Estimating extreme bivariate quantile regions
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Publication:2375848
DOI10.1007/s10687-012-0156-zzbMath1266.62030MaRDI QIDQ2375848
John H. J. Einmahl, Andrea Krajina, Laurens De Haan
Publication date: 25 June 2013
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-012-0156-z
rare events; extreme values; level set; semiparametric estimation; tail dependence; multivariate quantiles; density contours
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
62G32: Statistics of extreme values; tail inference
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