Estimation of extreme risk regions under multivariate regular variation
| Year of publication: |
2011
|
|---|---|
| Authors: | Cai, J. ; Einmahl, J.H.J. ; de Haan, L.F.M. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in The Annals of Statistics (2011), v.39, nr.3, p.1803-1826 |
| Source: |
Persistent link: https://www.econbiz.de/10011089711