Pages that link to "Item:Q6626007"
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The following pages link to Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets (Q6626007):
Displaying 4 items.
- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
- Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (Q6635563) (← links)
- Estimation of marginal excess moments for Weibull-type distributions (Q6635938) (← links)
- Multivariate modeling of precipitation-induced home insurance risks using data depth (Q6656005) (← links)