Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7780037
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of extreme quantiles conditioning on multivariate critical layers |
scientific article; zbMATH DE number 7780037 |
Statements
Estimation of extreme quantiles conditioning on multivariate critical layers (English)
0 references
18 December 2023
0 references
multivariate risk measures
0 references
return levels
0 references
critical layers
0 references
extreme quantile
0 references
0 references
0 references
0 references
0 references
0 references
