Extreme geometric quantiles in a multivariate regular variation framework (Q897840)
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scientific article; zbMATH DE number 6517414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme geometric quantiles in a multivariate regular variation framework |
scientific article; zbMATH DE number 6517414 |
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Extreme geometric quantiles in a multivariate regular variation framework (English)
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8 December 2015
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extreme quantile
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geometric quantile
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asymptotic behavior
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multivariate regular variation
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0.88451886
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0.86835986
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0.8640996
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0.86345315
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