Directional multivariate extremes in environmental phenomena
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Cites work
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- A directional multivariate value at risk
- A nonparametric estimation procedure for bivariate extreme value copulas
- An introduction to copulas.
- Bivariate return periods via 2-copulas
- Bounds for functions of multivariate risks
- Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- scientific article; zbMATH DE number 1454116 (Why is no real title available?)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Multivariate risks and depth-trimmed regions
- On multivariate extensions of the conditional value-at-risk measure
- On multivariate extensions of value-at-risk
- Portfolio selection through an extremality stochastic order
- Quantile curves and dependence structure for bivariate distributions
- Quantile tomography: using quantiles with multivariate data
- Quantiles for finite and infinite dimensional data
- Return period of bivariate distributed extreme hydrological events
- Robust principal component analysis?
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