Estimation of the conditional distribution of a multivariate variable given that one of its component is large: Additional constraints for the Heffernan and Tawn model

Caroline Keef, I Papastathopoulos, JA Tawn

Research output: Contribution to journalArticle (Academic Journal)peer-review

52 Citations (Scopus)
Original languageEnglish
Pages (from-to)396-404
Number of pages9
JournalJournal of Multivariate Analysis
Volume115
Early online date20 Nov 2012
DOIs
Publication statusPublished - Mar 2013

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