Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252): Difference between revisions
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Revision as of 22:17, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-consistent estimation of conditional multivariate extreme value distributions |
scientific article |
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Self-consistent estimation of conditional multivariate extreme value distributions (English)
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7 April 2014
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coefficient of tail dependence
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conditional analysis
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Heffernan-Tawn model
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multivariate extreme value theory
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quantile regression
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self-consistency
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