Testing extreme value copulas to estimate the quantile (Q2920839)
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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
29 September 2014
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extreme value copula
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extreme value distributions
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quantile
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Testing extreme value copulas to estimate the quantile (English)
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