Non-parametric estimators of multivariate extreme dependence functions (Q3369527): Difference between revisions

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Latest revision as of 09:50, 24 June 2024

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Non-parametric estimators of multivariate extreme dependence functions
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    Non-parametric estimators of multivariate extreme dependence functions (English)
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    2 February 2006
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    extreme dependence functions
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    kernel estimator
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    constrained spline
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    optimal bandwidth selection
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