Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
Year of publication: |
2013-02-08
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Authors: | Bernardino, Elena Di ; Laloë, Thomas ; Maume-Deschamps, Véronique ; Prieur, Clémentine |
Institutions: | HAL |
Subject: | Level sets | Distribution function | Plug-in estimation | Hausdorff distance | Conditional Tail Expectation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00580624 Published, ESAIM: Probability and Statistics, 2013, 17, 236-256 |
Source: |
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Bernardino, Elena Di, (2011)
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