Matches in SemOpenAlex for { <https://semopenalex.org/work/W2616187530> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2616187530 abstract "Abstract This paper deals with the problem of estimating the multivariate version of the conditional tail expectation introduced in the recent literature. We propose a new semiparametric estimator for this risk measure, essentially based on statistical extrapolation techniques, well designed for extreme risk lev els. We prove a central limit theorem for the obtained estimator. We illustrate the practical properties of our estimator on simulations. The performances of our new estimator are discussed and compared with the ones of the empirical Kendall's process‐based estimator, previously proposed by the authors. We conclude with two applications on real data sets: rainfall measurements recorded at three stations located in the south of Paris (France) and the analysis of strong wind gusts in the northwest of France." @default.
- W2616187530 created "2017-05-26" @default.
- W2616187530 creator A5024406251 @default.
- W2616187530 creator A5032200643 @default.
- W2616187530 date "2018-07-03" @default.
- W2616187530 modified "2023-09-25" @default.
- W2616187530 title "Estimation of the multivariate conditional tail expectation for extreme risk levels: Illustration on environmental data sets" @default.
- W2616187530 cites W1527530509 @default.
- W2616187530 cites W1799442178 @default.
- W2616187530 cites W1969098862 @default.
- W2616187530 cites W1971592402 @default.
- W2616187530 cites W1973001681 @default.
- W2616187530 cites W1978938524 @default.
- W2616187530 cites W1987751847 @default.
- W2616187530 cites W2037227481 @default.
- W2616187530 cites W2047099970 @default.
- W2616187530 cites W2048649579 @default.
- W2616187530 cites W2048679502 @default.
- W2616187530 cites W2051679410 @default.
- W2616187530 cites W2053560298 @default.
- W2616187530 cites W2058121906 @default.
- W2616187530 cites W2063908710 @default.
- W2616187530 cites W2096128876 @default.
- W2616187530 cites W2104953984 @default.
- W2616187530 cites W2106868358 @default.
- W2616187530 cites W2117575832 @default.
- W2616187530 cites W2139089363 @default.
- W2616187530 cites W2142261996 @default.
- W2616187530 cites W2143051219 @default.
- W2616187530 cites W2160974524 @default.
- W2616187530 cites W2185238725 @default.
- W2616187530 cites W2252851045 @default.
- W2616187530 cites W2587218599 @default.
- W2616187530 cites W2613060022 @default.
- W2616187530 cites W2762408436 @default.
- W2616187530 cites W3092268175 @default.
- W2616187530 cites W3124505060 @default.
- W2616187530 cites W4214712351 @default.
- W2616187530 cites W4229774059 @default.
- W2616187530 cites W4241861175 @default.
- W2616187530 doi "https://doi.org/10.1002/env.2510" @default.
- W2616187530 hasPublicationYear "2018" @default.
- W2616187530 type Work @default.
- W2616187530 sameAs 2616187530 @default.
- W2616187530 citedByCount "5" @default.
- W2616187530 countsByYear W26161875302018 @default.
- W2616187530 countsByYear W26161875302021 @default.
- W2616187530 countsByYear W26161875302023 @default.
- W2616187530 crossrefType "journal-article" @default.
- W2616187530 hasAuthorship W2616187530A5024406251 @default.
- W2616187530 hasAuthorship W2616187530A5032200643 @default.
- W2616187530 hasConcept C105795698 @default.
- W2616187530 hasConcept C132459708 @default.
- W2616187530 hasConcept C147581598 @default.
- W2616187530 hasConcept C149782125 @default.
- W2616187530 hasConcept C161584116 @default.
- W2616187530 hasConcept C185429906 @default.
- W2616187530 hasConcept C33923547 @default.
- W2616187530 hasConceptScore W2616187530C105795698 @default.
- W2616187530 hasConceptScore W2616187530C132459708 @default.
- W2616187530 hasConceptScore W2616187530C147581598 @default.
- W2616187530 hasConceptScore W2616187530C149782125 @default.
- W2616187530 hasConceptScore W2616187530C161584116 @default.
- W2616187530 hasConceptScore W2616187530C185429906 @default.
- W2616187530 hasConceptScore W2616187530C33923547 @default.
- W2616187530 hasIssue "7" @default.
- W2616187530 hasLocation W26161875301 @default.
- W2616187530 hasOpenAccess W2616187530 @default.
- W2616187530 hasPrimaryLocation W26161875301 @default.
- W2616187530 hasRelatedWork W185704706 @default.
- W2616187530 hasRelatedWork W1975626163 @default.
- W2616187530 hasRelatedWork W1992834568 @default.
- W2616187530 hasRelatedWork W1994041333 @default.
- W2616187530 hasRelatedWork W2033632298 @default.
- W2616187530 hasRelatedWork W2070631162 @default.
- W2616187530 hasRelatedWork W2132618155 @default.
- W2616187530 hasRelatedWork W3203839570 @default.
- W2616187530 hasRelatedWork W4320079205 @default.
- W2616187530 hasRelatedWork W4327510977 @default.
- W2616187530 hasVolume "29" @default.
- W2616187530 isParatext "false" @default.
- W2616187530 isRetracted "false" @default.
- W2616187530 magId "2616187530" @default.
- W2616187530 workType "article" @default.