MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (Q5398351): Difference between revisions

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+MaRDI publication profile
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+W2321471855
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+Tail inference: where does the tail begin?
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+Estimating the limit distribution of multivariate extremes
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+Q4343010
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+Q5485944
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+Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Estimating a multidimensional extreme-value distribution
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+Selecting the optimal sample fraction in univariate extreme value estimation
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+Beta kernel estimators for density functions
@@ Property / cites work: Beta kernel estimators for density functions / rank @@
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+Q5560061
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+Q5461816
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+Heavy-Tail Phenomena
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+Q3771297
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+Statistics for near independence in multivariate extreme values
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