A sum characterization of hidden regular variation with likelihood inference via expectation-maximization (Q5410309): Difference between revisions
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Revision as of 16:11, 15 February 2024
scientific article; zbMATH DE number 6285690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sum characterization of hidden regular variation with likelihood inference via expectation-maximization |
scientific article; zbMATH DE number 6285690 |
Statements
A sum characterization of hidden regular variation with likelihood inference via expectation-maximization (English)
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16 April 2014
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air pollution
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asymptotic independence
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EM algorithm
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multivariate extreme value theory
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tail dependence
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threshold exceedance modelling
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