Meta densities and the shape of their sample clouds

Journal of Multivariate Analysis

Volumn 101, Issue 7, 2010, Pages 1738-1754

  Balkema, A A ^a   Embrechts, P ^b   Nolde, N ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b ETH ZURICH   (Switzerland)

Author keywords

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

Indexed keywords

EID: 77951987144     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2010.02.010     Document Type: Article

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