Estimating exceedance probabilities in higher-dimensional space

DOI10.1080/15326349408807321zbMath0807.60051OpenAlexW2063616017MaRDI QIDQ4314753

Laurens De Haan

Publication date: 18 December 1994

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349408807321

zbMATH Keywords

extreme value theoryasymptotic confidence intervalestimation of the exceedance probability

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Estimation of the coefficient of tail dependence in bivariate extremes ⋮ Estimating the probability of a rare event

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