Extremes for multivariate expectiles (Q1756031)
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scientific article; zbMATH DE number 7000601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes for multivariate expectiles |
scientific article; zbMATH DE number 7000601 |
Statements
Extremes for multivariate expectiles (English)
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11 January 2019
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risk measures
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multivariate expectiles
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regular variations
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extreme values
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tail dependence functions
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