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06/21/2023
On pairwise interaction multivariate Pareto models
The rich class of multivariate Pareto distributions forms the basis of r...
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04/09/2022
A new family of smooth copulas with arbitrarily irregular densities
Copulas are known to satisfy a number of regularity properties, and one ...
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11/01/2021
Concentration bounds for the extremal variogram
In extreme value theory, the extremal variogram is a summary of the tail...
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08/07/2020