Estimating extreme bivariate quantile regions (Q2375848): Difference between revisions

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+https://doi.org/10.1007/s10687-012-0156-z
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+W3121143786
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+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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+Estimation of extreme risk regions under multivariate regular variation
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Large quantile estimation in a multivariate setting
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+Limit theory for multivariate sample extremes
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+A moment estimator for the index of an extreme-value distribution
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+Nonparametric estimation of the spectral measure of an extreme value distribution.
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+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
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+A simple general approach to inference about the tail of a distribution
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+Excess Mass Estimates and Tests for Multimodality
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+Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
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+Estimating tails of probability distributions
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+On nonparametric estimation of density level sets
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