| Conditioning on an extreme component: Model consistency with regular variation on cones B Das, SI Resnick Bernoulli 17 (1), 226-252, 2011 | 84 | 2011 |
| Detecting a conditional extreme value model B Das, SI Resnick Extremes 14 (1), 29-61, 2011 | 56 | 2011 |
| QQ plots, random sets and data from a heavy tailed distribution B Das, SI Resnick Stochastic Models 24 (1), 103-132, 2008 | 53 | 2008 |
| 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 | 51 | 2013 |
| Four theorems and a financial crisis B Das, P Embrechts, V Fasen International Journal of Approximate Reasoning 54 (6), 701-716, 2013 | 34 | 2013 |
| Risk contagion under regular variation and asymptotic tail independence B Das, V Fasen-Hartmann Journal of Multivariate Analysis 165, 194-215, 2018 | 33 | 2018 |
| On the heavy-tail behavior of the distributionally robust newsvendor B Das, A Dhara, K Natarajan Operations research 69 (4), 1077-1099, 2021 | 30 | 2021 |
| Worst-case expected shortfall with univariate and bivariate marginals A Dhara, B Das, K Natarajan INFORMS Journal on Computing 33 (1), 370-389, 2021 | 28 | 2021 |
| Models with hidden regular variation: Generation and detection B Das, SI Resnick Stochastic Systems 5 (2), 195-238, 2015 | 20* | 2015 |
| Weak limits for exploratory plots in the analysis of extremes B Das, S Ghosh Bernoulli 19 (1), 308-343, 2013 | 16 | 2013 |
| 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 | 13 | 2012 |
| Detecting tail behavior: mean excess plots with confidence bounds B Das, S Ghosh Extremes 19 (2), 325-349, 2016 | 12 | 2016 |
| Conditional excess risk measures and multivariate regular variation B Das, V Fasen-Hartmann Statistics & Risk Modeling 36 (1-4), 1-23, 2019 | 11* | 2019 |
| Hidden regular variation under full and strong asymptotic dependence B Das, SI Resnick Extremes 20 (4), 873-904, 2017 | 9 | 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 | 9 | 2015 |
| Tail probabilities of random linear functions of regularly varying random vectors B Das, V Fasen-Hartmann, C Klüppelberg Extremes 25 (4), 721-758, 2022 | 4 | 2022 |
| The conditional extreme value model and related topics B Das School of OR&IE, Cornell University, 2009 | 4 | 2009 |
| On heavy-tailed risks under Gaussian copula: The effects of marginal transformation B Das, V Fasen-Hartmann Journal of Multivariate Analysis 202, 105310, 2024 | 3 | 2024 |
| Risk concentration under second order regular variation B Das, M Kratz Extremes 23 (3), 381-410, 2020 | 3 | 2020 |
| Inference for heavy-tailed data with Gaussian dependence B Das arXiv preprint arXiv:2305.05520, 2023 | 2 | 2023 |
Sidney ResnickCornell University School of ORIE在 cornell.edu 的电子邮件经过验证
