Threshold selection for multivariate heavy-tailed data
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Publication:2418002
DOI10.1007/s10687-018-0316-xzbMath1418.62220arXiv1707.00464OpenAlexW2962897551MaRDI QIDQ2418002
Publication date: 31 May 2019
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.00464
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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