Meta densities and the shape of their sample clouds

Metadata only

Autor(in)

Datum

2010

Typ

Journal Article

ETH Bibliographie

yes

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Publikationsstatus

published

Externe Links

Zeitschrift / Serie

Journal of Multivariate Analysis

Band

101(7)

Seiten / Artikelnummer

1738 - 1754

Verlag

Elsevier

Thema

Meta distribution; Sample clouds; Level sets; Limit shape; Multivariate extremes; Regular variation

Organisationseinheit

03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)

Anmerkungen

Received 4 August 2009, Available online 4 March 2010.

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ETH Bibliographie

yes

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Research Collection