Sensitivity of the limit shape of sample clouds from meta densities

DOI10.3150/11-BEJ370zbMath1264.60035arXiv0912.5337MaRDI QIDQ1932235

Natalia Nolde, Guus Balkema, Paul Embrechts

Publication date: 17 January 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.5337

zbMATH Keywords

sensitivitylimit setextremeslimit shaperegular partitionmeta distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Distribution theory (60E99)

Related Items (3)

Sensitivity of the limit shape of sample clouds from meta densities ⋮ A Conversation With Paul Embrechts ⋮ Asymptotic independence for unimodal densities

Uses Software

• QRM

Cites Work

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• Meta densities and the shape of their sample clouds
• Sensitivity of the limit shape of sample clouds from meta densities
• An Introduction to the Theory of Point Processes

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