Estimating Extreme Bivariate Quantile Regions

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Abstract

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

Name	CentER Discussion Paper
Volume	2009-29

@techreport{007ce0a9dd944301ad6215b77c236431,

title = "Estimating Extreme Bivariate Quantile Regions",

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",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}

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 -