Bikramjit Das, Ph.D.
Affiliations: | 2009 | Cornell University, Ithaca, NY, United States |
Area:
Statistics, Operations ResearchGoogle:
"Bikramjit Das"Parents
Sign in to add mentor| Sidney Resnick | grad student | 2009 | Cornell | |
| (The conditional extreme value model and related topics.) | ||||
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Publications
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| Dhara A, Das B, Natarajan K. (2020) Worst-Case Expected Shortfall with Univariate and Bivariate Marginals Informs Journal On Computing |
| Das B, Kratz M. (2020) Risk concentration under second order regular variation Extremes. 23: 381-410 |
| Das B, Fasen-Hartmann V. (2019) Conditional excess risk measures and multivariate regular variation Statistics and Risk Modeling. 36: 1-23 |
| Das B, Fasen-Hartmann V. (2017) Risk contagion under regular variation and asymptotic tail independence Journal of Multivariate Analysis. 165: 194-215 |
| Das B, Resnick SI. (2017) Hidden Regular Variation under Full and Strong Asymptotic Dependence Extremes. 20: 873-904 |
| Das B, Ghosh S. (2016) Detecting tail behavior: mean excess plots with confidence bounds Extremes. 1-25 |
| Das B, Ghosh S. (2013) Weak limits for exploratory plots in the analysis of extremes Bernoulli. 19: 308-343 |
| Das B, Mitra A, Resnick S. (2013) Living on the multi-dimensional edge: seeking hidden risks using regular variation Advances in Applied Probability. 45: 139-163 |
| Das B, Embrechts P, Fasen V. (2013) Four theorems and a financial crisis International Journal of Approximate Reasoning. 54: 701-716 |
| Das B, Resnick SI. (2011) Conditioning on an extreme component: Model consistency with regular variation on cones Bernoulli. 17: 226-252 |