@第{zbMATH07064942条,作者={Cai,Juan-Juan and Einmahl,John H.J.and de Haan,Laurens and Zhou,Chen},标题={边际预期短缺的估计:相关变量极值时的平均值},FJournal={皇家统计学会杂志,B辑,统计方法},期刊={J.R.Stat.Soc.,Ser.B,Stat.Methodol.},ISSN={1369-7412},体积={77},数字={2},页码={417--442},年份={2015年},语言={英语},DOI={10.1111/rssb.12069},关键词={91G80,62P05,60G70,91G70},URL={pure.uvt.nl/ws/files/1451507/2012-080.pdf},zbMATH={7064942},Zbl={1414.91433}}