Bias correction in conditional multivariate extremes
DOI10.1214/20-EJS1706zbMath1439.62120OpenAlexW2904887416MaRDI QIDQ2180077
Armelle Guillou, Yuri Goegebeur, Mikael Escobar-Bach
Publication date: 13 May 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1587542553
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Stochastic approximation (62L20)
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Cites Work
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