Multivariate extremes, aggregation and dependence in elliptical distributions

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Hult, Henrik, and Filip Lindskog. “Multivariate Extremes, Aggregation and Dependence in Elliptical Distributions”. Advances in Applied Probability, vol. 34, no. 3, 2002, pp. 587-08, https://doi.org/10.1239/aap/1033662167.
Hult, H., & Lindskog, F. (2002). Multivariate extremes, aggregation and dependence in elliptical distributions. Advances in Applied Probability, 34(3), 587-608. https://doi.org/10.1239/aap/1033662167
Hult, Henrik, and Filip Lindskog. “Multivariate Extremes, Aggregation and Dependence in Elliptical Distributions”. Advances in Applied Probability 34, no. 3 (2002): 587-608. https://doi.org/10.1239/aap/1033662167.
Hult H, Lindskog F. Multivariate extremes, aggregation and dependence in elliptical distributions. Advances in Applied Probability. 2002;34(3):587-608.
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Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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Title Journal Journal Categories Citations Publication Date
10.1515/9783112525609 1983
SemStat: Seminaire Europeen de Statistique, Extreme Value Theory and Applications 2002
Kendall's tau for Elliptical distributions. Preprint, RiskLab 2001
Probability and Measure 1995
Symmetric Multivariate and Related Distributions 1987
Citations
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Distributed Learning for Principal Eigenspaces without Moment Constraints Journal of Computational and Graphical Statistics
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Citations Analysis
Category Category Repetition
Science: Mathematics88
Science: Mathematics: Probabilities. Mathematical statistics82
Social Sciences: Finance24
Social Sciences: Economic theory. Demography: Economics as a science24
Social Sciences: Commerce: Business22
Social Sciences: Statistics20
Social Sciences: Commerce: Business: Accounting. Bookkeeping14
Technology: Engineering (General). Civil engineering (General)7
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Social Sciences2
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Social Sciences: Social history and conditions. Social problems. Social reform1
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
The category Science: Mathematics 88 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Investigating Extreme Dependences: Concepts and Tools and was published in 2002. The most recent citation comes from a 2024 study titled Distributed Learning for Principal Eigenspaces without Moment Constraints. This article reached its peak citation in 2012, with 12 citations. It has been cited in 63 different journals, 1% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 17 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year