Sensitivity of the limit shape of sample clouds from meta densities

Thumbnail
Metadata only
Author
Balkema, Guus
Embrechts, Paul
Nolde, Natalia
Date
2012
Type
  • Journal Article
Publication status
published
External links
Full text via SFX
Journal / series
Bernoulli
Volume
18(4)
Pages
1386 - 1404
Publisher
International Statistical Institute
Subject
Extremes; Limit set; Limit shape; Meta distribution; Regular partition; Sensitivity
Organisational unit
03288 - Embrechts, Paul
Notes
.
More
Show all metadata
Altmetrics