Robust quantile estimation under bivariate extreme value models

DOI10.1007/s10687-019-00362-2zbMath1471.62355OpenAlexW2971999934WikidataQ127299965 ScholiaQ127299965MaRDI QIDQ2303024

Sojung Kim, Kyoung-Kuk Kim, Heelang Ryu

Publication date: 28 February 2020

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-019-00362-2

zbMATH Keywords

generalized extreme value distributionbisection algorithmsbivariate quantilebivariate random vectorrobust risk measure

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32)

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