Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263): Difference between revisions
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Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / zbMATH DE Number: 6584585 / rank | |||
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failure set | |||
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bias-correction | |||
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tail dependence | |||
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robustness | |||
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tail quantile process | |||
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Revision as of 19:10, 27 June 2023
scientific article
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English | Robust and bias-corrected estimation of the probability of extreme failure sets |
scientific article |
Statements
Robust and bias-corrected estimation of the probability of extreme failure sets (English)
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25 May 2016
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failure set
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bias-correction
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tail dependence
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robustness
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tail quantile process
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