Estimating multivariate extremal dependence: a new proposal (Q2960469)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating multivariate extremal dependence: a new proposal |
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Estimating multivariate extremal dependence: a new proposal (English)
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9 February 2017
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extreme value copula
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multivariate Pickands dependence function
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nonparametric estimation
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