Login / Signup
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients.
Pavel Krupskii
Harry Joe
Published in:
J. Multivar. Anal. (2019)
Keyphrases
</>
nonparametric estimation
heavy tailed
probability distribution
power law
dependence structure
extreme value theory
regression model
belief networks
denoising
graphical models
conditional probabilities