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Threshold selection for multivariate heavy-tailed data - MaRDI portal

Threshold selection for multivariate heavy-tailed data (Q2418002)

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English
Threshold selection for multivariate heavy-tailed data
scientific article

    Statements

    title
    Threshold selection for multivariate heavy-tailed data (English)
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    author
    Phyllis Wan
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    Richard A. Davis
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    published in
    Extremes
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    publication date
    31 May 2019
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    zbMATH Keywords
    heavy-tailed data
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    multivariate regular variation
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    threshold selection
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    distance covariance
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    60G70
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    62G10
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    62P05
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    zbMATH DE Number
    7061128
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    OpenAlex ID
    W2962897551
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    arXiv ID
    1707.00464
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