Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622): Difference between revisions

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Latest revision as of 15:45, 21 August 2024

scientific article; zbMATH DE number 7780037
Language Label Description Also known as
English
Estimation of extreme quantiles conditioning on multivariate critical layers
scientific article; zbMATH DE number 7780037

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    Estimation of extreme quantiles conditioning on multivariate critical layers (English)
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    18 December 2023
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    multivariate risk measures
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    return levels
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    critical layers
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    extreme quantile
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