Extreme geometric quantiles in a multivariate regular variation framework
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Publication:897840
DOI10.1007/s10687-015-0226-0zbMath1328.62306MaRDI QIDQ897840
Gilles Stupfler, Stéphane Girard
Publication date: 8 December 2015
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-015-0226-0
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62G32: Statistics of extreme values; tail inference
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