Testing extreme value copulas to estimate the quantile (Q2920839)

From MaRDI portal





scientific article; zbMATH DE number 6348970
Language Label Description Also known as
English
Testing extreme value copulas to estimate the quantile
scientific article; zbMATH DE number 6348970

    Statements

    0 references
    0 references
    0 references
    29 September 2014
    0 references
    extreme value copula
    0 references
    extreme value distributions
    0 references
    quantile
    0 references
    Testing extreme value copulas to estimate the quantile (English)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references