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

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+Quantile curves and dependence structure for bivariate distributions
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+Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme
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+Large quantile estimation in a multivariate setting
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+On multivariate extensions of the conditional value-at-risk measure
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+Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
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+Estimation of multivariate conditional-tail-expectation using Kendall's process
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+Bounds for functions of multivariate risks
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+Multivariate value at risk and related topics
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+Non-parametric Estimation of Tail Dependence
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