Parametric tail copula estimation and model testing (Q928859)
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scientific article; zbMATH DE number 5287855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric tail copula estimation and model testing |
scientific article; zbMATH DE number 5287855 |
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Parametric tail copula estimation and model testing (English)
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11 June 2008
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empirical tail copula
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extreme values
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maximum likelihood estimation
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