Regression-type analysis for multivariate extreme values
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Publication:2093406
DOI10.1007/s10687-022-00446-6OpenAlexW4307171686MaRDI QIDQ2093406
Miguel de Carvalho, Alina Kumukova, Gonçalo dos Reis
Publication date: 8 November 2022
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.09497
Bernstein polynomialsquantile regressionstatistics of extremesmultivariate extreme value distributionextreme value copulaangular measurejoint extremes
Uses Software
Cites Work
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