Asymptotic conditional distribution of exceedance counts: fragility index with different margins (Q1926016)
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scientific article; zbMATH DE number 6118529
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| English | Asymptotic conditional distribution of exceedance counts: fragility index with different margins |
scientific article; zbMATH DE number 6118529 |
Statements
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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0.880468487739563
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0.7604418992996216
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0.7375547289848328
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0.7327869534492493
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