Pages that link to "Item:Q5408470"
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The following pages link to Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory (Q5408470):
Displaying 14 items.
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems (Q904699) (← links)
- Risk tomography (Q1681334) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Exact asymptotic limit for kernel estimation of regression level sets (Q2307402) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Depth level set estimation and associated risk measures (Q2681744) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
