On the estimation of extreme directional multivariate quantiles
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Publication:5078040
DOI10.1080/03610926.2019.1619770OpenAlexW2963999776MaRDI QIDQ5078040
Raúl Torres, Elena Di Bernardino, Henry Laniado, Rosa Elvira Lillo
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.08386
bootstrap methodmultivariate regular variationmultivariate extreme value theorydirectional multivariate quantileshigh level estimation
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