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Bibliographic Record
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- Material Type
- 記事
- Author/Editor
- 小西 宗樹松木 洋藤本 康孝
- Alternative Title
- Estimation of multivariate VaR by using independent transformation and convolution of independent extreme value distributions: approach of approximated exponential distribution
- Periodical title
- 電子情報通信学会論文誌. A, 基礎・境界 = The IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences (Japanese edition). A / 電子情報通信学会 編
- No. or year of volume/issue
- 94(4) (通号 520) 2011.4
- Volume
- 94
- Issue
- 4
- Sequential issue number
- 520