A cluster truncated pareto distribution and its applications ML Huang, V Coia, P Brill International Scholarly Research Notices 2013, 2013 | 12 | 2013 |
Forecasting of nonlinear extreme quantiles using copula models V Coia University of British Columbia, 2017 | 3 | 2017 |
A Sieve model for extreme values V Coia, ML Huang Journal of Statistical Computation and Simulation 84 (8), 1692-1710, 2014 | 3 | 2014 |
Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions X Vidal-Llana, C Salort Sánchez, V Coia, M Guillen IREA–Working Papers, 2022, IR22/15, 2022 | 2 | 2022 |
Copula-based conditional tail indices V Coia, H Joe, N Nolde Journal of Multivariate Analysis 201, 105268, 2024 | 1 | 2024 |
Tail Behavior for Bivariate Distributions Based on Pareto Mixtures V Coia, H Joe, N Nolde Advances in Statistics-Theory and Applications: Honoring the Contributions …, 2021 | 1 | 2021 |
On estimation of extreme value distributions V Coia Brock Report in Mathematics and Statistics, 2012 | 1 | 2012 |
Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Regression with Non-Crossing Conditions X Vidal-Llana, C Salort Sánchez, V Coia, M Guillen Available at SSRN 4351877, 2023 | | 2023 |
The Number of Relatively Prime Subsets of a Finite Union of Sets of Consecutive Integers. M Ayad, V Coia, O Kihel J. Integer Seq. 17 (3), 14.3.7, 2014 | | 2014 |