Estimation of Dependence in Multivariate Extreme Value Statistics

Matematik

• Extreme Value Statistics 100%
• Multivariate Extremes 98%
• Estimator 40%
• Tail Dependence 30%
• Expected Shortfall 23%
• Risk Measures 18%
• Excess 15%
• Coefficient 14%
• Asymptotic Normality 14%
• Extremes 13%
• Covariates 12%
• Extreme Events 10%
• Dependence Function 10%
• Power Divergence 10%
• Random variable 10%
• Extrapolation Method 9%
• Contamination 8%
• Robust Methods 8%
• Spectral Measure 8%
• Empirical Process 8%
• Nonparametric Methods 8%
• Bivariate Distribution 8%
• Dependence Structure 8%
• Extreme Values 8%
• Conditional Distribution 7%
• Quantify 7%
• Regularity Conditions 7%
• Regression 5%
• Simulation Study 5%
• Moment 5%
• Context 4%
• Performance 4%
• Characterization 3%
• Generalization 3%
• Estimate 3%
• Class 2%