Empirical tail copulas for functional data (Q2054523): Difference between revisions

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+Multiplier bootstrap of tail copulas with applications
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+Identifying groups of variables with the potential of being large simultaneously
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+On convergence toward an extreme value distribution in \(C[0,1]\)
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+Weak consistency of extreme value estimators in \(C[0,1]\)
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+Functional regular variations, Pareto processes and peaks over threshold
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+Probabilities of Concurrent Extremes
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+Best attainable rates of convergence for estimators of the stable tail dependence function
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+Asymptotics of the shorth plot
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+Nonparametric estimation of multivariate extreme-value copulas
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+The tail dependograph
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Weak convergence and empirical processes. With applications to statistics
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+W3127464785
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