Estimation of conditional laws given an extreme component (Q906629)

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Estimation of conditional laws given an extreme component
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    title
    Estimation of conditional laws given an extreme component (English)
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    author
    Anne-Laure Fougères
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    Philippe Soulier
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    published in
    Extremes
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    publication date
    22 January 2016
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    Mathematics Subject Classification ID
    62G05
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    60F17
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    62P05
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    62G32
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    zbMATH DE Number
    6534654
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    zbMATH Keywords
    extreme value theory
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    conditional distributions
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    nonparametric estimation
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    semiparametric estimation
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    OpenAlex ID
    W2081115776
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    arXiv ID
    0806.2426
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    cites work
    Q3906818
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    Statistics of Extremes
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    Q5485944
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    Q5429806
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    Q3592709
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    Q3771297
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