Estimation of Extreme Depth-Based Quantile Regions

Keyphrases

• Depth Based 100%
• Halfspace Depth 100%
• Risk Management 50%
• Nonparametric Methods 50%
• Extreme Value Theory 50%
• Simulation Study 50%
• Convex Hull 50%
• Semiparametric Estimation 50%
• Extreme Quantile 50%
• Stock Market Returns 50%
• Depth Function 50%
• Consistency Results 50%

Mathematics

• Quantile 100%
• Halfspace Depth 66%
• Extreme Value Theory 33%
• Simulation Study 33%
• Convex Hull 33%
• Stock Market 33%
• Nonparametric Procedure 33%
• Consistency Result 33%