An isobar-surfaces approach to multidimensional outlier-proneness
Year of publication: |
2000
|
---|---|
Authors: | Barme-Delcroix, Marie-Francoise ; Gather, Ursula |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | isobars | order statistics | extreme values | weak stability | outliers | outlier-proneness |
-
An isobar-surfaces approach to multidimensional outlier-proneness
Barme-Delcroix, Marie-Francoise, (2000)
-
An isobar-surfaces approach to multidimensional outlier-proneness
Barme-Delcroix, Marie-Francoise, (2000)
-
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati, (2015)
- More ...
-
An isobar-surfaces approach to multidimensional outlier-proneness
Barme-Delcroix, Marie-Francoise, (2000)
-
An isobar-surfaces approach to multidimensional outlier-proneness
Barme-Delcroix, Marie-Francoise, (2000)
-
Limit laws for multidimensional extremes
Barme-Delcroix, Marie-Francoise, (2007)
- More ...