CRPS M-estimation for max-stable models
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Publication:488104
DOI10.1007/s10687-014-0185-xzbMath1309.62100arXiv1307.7209OpenAlexW2593417708MaRDI QIDQ488104
Publication date: 23 January 2015
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.7209
Related Items (3)
\(k\)-means clustering of extremes ⋮ Spatial risk measures and applications to max-stable processes ⋮ Upper bounds on value-at-risk for the maximum portfolio loss
Uses Software
Cites Work
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