Estimating Extreme Bivariate Quantile Regions

J.H.J. Einmahl, L.F.M. de Haan, A. Krajina

Research output: Working paperDiscussion paperOther research output

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Abstract

AMS 2000 subject classifications. Primary 62G32, 62G05; secondary 60G70, 60F05.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages22
Volume2009-29
Publication statusPublished - 2009

Publication series

NameCentER Discussion Paper
Volume2009-29

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Cite this

Einmahl, J. H. J., de Haan, L. F. M., & Krajina, A. (2009). Estimating Extreme Bivariate Quantile Regions. (CentER Discussion Paper; Vol. 2009-29). Tilburg: Econometrics.
Einmahl, J.H.J. ; de Haan, L.F.M. ; Krajina, A. / Estimating Extreme Bivariate Quantile Regions. Tilburg : Econometrics, 2009. (CentER Discussion Paper).
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abstract = "AMS 2000 subject classifications. Primary 62G32, 62G05; secondary 60G70, 60F05.",
author = "J.H.J. Einmahl and {de Haan}, L.F.M. and A. Krajina",
note = "Pagination: 22",
year = "2009",
language = "English",
volume = "2009-29",
series = "CentER Discussion Paper",
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}

Einmahl, JHJ, de Haan, LFM & Krajina, A 2009 'Estimating Extreme Bivariate Quantile Regions' CentER Discussion Paper, vol. 2009-29, Econometrics, Tilburg.

Estimating Extreme Bivariate Quantile Regions. / Einmahl, J.H.J.; de Haan, L.F.M.; Krajina, A.

Tilburg : Econometrics, 2009. (CentER Discussion Paper; Vol. 2009-29).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Estimating Extreme Bivariate Quantile Regions

AU - Einmahl, J.H.J.

AU - de Haan, L.F.M.

AU - Krajina, A.

N1 - Pagination: 22

PY - 2009

Y1 - 2009

N2 - AMS 2000 subject classifications. Primary 62G32, 62G05; secondary 60G70, 60F05.

AB - AMS 2000 subject classifications. Primary 62G32, 62G05; secondary 60G70, 60F05.

M3 - Discussion paper

VL - 2009-29

T3 - CentER Discussion Paper

BT - Estimating Extreme Bivariate Quantile Regions

PB - Econometrics

CY - Tilburg

ER -

Einmahl JHJ, de Haan LFM, Krajina A. Estimating Extreme Bivariate Quantile Regions. Tilburg: Econometrics. 2009. (CentER Discussion Paper).