Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model

Journal of Multivariate Analysis

Volumn 115, Issue , 2013, Pages 396-404

  Keef, Caroline ^a   Papastathopoulos, Ioannis ^b   Tawn, Jonathan A ^b  

^a JBA CONSULTING   (United Kingdom)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84870680886     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.10.012     Document Type: Article

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