A review on conditional extreme value analysis

Rao Salim (1)

1 Department of Information Technology [Howrah]

When an extreme phenomena depends on a covariate, one has to deal with Conditional Extreme Value Analysis. This branch of statistics has become very active these past ten years. In this paper, we propose a review of the main contributions to this domain.

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Rao Salim. A review on conditional extreme value analysis. 2013. ⟨hal-00770546v3⟩