Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618): Difference between revisions

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Revision as of 21:05, 27 June 2024

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Nonparametric estimation of the dependence function for a multivariate extreme value distribution
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    Nonparametric estimation of the dependence function for a multivariate extreme value distribution (English)
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    23 April 2008
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    copulas
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    dependence function
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    empirical distribution
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    Gaussian process
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    multivariate extreme value distribution
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