Estimation of Extreme Depth-Based Quantile Regions

DOI10.1111/rssb.12163zbMath1414.62161OpenAlexW1874001539MaRDI QIDQ5381086

John H. J. Einmahl, Yi He

Publication date: 7 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://research.tilburguniversity.edu/en/publications/d6529c8a-8865-4c03-a064-a63fd5097ffd

zbMATH Keywords

tail dependenceoutlier detectionextreme value statisticsrare eventmultivariate quantilehalf-space depth

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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