Estimating extreme bivariate quantile regions

DOI10.1007/s10687-012-0156-zzbMath1266.62030OpenAlexW3121143786MaRDI 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

zbMATH Keywords

rare eventsextreme valueslevel setsemiparametric estimationtail dependencemultivariate quantilesdensity contours

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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