Robust bounds in multivariate extremes (Q1704149)
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scientific article; zbMATH DE number 6848277
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust bounds in multivariate extremes |
scientific article; zbMATH DE number 6848277 |
Statements
Robust bounds in multivariate extremes (English)
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8 March 2018
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extremal dependence
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Pickands' function
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model misspecification
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stress test
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robust bounds
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convex optimization
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0.7906197905540466
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0.776260256767273
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0.7502574920654297
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0.7490599155426025
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0.7483504414558411
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