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  • Search: subject:"multiple risk indicators"
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Subject
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Extreme value theory 1 extreme quantile 1 multiple risk indicators 1 multivariate quantile 1 rare event 1 statistics of extremes 1 threshold system 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Einmahl, John 1 Li, J. 1 Liu, R.Y. 1
Institution
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Tilburg University, Center for Economic Research 1
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Discussion Paper / Tilburg University, Center for Economic Research 1
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RePEc 1
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Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
Einmahl, John; Li, J.; Liu, R.Y. - Tilburg University, Center for Economic Research - 2006
levels of risk in the context of simultaneous monitoring of multiple risk indicators.The proposed threshold system is well …
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