Identifying groups of variables with the potential of being large simultaneously
From MaRDI portal
Publication:2311595
DOI10.1007/s10687-018-0339-3zbMath1420.62226arXiv1802.09977MaRDI QIDQ2311595
Johan Segers, Anne Sabourin, Maël Chiapino
Publication date: 4 July 2019
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.09977
62H15: Hypothesis testing in multivariate analysis
62G32: Statistics of extreme values; tail inference