Approximation and estimation of very small probabilities of multivariate extreme events (Q347151)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation and estimation of very small probabilities of multivariate extreme events |
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Approximation and estimation of very small probabilities of multivariate extreme events (English)
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30 November 2016
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multivariate extremes
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large deviation principle
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residual tail dependence
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hidden regular variation
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log-GW tail limit
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generalised Weibull tail limit
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