Mhalla, Linda; Opitz, Thomas; Chavez-Demoulin, Valérie Exceedance-based nonlinear regression of tail dependence. (English) Zbl 1429.62175 Extremes 22, No. 3, 523-552 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62J12 62H12 62P12 PDFBibTeX XMLCite \textit{L. Mhalla} et al., Extremes 22, No. 3, 523--552 (2019; Zbl 1429.62175) Full Text: DOI arXiv
Chavez-Demoulin, Valérie; Guillou, Armelle Extreme quantile estimation for \(\beta\)-mixing time series and applications. (English) Zbl 1406.62092 Insur. Math. Econ. 83, 59-74 (2018). MSC: 62M10 62G08 62G32 62P20 PDFBibTeX XMLCite \textit{V. Chavez-Demoulin} and \textit{A. Guillou}, Insur. Math. Econ. 83, 59--74 (2018; Zbl 1406.62092) Full Text: DOI arXiv HAL