On the local metric property in multivariate extremes

arXiv2212.10350MaRDI QIDQ6421119

Quentin Schmitz, Frank Röttger

Publication date: 20 December 2022

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Convex programming (90C25) Probabilistic graphical models (62H22)

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