MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (Q5398351)
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scientific article; zbMATH DE number 6262177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR |
scientific article; zbMATH DE number 6262177 |
Statements
MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (English)
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27 February 2014
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extremes
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tail estimation
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tail measure
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spectral measure
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CoVaR
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tail region
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