Approximation rates for multivariate exceedances (Q1890882)
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scientific article; zbMATH DE number 758083
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| English | Approximation rates for multivariate exceedances |
scientific article; zbMATH DE number 758083 |
Statements
Approximation rates for multivariate exceedances (English)
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23 May 1995
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\(d\)-variate exceedances
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Poisson approximation
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variational distance
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generalized Pareto distributions
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0.92025656
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0.88785434
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0.87603307
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0.87603307
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0.8759217
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