Maximum likelihood estimation of elliptical tail (Q6656678)
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scientific article; zbMATH DE number 7961607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of elliptical tail |
scientific article; zbMATH DE number 7961607 |
Statements
Maximum likelihood estimation of elliptical tail (English)
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3 January 2025
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consistency and efficiency
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elliptical distribution
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elliptical tail estimation
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maximum likelihood estimation
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multivariate regular variation
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spectral measure
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