Extremes for multivariate expectiles
type: Item
instance of: scholarly article
title: Extremes for multivariate expectiles
zbMATH Open document ID: 1408.62106
author: Véronique Maume-Deschamps
author: Didier Rullière
author: Khalil Said
published in: Statistics \& Risk Modeling
publication date: 2019-01-11T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7000601
zbMATH Keywords: risk measures
zbMATH Keywords: multivariate expectiles
zbMATH Keywords: regular variations
zbMATH Keywords: extreme values
zbMATH Keywords: tail dependence functions
MaRDI profile type: Publication
full work available at URL: strm-2017-0014
OpenAlex ID: W2907957693
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DOI: 10.1515/STRM-2017-0014
description: scientific article; zbMATH DE number 7000601