Multiplier bootstrap of tail copulas with applications (Q2435217): Difference between revisions

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+A note on bootstrap approximations for the empirical copula process
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+Empirical and sequential empirical copula processes under serial dependence
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+Parametric tail copula estimation and model testing
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+Selecting the optimal sample fraction in univariate extreme value estimation
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+Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
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+Testing for equality between two copulas
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