Estimating extreme bivariate quantile regions (Q2375848)
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scientific article; zbMATH DE number 6180476
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating extreme bivariate quantile regions |
scientific article; zbMATH DE number 6180476 |
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Estimating extreme bivariate quantile regions (English)
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25 June 2013
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density contours
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extreme values
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level set
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multivariate quantiles
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rare events
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semiparametric estimation
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tail dependence
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0.9201002
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0.9150956
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0.9112249
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0.90994513
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0.9073133
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0.8943388
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0.89229906
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