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"Estimation of the conditional distribution of a multivariate variable ..."

Caroline Keef, Ioannis Papastathopoulos, Jonathan A. Tawn (2013)

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DOI: 10.1016/J.JMVA.2012.10.012

access: open

type: Journal Article

metadata version: 2021-02-17

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Caroline Keef, Ioannis Papastathopoulos, Jonathan A. Tawn:
Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model. J. Multivar. Anal. 115: 396-404 (2013)

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