Reflections on Surveys' Past and Future

JOURNAL ARTICLE published December 2016 in Journal of Survey Statistics and Methodology

Authors: Eleanor Singer

Tail Dependence Comparison of Survival Marshall–Olkin Copulas

JOURNAL ARTICLE published March 2008 in Methodology and Computing in Applied Probability

Authors: Haijun Li

Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX

JOURNAL ARTICLE published September 2011 in Journal of Banking & Finance

Authors: Sawsan Hilal | Ser-Huang Poon | Jonathan Tawn

Tail approximation in models that involve long range dependence: the distribution of overflows

JOURNAL ARTICLE published 2014 in Statistica Sinica

Authors: Banjamin Yakir

Can asymmetric conditional volatility imply asymmetric tail dependence?

JOURNAL ARTICLE published August 2017 in Economic Modelling

Authors: Jong-Min Kim | Hojin Jung

An M-estimator for tail dependence in arbitrary dimensions

JOURNAL ARTICLE published 1 June 2012 in The Annals of Statistics

Authors: John H. J. Einmahl | Andrea Krajina | Johan Segers

Joint estimation of extreme spatially aggregated precipitation at different scales through mixture modelling

JOURNAL ARTICLE published March 2023 in Spatial Statistics

Authors: Jordan Richards | Jonathan A. Tawn | Simon Brown

On the estimation of extreme tail probabilities

JOURNAL ARTICLE published 1 June 1997 in The Annals of Statistics

Authors: Peter Hall | Ishay Weissman

Estimating a tail exponent by modelling departure from a Pareto distribution

JOURNAL ARTICLE published 1 April 1999 in The Annals of Statistics

Authors: Andrey Feuerverger | Peter Hall

Distributional Bounds for Portfolio Risk with Tail Dependence

JOURNAL ARTICLE published September 2015 in Methodology and Computing in Applied Probability

Authors: Kunio So | Junichi Imai

Productivity Growth in the UK Regions, 1968–1991

JOURNAL ARTICLE published November 1997 in Oxford Bulletin of Economics and Statistics

Authors: Richard I. D. Harris | Mary Trainor

Heavy tail modeling and teletraffic data: special invited paper

JOURNAL ARTICLE published 1 October 1997 in The Annals of Statistics

Authors: Sidney I. Resnick

Characterizations of some continuous distributions

JOURNAL ARTICLE published April 1997 in Journal of the Italian Statistical Society

Authors: A. K. Gupta | T. T. Nguyen | Y. Wang

On fluctuations in ?-space

JOURNAL ARTICLE published May 1978 in Journal of Statistical Physics

Authors: Akira Onuki

Modelling the effect of the El Niño-Southern Oscillation on extreme spatial temperature events over Australia

JOURNAL ARTICLE published 1 December 2016 in The Annals of Applied Statistics

Authors: Hugo C. Winter | Jonathan A. Tawn | Simon J. Brown

Random Threshold Driven Tail Dependence Measures with Application to Precipitation Data Analysis

JOURNAL ARTICLE published 2017 in Statistica Sinica

Authors: Zhengjun Zhang | Chunming Zhang | Qiurong Cui

Random threshold driven tail dependence measures with application to precipitation data analysis

JOURNAL ARTICLE published 2017 in Statistica Sinica

Authors: Zhengjun Zhang | Chunming Zhang | Qiurong Cui

Tail Dependence Functions of Two Classes of Bivariate Skew Distributions

JOURNAL ARTICLE published March 2023 in Methodology and Computing in Applied Probability

Authors: Xin Lao | Zuoxiang Peng | Saralees Nadarajah

Asymmetric tail dependence modeling, with application to cryptocurrency market data

JOURNAL ARTICLE published 1 September 2022 in The Annals of Applied Statistics

Authors: Yan Gong | Raphaël Huser

Dynamic tail dependence clustering of financial time series

JOURNAL ARTICLE published September 2017 in Statistical Papers

Research funded by Italian Ministry of Education, University and Research (PRIN Project 2010RHAHPL_005)

Authors: Giovanni De Luca | Paola Zuccolotto