On the identification of the riskiest directional components from multivariate heavy-tailed data
Year of publication: |
2023
|
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Authors: | Hägele, Miriam ; Lehtomaa, Jaakko |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 7, Art.-No. 130, p. 1-18
|
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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