On the estimation of extreme directional multivariate quantiles

DOI10.1080/03610926.2019.1619770OpenAlexW2963999776WikidataQ127706649 ScholiaQ127706649MaRDI QIDQ5078040

Raúl Torres, Elena Di Bernardino, Henry Laniado, Rosa Elvira Lillo

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.08386

zbMATH Keywords

bootstrap methodmultivariate regular variationmultivariate extreme value theorydirectional multivariate quantileshigh level estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Depth level set estimation and associated risk measures

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