Nonparametric simulation of multivariate extreme events via spectral bootstrap (Q6850832)
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scientific article; zbMATH DE number 8166665
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| English | Nonparametric simulation of multivariate extreme events via spectral bootstrap |
scientific article; zbMATH DE number 8166665 |
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Nonparametric simulation of multivariate extreme events via spectral bootstrap (English)
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27 February 2026
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multivariate generalized Pareto distributions
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risk management
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simulation of multivariate extremes
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tail risk metrics
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