On extreme quantile region estimation under heavy-tailed elliptical distributions
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Publication:6536699
DOI10.1016/J.JMVA.2024.105314MaRDI QIDQ6536699FDOQ6536699
Lauri Viitasaari, Pauliina Ilmonen, Jaakko Pere
Publication date: 13 May 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)
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