Approximation rates for multivariate exceedances
type: Item
instance of: scholarly article
title: Approximation rates for multivariate exceedances
zbMATH Open document ID: 0819.60025
DOI: 10.1016/0378-3758(94)00074-3
author: Edgar Kaufmann
author: Rolf-Dieter Reiss
published in: Journal of Statistical Planning and Inference
publication date: 1995-05-23T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 758083
zbMATH Keywords: \(d\)-variate exceedances
zbMATH Keywords: Poisson approximation
zbMATH Keywords: variational distance
zbMATH Keywords: generalized Pareto distributions
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)00074-3
OpenAlex ID: W2091226320
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Wikidata QID: Q127065476
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description: scientific article; zbMATH DE number 758083