Dependent conditional tail expectation for extreme levels (Q6204193)
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scientific article; zbMATH DE number 7825650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependent conditional tail expectation for extreme levels |
scientific article; zbMATH DE number 7825650 |
Statements
Dependent conditional tail expectation for extreme levels (English)
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27 March 2024
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bivariate extreme value statistics
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empirical process
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tail copula
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Pareto-type distribution
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