Estimating the probability of a rare event

Annals of Statistics

Volumn 27, Issue 2, 1999, Pages 732-759

  De Haan, Laurens ^a   Sinha, Ashoke Kumar ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Empirical process; Estimation; Failure chance; Failure region; Functional central limit theorem; Multivariate extremes; Vapnik Cervonenkis class

Indexed keywords

EID: 0033457755     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1018031214     Document Type: Article

References (21)

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