Robust and bias-corrected estimation of the probability of extreme failure sets
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Publication:288263
DOI10.1007/s13171-015-0078-3zbMath1338.62151OpenAlexW1887300810MaRDI QIDQ288263
Yuri Goegebeur, Christophe Dutang, Armelle Guillou
Publication date: 25 May 2016
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-015-0078-3
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
Related Items
Robust nonparametric estimation of the conditional tail dependence coefficient, Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
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Cites Work
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