Estimating Extreme Bivariate Quantile Regions

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

Research output: Working paperDiscussion paperOther research output

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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