Estimation of Extreme Depth-Based Quantile Regions
Y. He and
John Einmahl
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Y. He: Tilburg University, Center For Economic Research
No 2014-035, Discussion Paper from Tilburg University, Center for Economic Research
Keywords: Extreme value statistics; halfspace depth; multivariate quantile; outlier detection; rare event; tail dependence (search for similar items in EconPapers)
Date: 2014
New Economics Papers: this item is included in nep-ecm, nep-ore and nep-rmg
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Related works:
Journal Article: Estimation of extreme depth-based quantile regions (2017) 
Working Paper: Estimation of Extreme Depth-Based Quantile Regions (2014) 
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Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:d6529c8a-8865-4c03-a064-a63fd5097ffd
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