scientific article; zbMATH DE number 5787344

zbMATH Open1223.62077MaRDI QIDQ3590302FDOQ3590302

Authors: Tamás Szántai, Edith Kovács 

Publication date: 17 September 2010

Title of this publication is not available (Why is that?)

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zbMATH Keywords

extreme eventstail inferencejunction treemultivariate probability distribtions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12)

Cited In (13)

• Estimating the probability of a rare event
• Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters
• Probability Estimation in the Rare-Events Regime
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• Estimating the Expected Total Number of Events in a Process
• Estimation of tail probabilities by repeated augmented reality
• Estimating the probability of a rare event via elliptical copulas
• Some Recent Results on Monitoring the Rate of a Rare Event
• Title not available (Why is that?)
• RARE EVENT SIMULATION
• Approximation and estimation of very small probabilities of multivariate extreme events
• Event Extent Estimation
• Assessing risk for rare events

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