Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets (Q6626007)
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scientific article; zbMATH DE number 7933203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets |
scientific article; zbMATH DE number 7933203 |
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Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets (English)
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28 October 2024
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central limit theorem
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hydrological applications
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multivariate extreme value theory
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multivariate risk measures
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