Nonparametric estimation of the conditional tail copula (Q2348439): Difference between revisions

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Latest revision as of 04:56, 10 July 2024

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Nonparametric estimation of the conditional tail copula
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    Nonparametric estimation of the conditional tail copula (English)
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    12 June 2015
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    extremal dependence
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    tail copula
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    covariate
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