Estimation of Extreme Depth-Based Quantile Regions (Q5381086)

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scientific article; zbMATH DE number 7063979
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Estimation of Extreme Depth-Based Quantile Regions
scientific article; zbMATH DE number 7063979

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    Estimation of Extreme Depth-Based Quantile Regions (English)
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    7 June 2019
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    extreme value statistics
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    half-space depth
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    multivariate quantile
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    outlier detection
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    rare event
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    tail dependence
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