Estimation of Extreme Quantiles for Functions of Dependent Random Variables
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Publication:5378145
DOI10.1111/rssb.12103zbMath1414.62160arXiv1311.5604OpenAlexW2015546842MaRDI QIDQ5378145
Jinguo Gong, Qiwei Yao, Ya-Dong Li, Liang Peng
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.5604
bootstraptime seriesempirical distribution functionextreme quantilesample quantilesdrawable vine copula
Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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