Estimation of Extreme Quantiles for Functions of Dependent Random Variables (Q5378145)
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scientific article; zbMATH DE number 7064963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of Extreme Quantiles for Functions of Dependent Random Variables |
scientific article; zbMATH DE number 7064963 |
Statements
Estimation of Extreme Quantiles for Functions of Dependent Random Variables (English)
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12 June 2019
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bootstrap
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drawable vine copula
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empirical distribution function
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extreme quantile
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sample quantiles
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time series
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0.9233606
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0.9197404
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0.9185265
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0.91461706
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0.9084407
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0.90798974
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0.9053292
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