An M-estimator for tail dependence in arbitrary dimensions (Q693746): Difference between revisions

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Latest revision as of 23:09, 5 July 2024

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An M-estimator for tail dependence in arbitrary dimensions
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    An M-estimator for tail dependence in arbitrary dimensions (English)
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    10 December 2012
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    asymptotic statistics
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    factor model
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    M-estimation
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    multivariate extremes
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    tail dependence
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