Nonparametric estimation of conditional marginal excess moments (Q2101474)
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scientific article; zbMATH DE number 7626995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of conditional marginal excess moments |
scientific article; zbMATH DE number 7626995 |
Statements
Nonparametric estimation of conditional marginal excess moments (English)
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6 December 2022
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empirical process
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marginal mean excess
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Pareto-type distribution
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tail dependence
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