Estimation and reduced bias estimation of the residual dependence index with unnamed marginals

arXiv2112.02899MaRDI QIDQ6384897

Cláudia Neves, David Walshaw, Emily Black, Jennifer Israelsson

Publication date: 6 December 2021

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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