Robust estimation of the conditional stable tail dependence function (Q6175804)
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scientific article; zbMATH DE number 7730142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of the conditional stable tail dependence function |
scientific article; zbMATH DE number 7730142 |
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Robust estimation of the conditional stable tail dependence function (English)
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18 August 2023
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empirical processes
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local estimation
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multivariate extreme value statistics
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robustness
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stable tail dependence function
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