Dependent conditional tail expectation for extreme levels
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Publication:6204193
DOI10.1016/j.spa.2024.104330OpenAlexW4390851340MaRDI QIDQ6204193
Armelle Guillou, Yuri Goegebeur, Jing Qin
Publication date: 27 March 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2024.104330
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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