Sensitivity of the limit shape of sample clouds from meta densities - Research Collection

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Author

Embrechts, Paul

Date

2012

Type

Journal Article

Citations

Cited 1 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.3150/11-BEJ370

Journal / series

Bernoulli

Volume

18(4)

Pages / Article No.

1386 - 1404

Publisher

International Statistical Institute

Subject

Extremes; Limit set; Limit shape; Meta distribution; Regular partition; Sensitivity

Organisational unit

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

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Citations

Cited 1 times in Web of Science

ETH Bibliography

yes

Altmetrics