On the estimation of extreme directional multivariate quantiles (Q5078040)
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scientific article; zbMATH DE number 7529969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of extreme directional multivariate quantiles |
scientific article; zbMATH DE number 7529969 |
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On the estimation of extreme directional multivariate quantiles (English)
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20 May 2022
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high level estimation
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directional multivariate quantiles
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multivariate extreme value theory
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multivariate regular variation
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bootstrap method
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0.9074228
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0.8983094
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0.89822686
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0.8943388
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