Meta densities and the shape of their sample clouds - Research Collection

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Author

Balkema, August A.

Embrechts, Paul

Date

2010

Type

Journal Article

Citations

Cited 16 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.jmva.2010.02.010

Journal / series

Journal of Multivariate Analysis

Volume

101(7)

Pages / Article No.

1738 - 1754

Publisher

Elsevier

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.

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Show all metadata

Citations

Cited 16 times in Web of Science

ETH Bibliography

yes

Altmetrics