Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252): Difference between revisions

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Latest revision as of 13:20, 7 July 2024

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Self-consistent estimation of conditional multivariate extreme value distributions
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    Self-consistent estimation of conditional multivariate extreme value distributions (English)
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    7 April 2014
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    coefficient of tail dependence
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    conditional analysis
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    Heffernan-Tawn model
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    multivariate extreme value theory
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    quantile regression
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    self-consistency
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