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Chen Zhou
Einmahl, John H. J.
107
Segers, Johan
11
He, Yi
8
Einmahl, John H.J.
7
Haan, Laurens de
7
Krajina, Andrea
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Laeven, Roger J. A.
7
Liu, Regina Y.
7
de Haan, Laurens
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Zhou, Chen
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Ahmed, Hanan
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Can, Sami Umut
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Kiriliouk, Anna
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Magnus, Jan R.
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Can, Sami
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Khmaladze, Estate V.
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Smeets, Sander G. W. R.
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Yang, Fan
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Berthet, Philippe
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Guillou, Armelle
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
3
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
4
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
6
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
7
Estimation of the marginal expected shortfall : the mean when a related variable is extreme
Cai, Juan-Juan
;
Einmahl, John H. J.
;
Haan, Laurens de
; …
-
2012
Persistent link: https://www.econbiz.de/10009630355
Saved in:
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