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05/09/2023
Inference for heavy-tailed data with Gaussian dependence
We consider a model for multivariate data with heavy-tailed marginal dis...
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04/11/2023
On heavy-tailed risks under Gaussian copula: the effects of marginal transformation
In this paper, we compute multivariate tail risk probabilities where the...
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06/15/2021
Asymptotic Behavior of Common Connections in Sparse Random Networks
Random network models generated using sparse exchangeable graphs have pr...
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08/13/2019
Growth of Common Friends in a Preferential Attachment Model
The number of common friends (or connections) in a graph is a commonly u...
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06/14/2018
On the heavy-tail behavior of the distributionally robust newsvendor
Since the seminal work of Scarf (1958) [A min-max solution of an invento...
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02/06/2018