Extremes for multivariate expectiles (Q1756031)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extremes for multivariate expectiles |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes for multivariate expectiles |
scientific article |
Statements
Extremes for multivariate expectiles (English)
0 references
11 January 2019
0 references
risk measures
0 references
multivariate expectiles
0 references
regular variations
0 references
extreme values
0 references
tail dependence functions
0 references
0 references
0 references
0 references
