Pages that link to "Item:Q1711567"
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The following pages link to Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567):
Displayed 4 items.
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)