Effects of mis-specification in bivariate extreme value problems
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Publication:1409826
DOI10.1023/A:1016540012032zbMath1023.62056OpenAlexW1597491001MaRDI QIDQ1409826
Debbie J. Dupuis, Jonathan A. Twan
Publication date: 22 October 2003
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1016540012032
asymptotic independencegeneralized extreme value distributionconditional distributionbivariate extreme value distribution
Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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