scientific article; zbMATH DE number 5787344

MaRDI QIDQ3590302zbMATH OpenFDO

Authors Tamás Szántai, Edith Kovács

Publication date 17 September 2010

zbMATH Keywords

extreme eventsjunction treemultivariate probability distribtionstail inference

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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• Estimation of tail probabilities by repeated augmented reality
• Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters
• scientific article; zbMATH DE number 1724290 (Why is no real title available?)
• Some Recent Results on Monitoring the Rate of a Rare Event
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• Approximation and estimation of very small probabilities of multivariate extreme events
• Event Extent Estimation
• Estimating the Expected Total Number of Events in a Process
• Assessing risk for rare events
• Estimating the probability of a rare event via elliptical copulas
• Probability Estimation in the Rare-Events Regime
• RARE EVENT SIMULATION

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