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Conditional Extremal Analysis

Abstract

In this chapter we provide an overview of the conditioning concept including some theoretical applications. After some heuristic arguments and technical preparations in Section 8.1. we study conditional extremes in a nonparametric and, respectively, in a parametric framework, see Sections 8.2 and 8.3.

Keywords

Prior Distribution Random Vector Conditional Distribution Conditional Expectation Predictive Distribution 
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© Birkhäuser Verlag AG 2007

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