Semi-parametric estimation of multivariate extreme expectiles
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Publication:2034472
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- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
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Cited in
(9)- Multivariate geometric expectiles
- Semiparametric exponential families for heavy-tailed data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications
- An efficient semiparametric maxima estimator of the extremal index
- A semiparametric method to simulate bivariate space-time extremes
- Semiparametric estimation of extremes
- Estimation of extreme risk regions under multivariate regular variation
- Extremes for multivariate expectiles
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