On the estimation of extreme directional multivariate quantiles (Q5078040): Difference between revisions

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Latest revision as of 10:49, 9 December 2024

scientific article; zbMATH DE number 7529969
Language Label Description Also known as
English
On the estimation of extreme directional multivariate quantiles
scientific article; zbMATH DE number 7529969

    Statements

    On the estimation of extreme directional multivariate quantiles (English)
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    20 May 2022
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    high level estimation
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    directional multivariate quantiles
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    multivariate extreme value theory
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    multivariate regular variation
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    bootstrap method
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