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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.

Caroline KeefIoannis PapastathopoulosJonathan A. Tawn
Published in: J. Multivar. Anal. (2013)
Keyphrases
  • probabilistic model
  • theoretical analysis
  • parameter estimation
  • prior information
  • machine learning
  • high dimensional
  • probability distribution
  • gaussian process