Threshold selection for multivariate heavy-tailed data (Q2418002)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Threshold selection for multivariate heavy-tailed data
scientific article

    Statements

    Threshold selection for multivariate heavy-tailed data (English)
    0 references
    0 references
    0 references
    0 references
    31 May 2019
    0 references
    heavy-tailed data
    0 references
    multivariate regular variation
    0 references
    threshold selection
    0 references
    distance covariance
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references