On the estimation of extreme directional multivariate quantiles (Q5078040)

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scientific article; zbMATH DE number 7529969
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On the estimation of extreme directional multivariate quantiles
scientific article; zbMATH DE number 7529969

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    On the estimation of extreme directional multivariate quantiles (English)
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    20 May 2022
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    high level estimation
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    directional multivariate quantiles
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    multivariate extreme value theory
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    multivariate regular variation
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    bootstrap method
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