Estimation of Extreme Quantiles for Functions of Dependent Random Variables (Q5378145)
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scientific article; zbMATH DE number 7064963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Extreme Quantiles for Functions of Dependent Random Variables |
scientific article; zbMATH DE number 7064963 |
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Estimation of Extreme Quantiles for Functions of Dependent Random Variables (English)
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12 June 2019
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bootstrap
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drawable vine copula
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empirical distribution function
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extreme quantile
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sample quantiles
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time series
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