4. Mathematics
  5. Probability

Sidney I. Resnick

Mathematics – Probability

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A Discussion on Mean Excess Plots

Mathematics – Probability
Scientific paper

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Aggregation of Risks and Asymptotic independence

Mathematics – Probability
Scientific paper

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Asymptotics of Markov Kernels and the Tail Chain

Mathematics – Probability
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Conditioning on an extreme component: Model consistency with regular variation on cones

Mathematics – Probability
Scientific paper

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Detecting a conditional extrme value model

Mathematics – Statistics Theory
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