Meta densities and the shape of their sample clouds
METADATA ONLY
Author / Producer
Date
2010
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
101 (7)
Pages / Article No.
1738 - 1754
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Meta distribution; Sample clouds; Level sets; Limit shape; Multivariate extremes; Regular variation
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 4 August 2009, Available online 4 March 2010.