Estimating failure probabilities
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Publication:2348732
DOI10.3150/13-BEJ594zbMath1385.60054arXiv1107.0614OpenAlexW2028894071MaRDI QIDQ2348732
Publication date: 15 June 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.0614
Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Related Items (3)
Approximation and estimation of very small probabilities of multivariate extreme events ⋮ Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients ⋮ A horse race between the block maxima method and the peak-over-threshold approach
Uses Software
Cites Work
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