Extreme geometric quantiles in a multivariate regular variation framework
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Publication:897840
DOI10.1007/s10687-015-0226-0zbMath1328.62306OpenAlexW1917281828MaRDI QIDQ897840
Gilles Stupfler, Stéphane Girard
Publication date: 8 December 2015
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-015-0226-0
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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