Pages that link to "Item:Q1893362"
From MaRDI portal
The following pages link to Large quantile estimation in a multivariate setting (Q1893362):
Displayed 10 items.
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- Limit laws for multidimensional extremes (Q2471254) (← links)
- Depth level set estimation and associated risk measures (Q2681744) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)