rohrbeck, Jonathan A Tawn
A key aspect where extreme values methods differ from standard statistical models is through having asymptotic theory to provide a theoretical justification for the nature of the m…
math.ST2022
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…