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Estimation of Extreme Risk Regions Under Multivariate Regular Variation
AuthID
P-002-QMB
3
Author(s)
Cai, JJ
·
Einmahl, JHJ
·
De Haan, L
Document Type
Article
Year published
2011
Published
in
ANNALS OF STATISTICS,
ISSN: 0090-5364
Volume: 39, Issue: 3, Pages: 1803-1826 (24)
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Scopus
®
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®
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Publication Identifiers
DOI
:
10.1214/11-aos891
SCOPUS
: 2-s2.0-84878373531
Wos
: WOS:000293716500017
Source Identifiers
ISSN
: 0090-5364
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