Bikramjit Das
TytułCytowane przezRok
Conditioning on an extreme component: Model consistency with regular variation on cones
B Das, SI Resnick
Bernoulli 17 (1), 226-252, 2011
Detecting a conditional extreme value model
B Das, SI Resnick
Extremes 14 (1), 29-61, 2011
Living on the multidimensional edge: seeking hidden risks using regular variation
B Das, A Mitra, S Resnick
Advances in Applied Probability 45 (1), 139-163, 2013
QQ plots, random sets and data from a heavy tailed distribution
B Das, SI Resnick
Stochastic Models 24 (1), 103-132, 2008
Four theorems and a financial crisis
B Das, P Embrechts, V Fasen
International journal of approximate reasoning 54 (6), 701-716, 2013
Models with hidden regular variation: generation and detection
B Das, SI Resnick
Stochastic Systems 5 (2), 195-238, 2015
Weak limits for exploratory plots in the analysis of extremes
B Das, S Ghosh
Bernoulli 19 (1), 308-343, 2013
Risk contagion under regular variation and asymptotic tail independence
B Das, V Fasen-Hartmann
Journal of Multivariate Analysis 165, 194-215, 2018
On robust tail index estimation for linear long‐memory processes
J Beran, B Das, D Schell
Journal of Time Series Analysis 33 (3), 406-423, 2012
Worst-case expected shortfall with univariate and bivariate marginals
A Dhara, B Das, K Natarajan
arXiv preprint arXiv:1701.04167, 2017
Extremal behavior of squared Bessel processes attracted by the Brown–Resnick process
B Das, S Engelke, E Hashorva
Stochastic Processes and their Applications 125 (2), 780-796, 2015
The conditional extreme value model and related topics
B Das
On the heavy-tail behavior of the distributionally robust newsvendor
B Das, A Dhara, K Natarjan
arXiv preprint arXiv:1806.05379, 2018
Detecting tail behavior: mean excess plots with confidence bounds
B Das, S Ghosh
Extremes 19 (2), 325-349, 2016
Hidden regular variation under full and strong asymptotic dependence
B Das, SI Resnick
Extremes 20 (4), 873-904, 2017
Conditional excess risk measures and multivariate regular variation
B Das, V Fasen-Hartmann
Statistics & Risk Modeling, 0
Heavy-tailed random walks, buffered queues and hidden large deviations
H Bernhard, B Das
Bernoulli 26 (1), 61-92, 2020
Growth of Common Friends in a Preferential Attachment Model
B Das, S Ghosh
arXiv preprint arXiv:1908.04510, 2019
Tail probabilities of random linear functions of regularly varying random vectors
B Das, V Fasen-Hartmann, C Klüppelberg
arXiv preprint arXiv:1904.06824, 2019
Diversification benefits under multivariate second order regular variation
B Das, M Kratz
arXiv preprint arXiv:1704.02609, 2017
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