Extremes for multivariate expectiles
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Publication:1756031
DOI10.1515/STRM-2017-0014zbMath1408.62106OpenAlexW2907957693MaRDI QIDQ1756031
Véronique Maume-Deschamps, Khalil Said, Didier Rullière
Publication date: 11 January 2019
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/strm-2017-0014
Estimation in multivariate analysis (62H12) Statistical methods; risk measures (91G70) Statistics of extreme values; tail inference (62G32)
Related Items (3)
Expectile regression for spatial functional data analysis (sFDA) ⋮ Multivariate expectile-based distribution: properties, Bayesian inference, and applications ⋮ Semi-parametric estimation of multivariate extreme expectiles
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