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Estimation of multivariate tail quantities - MaRDI portal

Estimation of multivariate tail quantities (Q6115547)

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scientific article; zbMATH DE number 7711789
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English
Estimation of multivariate tail quantities
scientific article; zbMATH DE number 7711789

    Statements

    title
    Estimation of multivariate tail quantities (English)
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    author
    Xiaoting Li
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    Joe, Harry
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    publication date
    13 July 2023
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    zbMATH Keywords
    copulas
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    extremes
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    multivariate quantiles
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    tail dependence
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    tail order
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    cites work
    Q5485944
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    Q5253267
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    Q3074760
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    Identifiers

    zbMATH DE Number
    7711789
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    OpenAlex ID
    W4366144453
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