Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model

DOI10.1016/j.jmva.2012.10.012zbMath1259.62014OpenAlexW2010313759MaRDI QIDQ1941454

Ioannis Papastathopoulos, Jonathan A. Tawn, Caroline Keef

Publication date: 12 March 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.10.012

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

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