Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory (Q5408470)
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scientific article; zbMATH DE number 6282472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory |
scientific article; zbMATH DE number 6282472 |
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Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory (English)
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10 April 2014
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level sets
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distribution function
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plug-in estimation
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Hausdorff distance
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conditional tail expectation
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