Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory

Author: Di Bernardino Elena   Laloë Thomas   Maume-Deschamps Véronique   Prieur Clémentine  

Publisher: Edp Sciences

E-ISSN: 1262-3318|17|issue|236-256

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.17, Iss.issue, 2013-02, pp. : 236-256

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Abstract