On the identification of the riskiest directional components from multivariate heavy-tailed data
Year of publication: |
2023
|
---|---|
Authors: | Hägele, Miriam ; Lehtomaa, Jaakko |
Subject: | multivariate data | heavy-tail distribution | dominating tail behaviour | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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