Tail Dependence of a Class of Bivariate Copulas

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Bivariate CDF iterations and asymptotic independence

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Bernoulli and tail-dependence compatibility

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Bivariate extension of the Pickands–Balkema–de Haan theorem

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Asymptotic Independence of Bivariate Extremes

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Dependence on independence

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The Bernoulli sieve

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Neural Network for Asymptotic Dependence/ Independence Classification: A Series of Experiments

POSTED CONTENT published

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Bivariate extension of the Pickands?Balkema?de Haan theorem

JOURNAL ARTICLE published February 2004 in Annales de l?Institut Henri Poincare (B) Probability and Statistics

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Parametric tail copula estimation and model testing

JOURNAL ARTICLE published July 2008 in Journal of Multivariate Analysis

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Estimation for the bivariate normal correlation coefficient using asymptotic expansions

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Assessing bivariate tail non-exchangeable dependence

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Tail dependence and smoothness of time series

JOURNAL ARTICLE published March 2021 in TEST

Research funded by Fundação para a Ciência e a Tecnologia (UIDB/00212/2020,UIDB/00013/2020) | Fundação para a Ciência e a Tecnologia (UIDB/00006/2020,PTDC/MAT-STA/28243/2017)

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Higher secant varieties of the minimal adjoint orbit

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An interview with Laurens de Haan

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Data‐based analysis of bivariate copula tail dependence for drought duration and severity

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