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

✍ Scribed by Keef, Caroline; Papastathopoulos, Ioannis; Tawn, Jonathan A.

• Book ID: 121936272
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 472 KB
• Volume: 115
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1016/j.jmva.2012.10.012