Exceedance-based nonlinear regression of tail dependence (Q2322842): Difference between revisions
From MaRDI portal
Latest revision as of 00:10, 18 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exceedance-based nonlinear regression of tail dependence |
scientific article |
Statements
Exceedance-based nonlinear regression of tail dependence (English)
0 references
5 September 2019
0 references
asymptotic independence
0 references
extreme value theory
0 references
generalized additive models
0 references
penalized likelihood
0 references
tail dependence
0 references
0 references
0 references
0 references
0 references
0 references