scientific article; zbMATH DE number 5787344

MaRDI QIDQ3590302zbMATH OpenFDO

Authors Tamás Szántai, Edith Kovács

Publication date 17 September 2010

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)

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(13)

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• RARE EVENT SIMULATION
• Estimating the Expected Total Number of Events in a Process
• Event Extent Estimation
• Approximation and estimation of very small probabilities of multivariate extreme events
• Probability Estimation in the Rare-Events Regime
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