Asymptotic conditional distribution of exceedance counts: fragility index with different margins (Q1926016)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic conditional distribution of exceedance counts: fragility index with different margins |
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Asymptotic conditional distribution of exceedance counts: fragility index with different margins (English)
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27 December 2012
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exceedance over high thresholds
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extended fragility index
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multivariate extreme value theory
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peaks-over-threshold approach
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copulas
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exceedance cluster length
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