Approximation and estimation of very small probabilities of multivariate extreme events (Q347151)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximation and estimation of very small probabilities of multivariate extreme events |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximation and estimation of very small probabilities of multivariate extreme events |
scientific article |
Statements
Approximation and estimation of very small probabilities of multivariate extreme events (English)
0 references
30 November 2016
0 references
multivariate extremes
0 references
large deviation principle
0 references
residual tail dependence
0 references
hidden regular variation
0 references
log-GW tail limit
0 references
generalised Weibull tail limit
0 references
0 references
0.7636599540710449
0 references
0.7606543302536011
0 references
0.754809558391571
0 references
0.7369943261146545
0 references
