Robust bounds in multivariate extremes (Q1704149)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust bounds in multivariate extremes |
scientific article |
Statements
Robust bounds in multivariate extremes (English)
0 references
8 March 2018
0 references
extremal dependence
0 references
Pickands' function
0 references
model misspecification
0 references
stress test
0 references
robust bounds
0 references
convex optimization
0 references
0 references
0 references
0 references
