Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622)
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scientific article; zbMATH DE number 7780037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of extreme quantiles conditioning on multivariate critical layers |
scientific article; zbMATH DE number 7780037 |
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Estimation of extreme quantiles conditioning on multivariate critical layers (English)
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18 December 2023
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multivariate risk measures
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return levels
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critical layers
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extreme quantile
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